Normal distributions arise from the `Central Limit Theorem
<https://en.wikipedia.org/wiki/Central_limit_theorem>`_ and have a wide range
-of applications in statistics, including simulations and hypothesis testing.
+of applications in statistics.
.. class:: NormalDist(mu=0.0, sigma=1.0)
.. attribute:: mean
- A read-only property representing the `arithmetic mean
+ A read-only property for the `arithmetic mean
<https://en.wikipedia.org/wiki/Arithmetic_mean>`_ of a normal
distribution.
.. attribute:: stdev
- A read-only property representing the `standard deviation
+ A read-only property for the `standard deviation
<https://en.wikipedia.org/wiki/Standard_deviation>`_ of a normal
distribution.
.. attribute:: variance
- A read-only property representing the `variance
+ A read-only property for the `variance
<https://en.wikipedia.org/wiki/Variance>`_ of a normal
distribution. Equal to the square of the standard deviation.
Dividing a constant by an instance of :class:`NormalDist` is not supported.
Since normal distributions arise from additive effects of independent
- variables, it is possible to `add and subtract two normally distributed
- random variables
+ variables, it is possible to `add and subtract two independent normally
+ distributed random variables
<https://en.wikipedia.org/wiki/Sum_of_normally_distributed_random_variables>`_
represented as instances of :class:`NormalDist`. For example:
For example, given `historical data for SAT exams
<https://blog.prepscholar.com/sat-standard-deviation>`_ showing that scores
-are normally distributed with a mean of 1060 and standard deviation of 192,
+are normally distributed with a mean of 1060 and a standard deviation of 192,
determine the percentage of students with scores between 1100 and 1200:
.. doctest::
>>> sat = NormalDist(1060, 195)
- >>> fraction = sat.cdf(1200) - sat.cdf(1100)
+ >>> fraction = sat.cdf(1200 + 0.5) - sat.cdf(1100 - 0.5)
>>> f'{fraction * 100 :.1f}% score between 1100 and 1200'
- '18.2% score between 1100 and 1200'
+ '18.4% score between 1100 and 1200'
What percentage of men and women will have the same height in `two normally
distributed populations with known means and standard deviations
Normal distributions commonly arise in machine learning problems.
-Wikipedia has a `nice example with a Naive Bayesian Classifier
-<https://en.wikipedia.org/wiki/Naive_Bayes_classifier>`_. The challenge
-is to guess a person's gender from measurements of normally distributed
-features including height, weight, and foot size.
+Wikipedia has a `nice example of a Naive Bayesian Classifier
+<https://en.wikipedia.org/wiki/Naive_Bayes_classifier>`_. The challenge is to
+predict a person's gender from measurements of normally distributed features
+including height, weight, and foot size.
-The `prior probability <https://en.wikipedia.org/wiki/Prior_probability>`_ of
-being male or female is 50%:
-
-.. doctest::
-
- >>> prior_male = 0.5
- >>> prior_female = 0.5
-
-We also have a training dataset with measurements for eight people. These
+We're given a training dataset with measurements for eight people. The
measurements are assumed to be normally distributed, so we summarize the data
with :class:`NormalDist`:
>>> foot_size_male = NormalDist.from_samples([12, 11, 12, 10])
>>> foot_size_female = NormalDist.from_samples([6, 8, 7, 9])
-We observe a new person whose feature measurements are known but whose gender
-is unknown:
+Next, we encounter a new person whose feature measurements are known but whose
+gender is unknown:
.. doctest::
>>> wt = 130 # weight
>>> fs = 8 # foot size
-The posterior is the product of the prior times each likelihood of a
-feature measurement given the gender:
+Starting with a 50% `prior probability
+<https://en.wikipedia.org/wiki/Prior_probability>`_ of being male or female,
+we compute the posterior as the prior times the product of likelihoods for the
+feature measurements given the gender:
.. doctest::
+ >>> prior_male = 0.5
+ >>> prior_female = 0.5
>>> posterior_male = (prior_male * height_male.pdf(ht) *
... weight_male.pdf(wt) * foot_size_male.pdf(fs))
>>> posterior_female = (prior_female * height_female.pdf(ht) *
... weight_female.pdf(wt) * foot_size_female.pdf(fs))
-The final prediction is awarded to the largest posterior -- this is known as
-the `maximum a posteriori
+The final prediction goes to the largest posterior. This is known as the
+`maximum a posteriori
<https://en.wikipedia.org/wiki/Maximum_a_posteriori_estimation>`_ or MAP:
.. doctest::
0.3605, 0.3589, 0.3572, 0.3555, 0.3538,
]):
self.assertAlmostEqual(Z.pdf(x / 100.0), px, places=4)
+ self.assertAlmostEqual(Z.pdf(-x / 100.0), px, places=4)
# Error case: variance is zero
Y = NormalDist(100, 0)
with self.assertRaises(statistics.StatisticsError):
self.assertEqual(X * y, NormalDist(1000, 150)) # __mul__
self.assertEqual(y * X, NormalDist(1000, 150)) # __rmul__
self.assertEqual(X / y, NormalDist(10, 1.5)) # __truediv__
- with self.assertRaises(TypeError):
+ with self.assertRaises(TypeError): # __rtruediv__
y / X
def test_equality(self):