Today I released a new version of my twopiece Python package in pip. It now supports the three families of two-piece distributions: Scale, Shape (new!)
and Double (new!).
Fan Charts
Since 1996 the Bank of England inflation forecast has been published as a probability distribution and presented in what is now known as ‘the fan chart’. This post provides an overview on this useful visualisation tool and its Python implementation.
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The Two Piece Normal Distribution
The two-piece normal, also called split normal, binormal, or double-Gaussian, results from joining at the mode the corresponding halves of two normal distributions with the same mode but different standard deviations.
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Comparing Box-Muller and Marsaglia-Bray
In this post we compare the performance of our Python implementation for two popular methods to simulate samples from a pair of independent normal random variables: Box-Muller and Marsaglia-Bray.
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Simulating Normal Random Variables
Two simple ways to simulate a pair of independent standard normal distributions with Python code.
– Box-Muller Transform
– Marsaglia-Bray Transform