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Maybe it's too late.
I noticed that problem too when I was doing PS2. There may be two cons of computing the pdf using the original formula: (1) error prone; (2) may encounter problems when x=0. Therefore I simply used scipy.stats.lognorm.pdf/cdf. That works perfectly fine for me.
Yes. The lognorm function works great. You just have to make sure you have the right location and scale parameter. You can also calculate the mean E[X] and variance Var[X] analytically as functions of mu and sigma.
I'm just wondering do we need to compute the pdf of lognorm on our own or can we use scipy.stats.lognorm.pdf/cdf?
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