Stats¶
SymPy statistics module
Introduces a random variable type into the SymPy language.
Random variables may be declared using prebuilt functions such as Normal, Exponential, Coin, Die, etc… or built with functions like FiniteRV.
Queries on random expressions can be made using the functions
Expression |
Meaning |
|
Probability |
|
Expected value |
|
Entropy |
|
Variance |
|
Probability Density Function |
|
Produce a realization |
|
Where the condition is true |
Examples¶
>>> from sympy.stats import P, E, variance, Die, Normal
>>> from sympy import Eq, simplify
>>> X, Y = Die('X', 6), Die('Y', 6) # Define two six sided dice
>>> Z = Normal('Z', 0, 1) # Declare a Normal random variable with mean 0, std 1
>>> P(X>3) # Probability X is greater than 3
1/2
>>> E(X+Y) # Expectation of the sum of two dice
7
>>> variance(X+Y) # Variance of the sum of two dice
35/6
>>> simplify(P(Z>1)) # Probability of Z being greater than 1
1/2 - erf(sqrt(2)/2)/2
One could also create custom distribution and define custom random variables as follows:
If you want to create a Continuous Random Variable:
>>> from sympy.stats import ContinuousRV, P, E
>>> from sympy import exp, Symbol, Interval, oo
>>> x = Symbol('x')
>>> pdf = exp(-x) # pdf of the Continuous Distribution
>>> Z = ContinuousRV(x, pdf, set=Interval(0, oo))
>>> E(Z)
1
>>> P(Z > 5)
exp(-5)
1.1 To create an instance of Continuous Distribution:
>>> from sympy.stats import ContinuousDistributionHandmade
>>> from sympy import Lambda
>>> dist = ContinuousDistributionHandmade(Lambda(x, pdf), set=Interval(0, oo))
>>> dist.pdf(x)
exp(-x)
If you want to create a Discrete Random Variable:
>>> from sympy.stats import DiscreteRV, P, E
>>> from sympy import Symbol, S
>>> p = S(1)/2
>>> x = Symbol('x', integer=True, positive=True)
>>> pdf = p*(1 - p)**(x - 1)
>>> D = DiscreteRV(x, pdf, set=S.Naturals)
>>> E(D)
2
>>> P(D > 3)
1/8
2.1 To create an instance of Discrete Distribution:
>>> from sympy.stats import DiscreteDistributionHandmade
>>> from sympy import Lambda
>>> dist = DiscreteDistributionHandmade(Lambda(x, pdf), set=S.Naturals)
>>> dist.pdf(x)
2**(1 - x)/2
If you want to create a Finite Random Variable:
>>> from sympy.stats import FiniteRV, P, E
>>> from sympy import Rational
>>> pmf = {1: Rational(1, 3), 2: Rational(1, 6), 3: Rational(1, 4), 4: Rational(1, 4)}
>>> X = FiniteRV('X', pmf)
>>> E(X)
29/12
>>> P(X > 3)
1/4
3.1 To create an instance of Finite Distribution:
>>> from sympy.stats import FiniteDistributionHandmade
>>> dist = FiniteDistributionHandmade(pmf)
>>> dist.pmf(x)
Lambda(x, Piecewise((1/3, Eq(x, 1)), (1/6, Eq(x, 2)), (1/4, Eq(x, 3) | Eq(x, 4)), (0, True)))
Random Variable Types¶
Finite Types¶
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sympy.stats.DiscreteUniform(name, items)[source]¶ Create a Finite Random Variable representing a uniform distribution over the input set.
- Parameters
items: list/tuple
Items over which Uniform distribution is to be made
- Returns
RandomSymbol
Examples
>>> from sympy.stats import DiscreteUniform, density >>> from sympy import symbols
>>> X = DiscreteUniform('X', symbols('a b c')) # equally likely over a, b, c >>> density(X).dict {a: 1/3, b: 1/3, c: 1/3}
>>> Y = DiscreteUniform('Y', list(range(5))) # distribution over a range >>> density(Y).dict {0: 1/5, 1: 1/5, 2: 1/5, 3: 1/5, 4: 1/5}
References
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sympy.stats.Die(name, sides=6)[source]¶ Create a Finite Random Variable representing a fair die.
- Parameters
sides: Integer
Represents the number of sides of the Die, by default is 6
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Die, density >>> from sympy import Symbol
>>> D6 = Die('D6', 6) # Six sided Die >>> density(D6).dict {1: 1/6, 2: 1/6, 3: 1/6, 4: 1/6, 5: 1/6, 6: 1/6}
>>> D4 = Die('D4', 4) # Four sided Die >>> density(D4).dict {1: 1/4, 2: 1/4, 3: 1/4, 4: 1/4}
>>> n = Symbol('n', positive=True, integer=True) >>> Dn = Die('Dn', n) # n sided Die >>> density(Dn).dict Density(DieDistribution(n)) >>> density(Dn).dict.subs(n, 4).doit() {1: 1/4, 2: 1/4, 3: 1/4, 4: 1/4}
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sympy.stats.Bernoulli(name, p, succ=1, fail=0)[source]¶ Create a Finite Random Variable representing a Bernoulli process.
- Parameters
p : Rational number between 0 and 1
Represents probability of success
succ : Integer/symbol/string
Represents event of success
fail : Integer/symbol/string
Represents event of failure
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Bernoulli, density >>> from sympy import S
>>> X = Bernoulli('X', S(3)/4) # 1-0 Bernoulli variable, probability = 3/4 >>> density(X).dict {0: 1/4, 1: 3/4}
>>> X = Bernoulli('X', S.Half, 'Heads', 'Tails') # A fair coin toss >>> density(X).dict {Heads: 1/2, Tails: 1/2}
References
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sympy.stats.Coin(name, p=1 / 2)[source]¶ Create a Finite Random Variable representing a Coin toss.
- Parameters
p : Rational Numeber between 0 and 1
Represents probability of getting “Heads”, by default is Half
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Coin, density >>> from sympy import Rational
>>> C = Coin('C') # A fair coin toss >>> density(C).dict {H: 1/2, T: 1/2}
>>> C2 = Coin('C2', Rational(3, 5)) # An unfair coin >>> density(C2).dict {H: 3/5, T: 2/5}
See also
References
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sympy.stats.Binomial(name, n, p, succ=1, fail=0)[source]¶ Create a Finite Random Variable representing a binomial distribution.
- Parameters
n : Positive Integer
Represents number of trials
p : Rational Number between 0 and 1
Represents probability of success
succ : Integer/symbol/string
Represents event of success, by default is 1
fail : Integer/symbol/string
Represents event of failure, by default is 0
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Binomial, density >>> from sympy import S, Symbol
>>> X = Binomial('X', 4, S.Half) # Four "coin flips" >>> density(X).dict {0: 1/16, 1: 1/4, 2: 3/8, 3: 1/4, 4: 1/16}
>>> n = Symbol('n', positive=True, integer=True) >>> p = Symbol('p', positive=True) >>> X = Binomial('X', n, S.Half) # n "coin flips" >>> density(X).dict Density(BinomialDistribution(n, 1/2, 1, 0)) >>> density(X).dict.subs(n, 4).doit() {0: 1/16, 1: 1/4, 2: 3/8, 3: 1/4, 4: 1/16}
References
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sympy.stats.BetaBinomial(name, n, alpha, beta)[source]¶ Create a Finite Random Variable representing a Beta-binomial distribution.
- Parameters
n : Positive Integer
Represents number of trials
alpha : Real positive number
beta : Real positive number
- Returns
RandomSymbol
Examples
>>> from sympy.stats import BetaBinomial, density
>>> X = BetaBinomial('X', 2, 1, 1) >>> density(X).dict {0: 1/3, 1: 2*beta(2, 2), 2: 1/3}
References
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sympy.stats.Hypergeometric(name, N, m, n)[source]¶ Create a Finite Random Variable representing a hypergeometric distribution.
- Parameters
N : Positive Integer
Represents finite population of size N.
m : Positive Integer
Represents number of trials with required feature.
n : Positive Integer
Represents numbers of draws.
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Hypergeometric, density
>>> X = Hypergeometric('X', 10, 5, 3) # 10 marbles, 5 white (success), 3 draws >>> density(X).dict {0: 1/12, 1: 5/12, 2: 5/12, 3: 1/12}
References
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sympy.stats.FiniteRV(name, density, **kwargs)[source]¶ Create a Finite Random Variable given a dict representing the density.
- Parameters
name : Symbol
Represents name of the random variable.
density: A dict
Dictionary conatining the pdf of finite distribution
check : bool
If True, it will check whether the given density integrates to 1 over the given set. If False, it will not perform this check. Default is False.
- Returns
RandomSymbol
Examples
>>> from sympy.stats import FiniteRV, P, E
>>> density = {0: .1, 1: .2, 2: .3, 3: .4} >>> X = FiniteRV('X', density)
>>> E(X) 2.00000000000000 >>> P(X >= 2) 0.700000000000000
Discrete Types¶
-
sympy.stats.Geometric(name, p)[source]¶ Create a discrete random variable with a Geometric distribution.
The density of the Geometric distribution is given by
\[f(k) := p (1 - p)^{k - 1}\]- Parameters
p: A probability between 0 and 1
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Geometric, density, E, variance >>> from sympy import Symbol, S
>>> p = S.One / 5 >>> z = Symbol("z")
>>> X = Geometric("x", p)
>>> density(X)(z) (4/5)**(z - 1)/5
>>> E(X) 5
>>> variance(X) 20
References
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sympy.stats.Hermite(name, a1, a2)[source]¶ Create a discrete random variable with a Hermite distribution.
The density of the Hermite distribution is given by
\[f(x):= e^{-a_1 -a_2}\sum_{j=0}^{\left \lfloor x/2 \right \rfloor} \frac{a_{1}^{x-2j}a_{2}^{j}}{(x-2j)!j!}\]- Parameters
a1: A Positive number greater than equal to 0.
a2: A Positive number greater than equal to 0.
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Hermite, density, E, variance >>> from sympy import Symbol
>>> a1 = Symbol("a1", positive=True) >>> a2 = Symbol("a2", positive=True) >>> x = Symbol("x")
>>> H = Hermite("H", a1=5, a2=4)
>>> density(H)(2) 33*exp(-9)/2
>>> E(H) 13
>>> variance(H) 21
References
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sympy.stats.Poisson(name, lamda)[source]¶ Create a discrete random variable with a Poisson distribution.
The density of the Poisson distribution is given by
\[f(k) := \frac{\lambda^{k} e^{- \lambda}}{k!}\]- Parameters
lamda: Positive number, a rate
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Poisson, density, E, variance >>> from sympy import Symbol, simplify
>>> rate = Symbol("lambda", positive=True) >>> z = Symbol("z")
>>> X = Poisson("x", rate)
>>> density(X)(z) lambda**z*exp(-lambda)/factorial(z)
>>> E(X) lambda
>>> simplify(variance(X)) lambda
References
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sympy.stats.Logarithmic(name, p)[source]¶ Create a discrete random variable with a Logarithmic distribution.
The density of the Logarithmic distribution is given by
\[f(k) := \frac{-p^k}{k \ln{(1 - p)}}\]- Parameters
p: A value between 0 and 1
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Logarithmic, density, E, variance >>> from sympy import Symbol, S
>>> p = S.One / 5 >>> z = Symbol("z")
>>> X = Logarithmic("x", p)
>>> density(X)(z) -5**(-z)/(z*log(4/5))
>>> E(X) -1/(-4*log(5) + 8*log(2))
>>> variance(X) -1/((-4*log(5) + 8*log(2))*(-2*log(5) + 4*log(2))) + 1/(-64*log(2)*log(5) + 64*log(2)**2 + 16*log(5)**2) - 10/(-32*log(5) + 64*log(2))
References
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sympy.stats.NegativeBinomial(name, r, p)[source]¶ Create a discrete random variable with a Negative Binomial distribution.
The density of the Negative Binomial distribution is given by
\[f(k) := \binom{k + r - 1}{k} (1 - p)^r p^k\]- Parameters
r: A positive value
p: A value between 0 and 1
- Returns
RandomSymbol
Examples
>>> from sympy.stats import NegativeBinomial, density, E, variance >>> from sympy import Symbol, S
>>> r = 5 >>> p = S.One / 5 >>> z = Symbol("z")
>>> X = NegativeBinomial("x", r, p)
>>> density(X)(z) 1024*5**(-z)*binomial(z + 4, z)/3125
>>> E(X) 5/4
>>> variance(X) 25/16
References
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sympy.stats.Skellam(name, mu1, mu2)[source]¶ Create a discrete random variable with a Skellam distribution.
The Skellam is the distribution of the difference N1 - N2 of two statistically independent random variables N1 and N2 each Poisson-distributed with respective expected values mu1 and mu2.
The density of the Skellam distribution is given by
\[f(k) := e^{-(\mu_1+\mu_2)}(\frac{\mu_1}{\mu_2})^{k/2}I_k(2\sqrt{\mu_1\mu_2})\]- Parameters
mu1: A non-negative value
mu2: A non-negative value
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Skellam, density, E, variance >>> from sympy import Symbol, pprint
>>> z = Symbol("z", integer=True) >>> mu1 = Symbol("mu1", positive=True) >>> mu2 = Symbol("mu2", positive=True) >>> X = Skellam("x", mu1, mu2)
>>> pprint(density(X)(z), use_unicode=False) z - 2 /mu1\ -mu1 - mu2 / _____ _____\ |---| *e *besseli\z, 2*\/ mu1 *\/ mu2 / \mu2/ >>> E(X) mu1 - mu2 >>> variance(X).expand() mu1 + mu2
References
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sympy.stats.YuleSimon(name, rho)[source]¶ Create a discrete random variable with a Yule-Simon distribution.
The density of the Yule-Simon distribution is given by
\[f(k) := \rho B(k, \rho + 1)\]- Parameters
rho: A positive value
- Returns
RandomSymbol
Examples
>>> from sympy.stats import YuleSimon, density, E, variance >>> from sympy import Symbol, simplify
>>> p = 5 >>> z = Symbol("z")
>>> X = YuleSimon("x", p)
>>> density(X)(z) 5*beta(z, 6)
>>> simplify(E(X)) 5/4
>>> simplify(variance(X)) 25/48
References
-
sympy.stats.Zeta(name, s)[source]¶ Create a discrete random variable with a Zeta distribution.
The density of the Zeta distribution is given by
\[f(k) := \frac{1}{k^s \zeta{(s)}}\]- Parameters
s: A value greater than 1
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Zeta, density, E, variance >>> from sympy import Symbol
>>> s = 5 >>> z = Symbol("z")
>>> X = Zeta("x", s)
>>> density(X)(z) 1/(z**5*zeta(5))
>>> E(X) pi**4/(90*zeta(5))
>>> variance(X) -pi**8/(8100*zeta(5)**2) + zeta(3)/zeta(5)
References
Continuous Types¶
-
sympy.stats.Arcsin(name, a=0, b=1)[source]¶ Create a Continuous Random Variable with an arcsin distribution.
The density of the arcsin distribution is given by
\[f(x) := \frac{1}{\pi\sqrt{(x-a)(b-x)}}\]with \(x \in (a,b)\). It must hold that \(-\infty < a < b < \infty\).
- Parameters
a : Real number, the left interval boundary
b : Real number, the right interval boundary
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Arcsin, density, cdf >>> from sympy import Symbol
>>> a = Symbol("a", real=True) >>> b = Symbol("b", real=True) >>> z = Symbol("z")
>>> X = Arcsin("x", a, b)
>>> density(X)(z) 1/(pi*sqrt((-a + z)*(b - z)))
>>> cdf(X)(z) Piecewise((0, a > z), (2*asin(sqrt((-a + z)/(-a + b)))/pi, b >= z), (1, True))
References
-
sympy.stats.Benini(name, alpha, beta, sigma)[source]¶ Create a Continuous Random Variable with a Benini distribution.
The density of the Benini distribution is given by
\[f(x) := e^{-\alpha\log{\frac{x}{\sigma}} -\beta\log^2\left[{\frac{x}{\sigma}}\right]} \left(\frac{\alpha}{x}+\frac{2\beta\log{\frac{x}{\sigma}}}{x}\right)\]This is a heavy-tailed distribution and is also known as the log-Rayleigh distribution.
- Parameters
alpha : Real number, \(\alpha > 0\), a shape
beta : Real number, \(\beta > 0\), a shape
sigma : Real number, \(\sigma > 0\), a scale
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Benini, density, cdf >>> from sympy import Symbol, pprint
>>> alpha = Symbol("alpha", positive=True) >>> beta = Symbol("beta", positive=True) >>> sigma = Symbol("sigma", positive=True) >>> z = Symbol("z")
>>> X = Benini("x", alpha, beta, sigma)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) / / z \\ / z \ 2/ z \ | 2*beta*log|-----|| - alpha*log|-----| - beta*log |-----| |alpha \sigma/| \sigma/ \sigma/ |----- + -----------------|*e \ z z /
>>> cdf(X)(z) Piecewise((1 - exp(-alpha*log(z/sigma) - beta*log(z/sigma)**2), sigma <= z), (0, True))
References
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sympy.stats.Beta(name, alpha, beta)[source]¶ Create a Continuous Random Variable with a Beta distribution.
The density of the Beta distribution is given by
\[f(x) := \frac{x^{\alpha-1}(1-x)^{\beta-1}} {\mathrm{B}(\alpha,\beta)}\]with \(x \in [0,1]\).
- Parameters
alpha : Real number, \(\alpha > 0\), a shape
beta : Real number, \(\beta > 0\), a shape
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Beta, density, E, variance >>> from sympy import Symbol, simplify, pprint, factor
>>> alpha = Symbol("alpha", positive=True) >>> beta = Symbol("beta", positive=True) >>> z = Symbol("z")
>>> X = Beta("x", alpha, beta)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) alpha - 1 beta - 1 z *(1 - z) -------------------------- B(alpha, beta)
>>> simplify(E(X)) alpha/(alpha + beta)
>>> factor(simplify(variance(X))) alpha*beta/((alpha + beta)**2*(alpha + beta + 1))
References
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sympy.stats.BetaNoncentral(name, alpha, beta, lamda)[source]¶ Create a Continuous Random Variable with a Type I Noncentral Beta distribution.
The density of the Noncentral Beta distribution is given by
\[f(x) := \sum_{k=0}^\infty e^{-\lambda/2}\frac{(\lambda/2)^k}{k!} \frac{x^{\alpha+k-1}(1-x)^{\beta-1}}{\mathrm{B}(\alpha+k,\beta)}\]with \(x \in [0,1]\).
- Parameters
alpha : Real number, \(\alpha > 0\), a shape
beta : Real number, \(\beta > 0\), a shape
lamda: Real number, `lambda >= 0`, noncentrality parameter
- Returns
RandomSymbol
Examples
>>> from sympy.stats import BetaNoncentral, density, cdf >>> from sympy import Symbol, pprint
>>> alpha = Symbol("alpha", positive=True) >>> beta = Symbol("beta", positive=True) >>> lamda = Symbol("lamda", nonnegative=True) >>> z = Symbol("z")
>>> X = BetaNoncentral("x", alpha, beta, lamda)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) oo _____ \ ` \ -lamda \ k ------- \ k + alpha - 1 /lamda\ beta - 1 2 ) z *|-----| *(1 - z) *e / \ 2 / / ------------------------------------------------ / B(k + alpha, beta)*k! /____, k = 0
Compute cdf with specific ‘x’, ‘alpha’, ‘beta’ and ‘lamda’ values as follows : >>> cdf(BetaNoncentral(“x”, 1, 1, 1), evaluate=False)(2).doit() 2*exp(1/2)
The argument evaluate=False prevents an attempt at evaluation of the sum for general x, before the argument 2 is passed.
References
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sympy.stats.BetaPrime(name, alpha, beta)[source]¶ Create a continuous random variable with a Beta prime distribution.
The density of the Beta prime distribution is given by
\[f(x) := \frac{x^{\alpha-1} (1+x)^{-\alpha -\beta}}{B(\alpha,\beta)}\]with \(x > 0\).
- Parameters
alpha : Real number, \(\alpha > 0\), a shape
beta : Real number, \(\beta > 0\), a shape
- Returns
RandomSymbol
Examples
>>> from sympy.stats import BetaPrime, density >>> from sympy import Symbol, pprint
>>> alpha = Symbol("alpha", positive=True) >>> beta = Symbol("beta", positive=True) >>> z = Symbol("z")
>>> X = BetaPrime("x", alpha, beta)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) alpha - 1 -alpha - beta z *(z + 1) ------------------------------- B(alpha, beta)
References
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sympy.stats.BoundedPareto(name, alpha, left, right)[source]¶ Create a continuous random variable with a Bounded Pareto distribution.
The density of the Bounded Pareto distribution is given by
\[f(x) := \frac{\alpha L^{\alpha}x^{-\alpha-1}}{1-(\frac{L}{H})^{\alpha}}\]- Parameters
alpha : Real Number, \(alpha > 0\)
Shape parameter
left : Real Number, \(left > 0\)
Location parameter
right : Real Number, \(right > left\)
Location parameter
- Returns
RandomSymbol
Examples
>>> from sympy.stats import BoundedPareto, density, cdf, E >>> from sympy import symbols >>> L, H = symbols('L, H', positive=True) >>> X = BoundedPareto('X', 2, L, H) >>> x = symbols('x') >>> density(X)(x) 2*L**2/(x**3*(1 - L**2/H**2)) >>> cdf(X)(x) Piecewise((-H**2*L**2/(x**2*(H**2 - L**2)) + H**2/(H**2 - L**2), L <= x), (0, True)) >>> E(X).simplify() 2*H*L/(H + L)
References
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sympy.stats.Cauchy(name, x0, gamma)[source]¶ Create a continuous random variable with a Cauchy distribution.
The density of the Cauchy distribution is given by
\[f(x) := \frac{1}{\pi \gamma [1 + {(\frac{x-x_0}{\gamma})}^2]}\]- Parameters
x0 : Real number, the location
gamma : Real number, \(\gamma > 0\), a scale
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Cauchy, density >>> from sympy import Symbol
>>> x0 = Symbol("x0") >>> gamma = Symbol("gamma", positive=True) >>> z = Symbol("z")
>>> X = Cauchy("x", x0, gamma)
>>> density(X)(z) 1/(pi*gamma*(1 + (-x0 + z)**2/gamma**2))
References
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sympy.stats.Chi(name, k)[source]¶ Create a continuous random variable with a Chi distribution.
The density of the Chi distribution is given by
\[f(x) := \frac{2^{1-k/2}x^{k-1}e^{-x^2/2}}{\Gamma(k/2)}\]with \(x \geq 0\).
- Parameters
k : Positive integer, The number of degrees of freedom
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Chi, density, E >>> from sympy import Symbol, simplify
>>> k = Symbol("k", integer=True) >>> z = Symbol("z")
>>> X = Chi("x", k)
>>> density(X)(z) 2**(1 - k/2)*z**(k - 1)*exp(-z**2/2)/gamma(k/2)
>>> simplify(E(X)) sqrt(2)*gamma(k/2 + 1/2)/gamma(k/2)
References
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sympy.stats.ChiNoncentral(name, k, l)[source]¶ Create a continuous random variable with a non-central Chi distribution.
The density of the non-central Chi distribution is given by
\[f(x) := \frac{e^{-(x^2+\lambda^2)/2} x^k\lambda} {(\lambda x)^{k/2}} I_{k/2-1}(\lambda x)\]with \(x \geq 0\). Here, \(I_\nu (x)\) is the modified Bessel function of the first kind.
- Parameters
k : A positive Integer, \(k > 0\), the number of degrees of freedom
lambda : Real number, \(\lambda > 0\), Shift parameter
- Returns
RandomSymbol
Examples
>>> from sympy.stats import ChiNoncentral, density >>> from sympy import Symbol
>>> k = Symbol("k", integer=True) >>> l = Symbol("l") >>> z = Symbol("z")
>>> X = ChiNoncentral("x", k, l)
>>> density(X)(z) l*z**k*(l*z)**(-k/2)*exp(-l**2/2 - z**2/2)*besseli(k/2 - 1, l*z)
References
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sympy.stats.ChiSquared(name, k)[source]¶ Create a continuous random variable with a Chi-squared distribution.
The density of the Chi-squared distribution is given by
\[f(x) := \frac{1}{2^{\frac{k}{2}}\Gamma\left(\frac{k}{2}\right)} x^{\frac{k}{2}-1} e^{-\frac{x}{2}}\]with \(x \geq 0\).
- Parameters
k : Positive integer, The number of degrees of freedom
- Returns
RandomSymbol
Examples
>>> from sympy.stats import ChiSquared, density, E, variance, moment >>> from sympy import Symbol
>>> k = Symbol("k", integer=True, positive=True) >>> z = Symbol("z")
>>> X = ChiSquared("x", k)
>>> density(X)(z) 2**(-k/2)*z**(k/2 - 1)*exp(-z/2)/gamma(k/2)
>>> E(X) k
>>> variance(X) 2*k
>>> moment(X, 3) k**3 + 6*k**2 + 8*k
References
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sympy.stats.Dagum(name, p, a, b)[source]¶ Create a continuous random variable with a Dagum distribution.
The density of the Dagum distribution is given by
\[f(x) := \frac{a p}{x} \left( \frac{\left(\tfrac{x}{b}\right)^{a p}} {\left(\left(\tfrac{x}{b}\right)^a + 1 \right)^{p+1}} \right)\]with \(x > 0\).
- Parameters
p : Real number, \(p > 0\), a shape
a : Real number, \(a > 0\), a shape
b : Real number, \(b > 0\), a scale
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Dagum, density, cdf >>> from sympy import Symbol
>>> p = Symbol("p", positive=True) >>> a = Symbol("a", positive=True) >>> b = Symbol("b", positive=True) >>> z = Symbol("z")
>>> X = Dagum("x", p, a, b)
>>> density(X)(z) a*p*(z/b)**(a*p)*((z/b)**a + 1)**(-p - 1)/z
>>> cdf(X)(z) Piecewise(((1 + (z/b)**(-a))**(-p), z >= 0), (0, True))
References
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sympy.stats.Erlang(name, k, l)[source]¶ Create a continuous random variable with an Erlang distribution.
The density of the Erlang distribution is given by
\[f(x) := \frac{\lambda^k x^{k-1} e^{-\lambda x}}{(k-1)!}\]with \(x \in [0,\infty]\).
- Parameters
k : Positive integer
l : Real number, \(\lambda > 0\), the rate
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Erlang, density, cdf, E, variance >>> from sympy import Symbol, simplify, pprint
>>> k = Symbol("k", integer=True, positive=True) >>> l = Symbol("l", positive=True) >>> z = Symbol("z")
>>> X = Erlang("x", k, l)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) k k - 1 -l*z l *z *e --------------- Gamma(k)
>>> C = cdf(X)(z) >>> pprint(C, use_unicode=False) /lowergamma(k, l*z) |------------------ for z > 0 < Gamma(k) | \ 0 otherwise
>>> E(X) k/l
>>> simplify(variance(X)) k/l**2
References
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sympy.stats.ExGaussian(name, mean, std, rate)[source]¶ Create a continuous random variable with an Exponentially modified Gaussian (EMG) distribution.
The density of the exponentially modified Gaussian distribution is given by
\[f(x) := \frac{\lambda}{2}e^{\frac{\lambda}{2}(2\mu+\lambda\sigma^2-2x)} \text{erfc}(\frac{\mu + \lambda\sigma^2 - x}{\sqrt{2}\sigma})\]with \(x > 0\). Note that the expected value is \(1/\lambda\).
- Parameters
mu : A Real number, the mean of Gaussian component
std: A positive Real number,
- math
\(\sigma^2 > 0\) the variance of Gaussian component
lambda: A positive Real number,
- math
\(\lambda > 0\) the rate of Exponential component
- Returns
RandomSymbol
Examples
>>> from sympy.stats import ExGaussian, density, cdf, E >>> from sympy.stats import variance, skewness >>> from sympy import Symbol, pprint, simplify
>>> mean = Symbol("mu") >>> std = Symbol("sigma", positive=True) >>> rate = Symbol("lamda", positive=True) >>> z = Symbol("z") >>> X = ExGaussian("x", mean, std, rate)
>>> pprint(density(X)(z), use_unicode=False) / 2 \ lamda*\lamda*sigma + 2*mu - 2*z/ --------------------------------- / ___ / 2 \\ 2 |\/ 2 *\lamda*sigma + mu - z/| lamda*e *erfc|-----------------------------| \ 2*sigma / ---------------------------------------------------------------------------- 2
>>> cdf(X)(z) -(erf(sqrt(2)*(-lamda**2*sigma**2 + lamda*(-mu + z))/(2*lamda*sigma))/2 + 1/2)*exp(lamda**2*sigma**2/2 - lamda*(-mu + z)) + erf(sqrt(2)*(-mu + z)/(2*sigma))/2 + 1/2
>>> E(X) (lamda*mu + 1)/lamda
>>> simplify(variance(X)) sigma**2 + lamda**(-2)
>>> simplify(skewness(X)) 2/(lamda**2*sigma**2 + 1)**(3/2)
References
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sympy.stats.Exponential(name, rate)[source]¶ Create a continuous random variable with an Exponential distribution.
The density of the exponential distribution is given by
\[f(x) := \lambda \exp(-\lambda x)\]with \(x > 0\). Note that the expected value is \(1/\lambda\).
- Parameters
rate : A positive Real number, \(\lambda > 0\), the rate (or inverse scale/inverse mean)
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Exponential, density, cdf, E >>> from sympy.stats import variance, std, skewness, quantile >>> from sympy import Symbol
>>> l = Symbol("lambda", positive=True) >>> z = Symbol("z") >>> p = Symbol("p") >>> X = Exponential("x", l)
>>> density(X)(z) lambda*exp(-lambda*z)
>>> cdf(X)(z) Piecewise((1 - exp(-lambda*z), z >= 0), (0, True))
>>> quantile(X)(p) -log(1 - p)/lambda
>>> E(X) 1/lambda
>>> variance(X) lambda**(-2)
>>> skewness(X) 2
>>> X = Exponential('x', 10)
>>> density(X)(z) 10*exp(-10*z)
>>> E(X) 1/10
>>> std(X) 1/10
References
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sympy.stats.FDistribution(name, d1, d2)[source]¶ Create a continuous random variable with a F distribution.
The density of the F distribution is given by
\[f(x) := \frac{\sqrt{\frac{(d_1 x)^{d_1} d_2^{d_2}} {(d_1 x + d_2)^{d_1 + d_2}}}} {x \mathrm{B} \left(\frac{d_1}{2}, \frac{d_2}{2}\right)}\]with \(x > 0\).
- Parameters
d1 : \(d_1 > 0\), where d_1 is the degrees of freedom (n_1 - 1)
d2 : \(d_2 > 0\), where d_2 is the degrees of freedom (n_2 - 1)
- Returns
RandomSymbol
Examples
>>> from sympy.stats import FDistribution, density >>> from sympy import Symbol, pprint
>>> d1 = Symbol("d1", positive=True) >>> d2 = Symbol("d2", positive=True) >>> z = Symbol("z")
>>> X = FDistribution("x", d1, d2)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) d2 -- ______________________________ 2 / d1 -d1 - d2 d2 *\/ (d1*z) *(d1*z + d2) -------------------------------------- /d1 d2\ z*B|--, --| \2 2 /
References
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sympy.stats.FisherZ(name, d1, d2)[source]¶ Create a Continuous Random Variable with an Fisher’s Z distribution.
The density of the Fisher’s Z distribution is given by
\[f(x) := \frac{2d_1^{d_1/2} d_2^{d_2/2}} {\mathrm{B}(d_1/2, d_2/2)} \frac{e^{d_1z}}{\left(d_1e^{2z}+d_2\right)^{\left(d_1+d_2\right)/2}}\]- Parameters
d1 : \(d_1 > 0\), degree of freedom
d2 : \(d_2 > 0\), degree of freedom
- Returns
RandomSymbol
Examples
>>> from sympy.stats import FisherZ, density >>> from sympy import Symbol, pprint
>>> d1 = Symbol("d1", positive=True) >>> d2 = Symbol("d2", positive=True) >>> z = Symbol("z")
>>> X = FisherZ("x", d1, d2)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) d1 d2 d1 d2 - -- - -- -- -- 2 2 2 2 / 2*z \ d1*z 2*d1 *d2 *\d1*e + d2/ *e ----------------------------------------- /d1 d2\ B|--, --| \2 2 /
References
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sympy.stats.Frechet(name, a, s=1, m=0)[source]¶ Create a continuous random variable with a Frechet distribution.
The density of the Frechet distribution is given by
\[f(x) := \frac{\alpha}{s} \left(\frac{x-m}{s}\right)^{-1-\alpha} e^{-(\frac{x-m}{s})^{-\alpha}}\]with \(x \geq m\).
- Parameters
a : Real number, \(a \in \left(0, \infty\right)\) the shape
s : Real number, \(s \in \left(0, \infty\right)\) the scale
m : Real number, \(m \in \left(-\infty, \infty\right)\) the minimum
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Frechet, density, cdf >>> from sympy import Symbol
>>> a = Symbol("a", positive=True) >>> s = Symbol("s", positive=True) >>> m = Symbol("m", real=True) >>> z = Symbol("z")
>>> X = Frechet("x", a, s, m)
>>> density(X)(z) a*((-m + z)/s)**(-a - 1)*exp(-((-m + z)/s)**(-a))/s
>>> cdf(X)(z) Piecewise((exp(-((-m + z)/s)**(-a)), m <= z), (0, True))
References
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sympy.stats.Gamma(name, k, theta)[source]¶ Create a continuous random variable with a Gamma distribution.
The density of the Gamma distribution is given by
\[f(x) := \frac{1}{\Gamma(k) \theta^k} x^{k - 1} e^{-\frac{x}{\theta}}\]with \(x \in [0,1]\).
- Parameters
k : Real number, \(k > 0\), a shape
theta : Real number, \(\theta > 0\), a scale
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Gamma, density, cdf, E, variance >>> from sympy import Symbol, pprint, simplify
>>> k = Symbol("k", positive=True) >>> theta = Symbol("theta", positive=True) >>> z = Symbol("z")
>>> X = Gamma("x", k, theta)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) -z ----- -k k - 1 theta theta *z *e --------------------- Gamma(k)
>>> C = cdf(X, meijerg=True)(z) >>> pprint(C, use_unicode=False) / / z \ |k*lowergamma|k, -----| | \ theta/ <---------------------- for z >= 0 | Gamma(k + 1) | \ 0 otherwise
>>> E(X) k*theta
>>> V = simplify(variance(X)) >>> pprint(V, use_unicode=False) 2 k*theta
References
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sympy.stats.GammaInverse(name, a, b)[source]¶ Create a continuous random variable with an inverse Gamma distribution.
The density of the inverse Gamma distribution is given by
\[f(x) := \frac{\beta^\alpha}{\Gamma(\alpha)} x^{-\alpha - 1} \exp\left(\frac{-\beta}{x}\right)\]with \(x > 0\).
- Parameters
a : Real number, \(a > 0\) a shape
b : Real number, \(b > 0\) a scale
- Returns
RandomSymbol
Examples
>>> from sympy.stats import GammaInverse, density, cdf >>> from sympy import Symbol, pprint
>>> a = Symbol("a", positive=True) >>> b = Symbol("b", positive=True) >>> z = Symbol("z")
>>> X = GammaInverse("x", a, b)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) -b --- a -a - 1 z b *z *e --------------- Gamma(a)
>>> cdf(X)(z) Piecewise((uppergamma(a, b/z)/gamma(a), z > 0), (0, True))
References
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sympy.stats.Gompertz(name, b, eta)[source]¶ Create a Continuous Random Variable with Gompertz distribution.
The density of the Gompertz distribution is given by
\[f(x) := b \eta e^{b x} e^{\eta} \exp \left(-\eta e^{bx} \right)\]with :math: ‘x in [0, inf)’.
- Parameters
b: Real number, ‘b > 0’ a scale
eta: Real number, ‘eta > 0’ a shape
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Gompertz, density >>> from sympy import Symbol
>>> b = Symbol("b", positive=True) >>> eta = Symbol("eta", positive=True) >>> z = Symbol("z")
>>> X = Gompertz("x", b, eta)
>>> density(X)(z) b*eta*exp(eta)*exp(b*z)*exp(-eta*exp(b*z))
References
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sympy.stats.Gumbel(name, beta, mu, minimum=False)[source]¶ Create a Continuous Random Variable with Gumbel distribution.
The density of the Gumbel distribution is given by
For Maximum
\[f(x) := \dfrac{1}{\beta} \exp \left( -\dfrac{x-\mu}{\beta} - \exp \left( -\dfrac{x - \mu}{\beta} \right) \right)\]with \(x \in [ - \infty, \infty ]\).
For Minimum
\[f(x) := \frac{e^{- e^{\frac{- \mu + x}{\beta}} + \frac{- \mu + x}{\beta}}}{\beta}\]with \(x \in [ - \infty, \infty ]\).
- Parameters
mu : Real number, ‘mu’ is a location
beta : Real number, ‘beta > 0’ is a scale
minimum : Boolean, by default, False, set to True for enabling minimum distribution
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Gumbel, density, cdf >>> from sympy import Symbol >>> x = Symbol("x") >>> mu = Symbol("mu") >>> beta = Symbol("beta", positive=True) >>> X = Gumbel("x", beta, mu) >>> density(X)(x) exp(-exp(-(-mu + x)/beta) - (-mu + x)/beta)/beta >>> cdf(X)(x) exp(-exp(-(-mu + x)/beta))
References
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sympy.stats.Kumaraswamy(name, a, b)[source]¶ Create a Continuous Random Variable with a Kumaraswamy distribution.
The density of the Kumaraswamy distribution is given by
\[f(x) := a b x^{a-1} (1-x^a)^{b-1}\]with \(x \in [0,1]\).
- Parameters
a : Real number, \(a > 0\) a shape
b : Real number, \(b > 0\) a shape
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Kumaraswamy, density, cdf >>> from sympy import Symbol, pprint
>>> a = Symbol("a", positive=True) >>> b = Symbol("b", positive=True) >>> z = Symbol("z")
>>> X = Kumaraswamy("x", a, b)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) b - 1 a - 1 / a\ a*b*z *\1 - z /
>>> cdf(X)(z) Piecewise((0, z < 0), (1 - (1 - z**a)**b, z <= 1), (1, True))
References
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sympy.stats.Laplace(name, mu, b)[source]¶ Create a continuous random variable with a Laplace distribution.
The density of the Laplace distribution is given by
\[f(x) := \frac{1}{2 b} \exp \left(-\frac{|x-\mu|}b \right)\]- Parameters
mu : Real number or a list/matrix, the location (mean) or the
location vector
b : Real number or a positive definite matrix, representing a scale
or the covariance matrix.
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Laplace, density, cdf >>> from sympy import Symbol, pprint
>>> mu = Symbol("mu") >>> b = Symbol("b", positive=True) >>> z = Symbol("z")
>>> X = Laplace("x", mu, b)
>>> density(X)(z) exp(-Abs(mu - z)/b)/(2*b)
>>> cdf(X)(z) Piecewise((exp((-mu + z)/b)/2, mu > z), (1 - exp((mu - z)/b)/2, True))
>>> L = Laplace('L', [1, 2], [[1, 0], [0, 1]]) >>> pprint(density(L)(1, 2), use_unicode=False) 5 / ____\ e *besselk\0, \/ 35 / --------------------- pi
References
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sympy.stats.Levy(name, mu, c)[source]¶ Create a continuous random variable with a Levy distribution.
The density of the Levy distribution is given by
\[f(x) := \sqrt(\frac{c}{2 \pi}) \frac{\exp -\frac{c}{2 (x - \mu)}}{(x - \mu)^{3/2}}\]- Parameters
mu : Real number, the location parameter
c : Real number, \(c > 0\), a scale parameter
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Levy, density, cdf >>> from sympy import Symbol
>>> mu = Symbol("mu", real=True) >>> c = Symbol("c", positive=True) >>> z = Symbol("z")
>>> X = Levy("x", mu, c)
>>> density(X)(z) sqrt(2)*sqrt(c)*exp(-c/(-2*mu + 2*z))/(2*sqrt(pi)*(-mu + z)**(3/2))
>>> cdf(X)(z) erfc(sqrt(c)*sqrt(1/(-2*mu + 2*z)))
References
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sympy.stats.Logistic(name, mu, s)[source]¶ Create a continuous random variable with a logistic distribution.
The density of the logistic distribution is given by
\[f(x) := \frac{e^{-(x-\mu)/s}} {s\left(1+e^{-(x-\mu)/s}\right)^2}\]- Parameters
mu : Real number, the location (mean)
s : Real number, \(s > 0\) a scale
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Logistic, density, cdf >>> from sympy import Symbol
>>> mu = Symbol("mu", real=True) >>> s = Symbol("s", positive=True) >>> z = Symbol("z")
>>> X = Logistic("x", mu, s)
>>> density(X)(z) exp((mu - z)/s)/(s*(exp((mu - z)/s) + 1)**2)
>>> cdf(X)(z) 1/(exp((mu - z)/s) + 1)
References
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sympy.stats.LogLogistic(name, alpha, beta)[source]¶ Create a continuous random variable with a log-logistic distribution. The distribution is unimodal when \(beta > 1\).
The density of the log-logistic distribution is given by
\[f(x) := \frac{(\frac{\beta}{\alpha})(\frac{x}{\alpha})^{\beta - 1}} {(1 + (\frac{x}{\alpha})^{\beta})^2}\]- Parameters
alpha : Real number, \(\alpha > 0\), scale parameter and median of distribution
beta : Real number, \(\beta > 0\) a shape parameter
- Returns
RandomSymbol
Examples
>>> from sympy.stats import LogLogistic, density, cdf, quantile >>> from sympy import Symbol, pprint
>>> alpha = Symbol("alpha", real=True, positive=True) >>> beta = Symbol("beta", real=True, positive=True) >>> p = Symbol("p") >>> z = Symbol("z", positive=True)
>>> X = LogLogistic("x", alpha, beta)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) beta - 1 / z \ beta*|-----| \alpha/ ------------------------ 2 / beta \ |/ z \ | alpha*||-----| + 1| \\alpha/ /
>>> cdf(X)(z) 1/(1 + (z/alpha)**(-beta))
>>> quantile(X)(p) alpha*(p/(1 - p))**(1/beta)
References
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sympy.stats.LogNormal(name, mean, std)[source]¶ Create a continuous random variable with a log-normal distribution.
The density of the log-normal distribution is given by
\[f(x) := \frac{1}{x\sqrt{2\pi\sigma^2}} e^{-\frac{\left(\ln x-\mu\right)^2}{2\sigma^2}}\]with \(x \geq 0\).
- Parameters
mu : Real number, the log-scale
sigma : Real number, \(\sigma^2 > 0\) a shape
- Returns
RandomSymbol
Examples
>>> from sympy.stats import LogNormal, density >>> from sympy import Symbol, pprint
>>> mu = Symbol("mu", real=True) >>> sigma = Symbol("sigma", positive=True) >>> z = Symbol("z")
>>> X = LogNormal("x", mu, sigma)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) 2 -(-mu + log(z)) ----------------- 2 ___ 2*sigma \/ 2 *e ------------------------ ____ 2*\/ pi *sigma*z
>>> X = LogNormal('x', 0, 1) # Mean 0, standard deviation 1
>>> density(X)(z) sqrt(2)*exp(-log(z)**2/2)/(2*sqrt(pi)*z)
References
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sympy.stats.Lomax(name, alpha, lamda)[source]¶ Create a continuous random variable with a Lomax distribution.
The density of the Lomax distribution is given by
\[f(x) := \frac{\alpha}{\lambda}\left[1+\frac{x}{\lambda}\right]^{-(\alpha+1)}\]- Parameters
alpha : Real Number, \(alpha > 0\)
Shape parameter
lamda : Real Number, \(lamda > 0\)
Scale parameter
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Lomax, density, cdf, E >>> from sympy import symbols >>> a, l = symbols('a, l', positive=True) >>> X = Lomax('X', a, l) >>> x = symbols('x') >>> density(X)(x) a*(1 + x/l)**(-a - 1)/l >>> cdf(X)(x) Piecewise((1 - (1 + x/l)**(-a), x >= 0), (0, True)) >>> a = 2 >>> X = Lomax('X', a, l) >>> E(X) l
References
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sympy.stats.Maxwell(name, a)[source]¶ Create a continuous random variable with a Maxwell distribution.
The density of the Maxwell distribution is given by
\[f(x) := \sqrt{\frac{2}{\pi}} \frac{x^2 e^{-x^2/(2a^2)}}{a^3}\]with \(x \geq 0\).
- Parameters
a : Real number, \(a > 0\)
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Maxwell, density, E, variance >>> from sympy import Symbol, simplify
>>> a = Symbol("a", positive=True) >>> z = Symbol("z")
>>> X = Maxwell("x", a)
>>> density(X)(z) sqrt(2)*z**2*exp(-z**2/(2*a**2))/(sqrt(pi)*a**3)
>>> E(X) 2*sqrt(2)*a/sqrt(pi)
>>> simplify(variance(X)) a**2*(-8 + 3*pi)/pi
References
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sympy.stats.Moyal(name, mu, sigma)[source]¶ Create a continuous random variable with a Moyal distribution. The density of the Moyal distribution is given by
\[f(x) := \frac{\exp-\frac{1}{2}\exp-\frac{x-\mu}{\sigma}-\frac{x-\mu}{2\sigma}}{\sqrt{2\pi}\sigma}\]with \(x \in \mathbb{R}\).
- Parameters
mu : Real number
Location parameter
sigma : Real positive number
Scale parameter
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Moyal, density, cdf >>> from sympy import Symbol, simplify >>> mu = Symbol("mu", real=True) >>> sigma = Symbol("sigma", positive=True, real=True) >>> z = Symbol("z") >>> X = Moyal("x", mu, sigma) >>> density(X)(z) sqrt(2)*exp(-exp((mu - z)/sigma)/2 - (-mu + z)/(2*sigma))/(2*sqrt(pi)*sigma) >>> simplify(cdf(X)(z)) 1 - erf(sqrt(2)*exp((mu - z)/(2*sigma))/2)
References
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sympy.stats.Nakagami(name, mu, omega)[source]¶ Create a continuous random variable with a Nakagami distribution.
The density of the Nakagami distribution is given by
\[f(x) := \frac{2\mu^\mu}{\Gamma(\mu)\omega^\mu} x^{2\mu-1} \exp\left(-\frac{\mu}{\omega}x^2 \right)\]with \(x > 0\).
- Parameters
mu : Real number, \(\mu \geq \frac{1}{2}\) a shape
omega : Real number, \(\omega > 0\), the spread
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Nakagami, density, E, variance, cdf >>> from sympy import Symbol, simplify, pprint
>>> mu = Symbol("mu", positive=True) >>> omega = Symbol("omega", positive=True) >>> z = Symbol("z")
>>> X = Nakagami("x", mu, omega)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) 2 -mu*z ------- mu -mu 2*mu - 1 omega 2*mu *omega *z *e ---------------------------------- Gamma(mu)
>>> simplify(E(X)) sqrt(mu)*sqrt(omega)*gamma(mu + 1/2)/gamma(mu + 1)
>>> V = simplify(variance(X)) >>> pprint(V, use_unicode=False) 2 omega*Gamma (mu + 1/2) omega - ----------------------- Gamma(mu)*Gamma(mu + 1)
>>> cdf(X)(z) Piecewise((lowergamma(mu, mu*z**2/omega)/gamma(mu), z > 0), (0, True))
References
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sympy.stats.Normal(name, mean, std)[source]¶ Create a continuous random variable with a Normal distribution.
The density of the Normal distribution is given by
\[f(x) := \frac{1}{\sigma\sqrt{2\pi}} e^{ -\frac{(x-\mu)^2}{2\sigma^2} }\]- Parameters
mu : Real number or a list representing the mean or the mean vector
sigma : Real number or a positive definite square matrix,
\(\sigma^2 > 0\) the variance
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Normal, density, E, std, cdf, skewness, quantile, marginal_distribution >>> from sympy import Symbol, simplify, pprint
>>> mu = Symbol("mu") >>> sigma = Symbol("sigma", positive=True) >>> z = Symbol("z") >>> y = Symbol("y") >>> p = Symbol("p") >>> X = Normal("x", mu, sigma)
>>> density(X)(z) sqrt(2)*exp(-(-mu + z)**2/(2*sigma**2))/(2*sqrt(pi)*sigma)
>>> C = simplify(cdf(X))(z) # it needs a little more help... >>> pprint(C, use_unicode=False) / ___ \ |\/ 2 *(-mu + z)| erf|---------------| \ 2*sigma / 1 -------------------- + - 2 2
>>> quantile(X)(p) mu + sqrt(2)*sigma*erfinv(2*p - 1)
>>> simplify(skewness(X)) 0
>>> X = Normal("x", 0, 1) # Mean 0, standard deviation 1 >>> density(X)(z) sqrt(2)*exp(-z**2/2)/(2*sqrt(pi))
>>> E(2*X + 1) 1
>>> simplify(std(2*X + 1)) 2
>>> m = Normal('X', [1, 2], [[2, 1], [1, 2]]) >>> pprint(density(m)(y, z), use_unicode=False) /1 y\ /2*y z\ / z\ / y 2*z \ |- - -|*|--- - -| + |1 - -|*|- - + --- - 1| ___ \2 2/ \ 3 3/ \ 2/ \ 3 3 / \/ 3 *e -------------------------------------------------- 6*pi
>>> marginal_distribution(m, m[0])(1) 1/(2*sqrt(pi))
References
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sympy.stats.Pareto(name, xm, alpha)[source]¶ Create a continuous random variable with the Pareto distribution.
The density of the Pareto distribution is given by
\[f(x) := \frac{\alpha\,x_m^\alpha}{x^{\alpha+1}}\]with \(x \in [x_m,\infty]\).
- Parameters
xm : Real number, \(x_m > 0\), a scale
alpha : Real number, \(\alpha > 0\), a shape
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Pareto, density >>> from sympy import Symbol
>>> xm = Symbol("xm", positive=True) >>> beta = Symbol("beta", positive=True) >>> z = Symbol("z")
>>> X = Pareto("x", xm, beta)
>>> density(X)(z) beta*xm**beta*z**(-beta - 1)
References
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sympy.stats.PowerFunction(name, alpha, a, b)[source]¶ Creates a continuous random variable with a Power Function Distribution
The density of PowerFunction distribution is given by
\[f(x) := \frac{{\alpha}(x - a)^{\alpha - 1}}{(b - a)^{\alpha}}\]with \(x \in [a,b]\).
- Parameters
alpha: Positive number, `0 < alpha` the shape paramater
a : Real number, \(-\infty < a\) the left boundary
b : Real number, \(a < b < \infty\) the right boundary
- Returns
RandomSymbol
Examples
>>> from sympy.stats import PowerFunction, density, cdf, E, variance >>> from sympy import Symbol >>> alpha = Symbol("alpha", positive=True) >>> a = Symbol("a", real=True) >>> b = Symbol("b", real=True) >>> z = Symbol("z")
>>> X = PowerFunction("X", 2, a, b)
>>> density(X)(z) (-2*a + 2*z)/(-a + b)**2
>>> cdf(X)(z) Piecewise((a**2/(a**2 - 2*a*b + b**2) - 2*a*z/(a**2 - 2*a*b + b**2) + z**2/(a**2 - 2*a*b + b**2), a <= z), (0, True))
>>> alpha = 2 >>> a = 0 >>> b = 1 >>> Y = PowerFunction("Y", alpha, a, b)
>>> E(Y) 2/3
>>> variance(Y) 1/18
References
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sympy.stats.QuadraticU(name, a, b)[source]¶ Create a Continuous Random Variable with a U-quadratic distribution.
The density of the U-quadratic distribution is given by
\[f(x) := \alpha (x-\beta)^2\]with \(x \in [a,b]\).
- Parameters
a : Real number
b : Real number, \(a < b\)
- Returns
RandomSymbol
Examples
>>> from sympy.stats import QuadraticU, density >>> from sympy import Symbol, pprint
>>> a = Symbol("a", real=True) >>> b = Symbol("b", real=True) >>> z = Symbol("z")
>>> X = QuadraticU("x", a, b)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) / 2 | / a b \ |12*|- - - - + z| | \ 2 2 / <----------------- for And(b >= z, a <= z) | 3 | (-a + b) | \ 0 otherwise
References
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sympy.stats.RaisedCosine(name, mu, s)[source]¶ Create a Continuous Random Variable with a raised cosine distribution.
The density of the raised cosine distribution is given by
\[f(x) := \frac{1}{2s}\left(1+\cos\left(\frac{x-\mu}{s}\pi\right)\right)\]with \(x \in [\mu-s,\mu+s]\).
- Parameters
mu : Real number
s : Real number, \(s > 0\)
- Returns
RandomSymbol
Examples
>>> from sympy.stats import RaisedCosine, density >>> from sympy import Symbol, pprint
>>> mu = Symbol("mu", real=True) >>> s = Symbol("s", positive=True) >>> z = Symbol("z")
>>> X = RaisedCosine("x", mu, s)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) / /pi*(-mu + z)\ |cos|------------| + 1 | \ s / <--------------------- for And(z >= mu - s, z <= mu + s) | 2*s | \ 0 otherwise
References
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sympy.stats.Rayleigh(name, sigma)[source]¶ Create a continuous random variable with a Rayleigh distribution.
The density of the Rayleigh distribution is given by
\[f(x) := \frac{x}{\sigma^2} e^{-x^2/2\sigma^2}\]with \(x > 0\).
- Parameters
sigma : Real number, \(\sigma > 0\)
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Rayleigh, density, E, variance >>> from sympy import Symbol
>>> sigma = Symbol("sigma", positive=True) >>> z = Symbol("z")
>>> X = Rayleigh("x", sigma)
>>> density(X)(z) z*exp(-z**2/(2*sigma**2))/sigma**2
>>> E(X) sqrt(2)*sqrt(pi)*sigma/2
>>> variance(X) -pi*sigma**2/2 + 2*sigma**2
References
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sympy.stats.Reciprocal(name, a, b)[source]¶ Creates a continuous random variable with a reciprocal distribution.
- Parameters
a : Real number, \(0 < a\)
b : Real number, \(a < b\)
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Reciprocal, density, cdf >>> from sympy import symbols >>> a, b, x = symbols('a, b, x', positive=True) >>> R = Reciprocal('R', a, b)
>>> density(R)(x) 1/(x*(-log(a) + log(b))) >>> cdf(R)(x) Piecewise((log(a)/(log(a) - log(b)) - log(x)/(log(a) - log(b)), a <= x), (0, True))
Reference
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sympy.stats.StudentT(name, nu)[source]¶ Create a continuous random variable with a student’s t distribution.
The density of the student’s t distribution is given by
\[f(x) := \frac{\Gamma \left(\frac{\nu+1}{2} \right)} {\sqrt{\nu\pi}\Gamma \left(\frac{\nu}{2} \right)} \left(1+\frac{x^2}{\nu} \right)^{-\frac{\nu+1}{2}}\]- Parameters
nu : Real number, \(\nu > 0\), the degrees of freedom
- Returns
RandomSymbol
Examples
>>> from sympy.stats import StudentT, density, cdf >>> from sympy import Symbol, pprint
>>> nu = Symbol("nu", positive=True) >>> z = Symbol("z")
>>> X = StudentT("x", nu)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) nu 1 - -- - - 2 2 / 2\ | z | |1 + --| \ nu/ ----------------- ____ / nu\ \/ nu *B|1/2, --| \ 2 /
>>> cdf(X)(z) 1/2 + z*gamma(nu/2 + 1/2)*hyper((1/2, nu/2 + 1/2), (3/2,), -z**2/nu)/(sqrt(pi)*sqrt(nu)*gamma(nu/2))
References
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sympy.stats.ShiftedGompertz(name, b, eta)[source]¶ Create a continuous random variable with a Shifted Gompertz distribution.
The density of the Shifted Gompertz distribution is given by
\[f(x) := b e^{-b x} e^{-\eta \exp(-b x)} \left[1 + \eta(1 - e^(-bx)) \right]\]with :math: ‘x in [0, inf)’.
- Parameters
b: Real number, ‘b > 0’ a scale
eta: Real number, ‘eta > 0’ a shape
- Returns
RandomSymbol
Examples
>>> from sympy.stats import ShiftedGompertz, density >>> from sympy import Symbol
>>> b = Symbol("b", positive=True) >>> eta = Symbol("eta", positive=True) >>> x = Symbol("x")
>>> X = ShiftedGompertz("x", b, eta)
>>> density(X)(x) b*(eta*(1 - exp(-b*x)) + 1)*exp(-b*x)*exp(-eta*exp(-b*x))
References
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sympy.stats.Trapezoidal(name, a, b, c, d)[source]¶ Create a continuous random variable with a trapezoidal distribution.
The density of the trapezoidal distribution is given by
\[\begin{split}f(x) := \begin{cases} 0 & \mathrm{for\ } x < a, \\ \frac{2(x-a)}{(b-a)(d+c-a-b)} & \mathrm{for\ } a \le x < b, \\ \frac{2}{d+c-a-b} & \mathrm{for\ } b \le x < c, \\ \frac{2(d-x)}{(d-c)(d+c-a-b)} & \mathrm{for\ } c \le x < d, \\ 0 & \mathrm{for\ } d < x. \end{cases}\end{split}\]- Parameters
a : Real number, \(a < d\)
b : Real number, \(a <= b < c\)
c : Real number, \(b < c <= d\)
d : Real number
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Trapezoidal, density >>> from sympy import Symbol, pprint
>>> a = Symbol("a") >>> b = Symbol("b") >>> c = Symbol("c") >>> d = Symbol("d") >>> z = Symbol("z")
>>> X = Trapezoidal("x", a,b,c,d)
>>> pprint(density(X)(z), use_unicode=False) / -2*a + 2*z |------------------------- for And(a <= z, b > z) |(-a + b)*(-a - b + c + d) | | 2 | -------------- for And(b <= z, c > z) < -a - b + c + d | | 2*d - 2*z |------------------------- for And(d >= z, c <= z) |(-c + d)*(-a - b + c + d) | \ 0 otherwise
References
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sympy.stats.Triangular(name, a, b, c)[source]¶ Create a continuous random variable with a triangular distribution.
The density of the triangular distribution is given by
\[\begin{split}f(x) := \begin{cases} 0 & \mathrm{for\ } x < a, \\ \frac{2(x-a)}{(b-a)(c-a)} & \mathrm{for\ } a \le x < c, \\ \frac{2}{b-a} & \mathrm{for\ } x = c, \\ \frac{2(b-x)}{(b-a)(b-c)} & \mathrm{for\ } c < x \le b, \\ 0 & \mathrm{for\ } b < x. \end{cases}\end{split}\]- Parameters
a : Real number, \(a \in \left(-\infty, \infty\right)\)
b : Real number, \(a < b\)
c : Real number, \(a \leq c \leq b\)
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Triangular, density >>> from sympy import Symbol, pprint
>>> a = Symbol("a") >>> b = Symbol("b") >>> c = Symbol("c") >>> z = Symbol("z")
>>> X = Triangular("x", a,b,c)
>>> pprint(density(X)(z), use_unicode=False) / -2*a + 2*z |----------------- for And(a <= z, c > z) |(-a + b)*(-a + c) | | 2 | ------ for c = z < -a + b | | 2*b - 2*z |---------------- for And(b >= z, c < z) |(-a + b)*(b - c) | \ 0 otherwise
References
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sympy.stats.Uniform(name, left, right)[source]¶ Create a continuous random variable with a uniform distribution.
The density of the uniform distribution is given by
\[\begin{split}f(x) := \begin{cases} \frac{1}{b - a} & \text{for } x \in [a,b] \\ 0 & \text{otherwise} \end{cases}\end{split}\]with \(x \in [a,b]\).
- Parameters
a : Real number, \(-\infty < a\) the left boundary
b : Real number, \(a < b < \infty\) the right boundary
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Uniform, density, cdf, E, variance >>> from sympy import Symbol, simplify
>>> a = Symbol("a", negative=True) >>> b = Symbol("b", positive=True) >>> z = Symbol("z")
>>> X = Uniform("x", a, b)
>>> density(X)(z) Piecewise((1/(-a + b), (b >= z) & (a <= z)), (0, True))
>>> cdf(X)(z) Piecewise((0, a > z), ((-a + z)/(-a + b), b >= z), (1, True))
>>> E(X) a/2 + b/2
>>> simplify(variance(X)) a**2/12 - a*b/6 + b**2/12
References
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sympy.stats.UniformSum(name, n)[source]¶ Create a continuous random variable with an Irwin-Hall distribution.
The probability distribution function depends on a single parameter \(n\) which is an integer.
The density of the Irwin-Hall distribution is given by
\[f(x) := \frac{1}{(n-1)!}\sum_{k=0}^{\left\lfloor x\right\rfloor}(-1)^k \binom{n}{k}(x-k)^{n-1}\]- Parameters
n : A positive Integer, \(n > 0\)
- Returns
RandomSymbol
Examples
>>> from sympy.stats import UniformSum, density, cdf >>> from sympy import Symbol, pprint
>>> n = Symbol("n", integer=True) >>> z = Symbol("z")
>>> X = UniformSum("x", n)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) floor(z) ___ \ ` \ k n - 1 /n\ ) (-1) *(-k + z) *| | / \k/ /__, k = 0 -------------------------------- (n - 1)!
>>> cdf(X)(z) Piecewise((0, z < 0), (Sum((-1)**_k*(-_k + z)**n*binomial(n, _k), (_k, 0, floor(z)))/factorial(n), n >= z), (1, True))
Compute cdf with specific ‘x’ and ‘n’ values as follows : >>> cdf(UniformSum(“x”, 5), evaluate=False)(2).doit() 9/40
The argument evaluate=False prevents an attempt at evaluation of the sum for general n, before the argument 2 is passed.
References
-
sympy.stats.VonMises(name, mu, k)[source]¶ Create a Continuous Random Variable with a von Mises distribution.
The density of the von Mises distribution is given by
\[f(x) := \frac{e^{\kappa\cos(x-\mu)}}{2\pi I_0(\kappa)}\]with \(x \in [0,2\pi]\).
- Parameters
mu : Real number, measure of location
k : Real number, measure of concentration
- Returns
RandomSymbol
Examples
>>> from sympy.stats import VonMises, density >>> from sympy import Symbol, pprint
>>> mu = Symbol("mu") >>> k = Symbol("k", positive=True) >>> z = Symbol("z")
>>> X = VonMises("x", mu, k)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) k*cos(mu - z) e ------------------ 2*pi*besseli(0, k)
References
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sympy.stats.Wald(name, mean, shape)[source]¶ Create a continuous random variable with an Inverse Gaussian distribution. Inverse Gaussian distribution is also known as Wald distribution.
The density of the Inverse Gaussian distribution is given by
\[f(x) := \sqrt{\frac{\lambda}{2\pi x^3}} e^{-\frac{\lambda(x-\mu)^2}{2x\mu^2}}\]- Parameters
mu : Positive number representing the mean
lambda : Positive number representing the shape parameter
- Returns
RandomSymbol
Examples
>>> from sympy.stats import GaussianInverse, density, E, std, skewness >>> from sympy import Symbol, pprint
>>> mu = Symbol("mu", positive=True) >>> lamda = Symbol("lambda", positive=True) >>> z = Symbol("z", positive=True) >>> X = GaussianInverse("x", mu, lamda)
>>> D = density(X)(z) >>> pprint(D, use_unicode=False) 2 -lambda*(-mu + z) ------------------- 2 ___ ________ 2*mu *z \/ 2 *\/ lambda *e ------------------------------------- ____ 3/2 2*\/ pi *z
>>> E(X) mu
>>> std(X).expand() mu**(3/2)/sqrt(lambda)
>>> skewness(X).expand() 3*sqrt(mu)/sqrt(lambda)
References
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sympy.stats.Weibull(name, alpha, beta)[source]¶ Create a continuous random variable with a Weibull distribution.
The density of the Weibull distribution is given by
\[\begin{split}f(x) := \begin{cases} \frac{k}{\lambda}\left(\frac{x}{\lambda}\right)^{k-1} e^{-(x/\lambda)^{k}} & x\geq0\\ 0 & x<0 \end{cases}\end{split}\]- Parameters
lambda : Real number, \(\lambda > 0\) a scale
k : Real number, \(k > 0\) a shape
- Returns
RandomSymbol
Examples
>>> from sympy.stats import Weibull, density, E, variance >>> from sympy import Symbol, simplify
>>> l = Symbol("lambda", positive=True) >>> k = Symbol("k", positive=True) >>> z = Symbol("z")
>>> X = Weibull("x", l, k)
>>> density(X)(z) k*(z/lambda)**(k - 1)*exp(-(z/lambda)**k)/lambda
>>> simplify(E(X)) lambda*gamma(1 + 1/k)
>>> simplify(variance(X)) lambda**2*(-gamma(1 + 1/k)**2 + gamma(1 + 2/k))
References
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sympy.stats.WignerSemicircle(name, R)[source]¶ Create a continuous random variable with a Wigner semicircle distribution.
The density of the Wigner semicircle distribution is given by
\[f(x) := \frac2{\pi R^2}\,\sqrt{R^2-x^2}\]with \(x \in [-R,R]\).
- Parameters
R : Real number, \(R > 0\), the radius
- Returns
A \(RandomSymbol\).
Examples
>>> from sympy.stats import WignerSemicircle, density, E >>> from sympy import Symbol
>>> R = Symbol("R", positive=True) >>> z = Symbol("z")
>>> X = WignerSemicircle("x", R)
>>> density(X)(z) 2*sqrt(R**2 - z**2)/(pi*R**2)
>>> E(X) 0
References
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sympy.stats.ContinuousRV(symbol, density, set=Interval(- oo, oo), **kwargs)[source]¶ Create a Continuous Random Variable given the following:
- Parameters
symbol : Symbol
Represents name of the random variable.
density : Expression containing symbol
Represents probability density function.
set : set/Interval
Represents the region where the pdf is valid, by default is real line.
check : bool
If True, it will check whether the given density integrates to 1 over the given set. If False, it will not perform this check. Default is False.
- Returns
RandomSymbol
Many common continuous random variable types are already implemented.
This function should be necessary only very rarely.
Examples
>>> from sympy import Symbol, sqrt, exp, pi >>> from sympy.stats import ContinuousRV, P, E
>>> x = Symbol("x")
>>> pdf = sqrt(2)*exp(-x**2/2)/(2*sqrt(pi)) # Normal distribution >>> X = ContinuousRV(x, pdf)
>>> E(X) 0 >>> P(X>0) 1/2
Joint Types¶
-
sympy.stats.JointRV(symbol, pdf, _set=None)[source]¶ Create a Joint Random Variable where each of its component is conitinuous, given the following:
– a symbol – a PDF in terms of indexed symbols of the symbol given as the first argument
NOTE: As of now, the set for each component for a \(JointRV\) is equal to the set of all integers, which can not be changed.
- Returns
RandomSymbol
Examples
>>> from sympy import exp, pi, Indexed, S >>> from sympy.stats import density, JointRV >>> x1, x2 = (Indexed('x', i) for i in (1, 2)) >>> pdf = exp(-x1**2/2 + x1 - x2**2/2 - S(1)/2)/(2*pi) >>> N1 = JointRV('x', pdf) #Multivariate Normal distribution >>> density(N1)(1, 2) exp(-2)/(2*pi)
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sympy.stats.marginal_distribution(rv, *indices)[source]¶ Marginal distribution function of a joint random variable.
- Parameters
rv: A random variable with a joint probability distribution.
indices: component indices or the indexed random symbol
for whom the joint distribution is to be calculated
- Returns
A Lambda expression in \(sym\).
Examples
>>> from sympy.stats import MultivariateNormal, marginal_distribution >>> m = MultivariateNormal('X', [1, 2], [[2, 1], [1, 2]]) >>> marginal_distribution(m, m[0])(1) 1/(2*sqrt(pi))
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sympy.stats.MultivariateNormal(name, mu, sigma)[source]¶ Creates a continuous random variable with Multivariate Normal Distribution.
The density of the multivariate normal distribution can be found at [1].
- Parameters
mu : List representing the mean or the mean vector
sigma : Positive definite square matrix
Represents covariance Matrix
- Returns
RandomSymbol
Examples
>>> from sympy.stats import MultivariateNormal, density, marginal_distribution >>> from sympy import symbols >>> X = MultivariateNormal('X', [3, 4], [[2, 1], [1, 2]]) >>> y, z = symbols('y z') >>> density(X)(y, z) sqrt(3)*exp((3/2 - y/2)*(2*y/3 - z/3 - 2/3) + (2 - z/2)*(-y/3 + 2*z/3 - 5/3))/(6*pi) >>> density(X)(1, 2) sqrt(3)*exp(-4/3)/(6*pi) >>> marginal_distribution(X, X[1])(y) exp((2 - y/2)*(y/2 - 2))/(2*sqrt(pi)) >>> marginal_distribution(X, X[0])(y) exp((3/2 - y/2)*(y/2 - 3/2))/(2*sqrt(pi))
References
-
sympy.stats.MultivariateLaplace(name, mu, sigma)[source]¶ Creates a continuous random variable with Multivariate Laplace Distribution.
The density of the multivariate Laplace distribution can be found at [1].
- Parameters
mu : List representing the mean or the mean vector
sigma : Positive definite square matrix
Represents covariance Matrix
- Returns
RandomSymbol
Examples
>>> from sympy.stats import MultivariateLaplace, density >>> from sympy import symbols >>> y, z = symbols('y z') >>> X = MultivariateLaplace('X', [2, 4], [[3, 1], [1, 3]]) >>> density(X)(y, z) sqrt(2)*exp(y/4 + 5*z/4)*besselk(0, sqrt(15*y*(3*y/8 - z/8)/2 + 15*z*(-y/8 + 3*z/8)/2))/(4*pi) >>> density(X)(1, 2) sqrt(2)*exp(11/4)*besselk(0, sqrt(165)/4)/(4*pi)
References
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sympy.stats.GeneralizedMultivariateLogGamma(syms, delta, v, lamda, mu)[source]¶ Creates a joint random variable with generalized multivariate log gamma distribution.
The joint pdf can be found at [1].
- Parameters
syms: list/tuple/set of symbols for identifying each component
delta: A constant in range [0, 1]
v: Positive real number
lamda: List of positive real numbers
mu: List of positive real numbers
- Returns
RandomSymbol
Examples
>>> from sympy.stats import density >>> from sympy.stats.joint_rv_types import GeneralizedMultivariateLogGamma >>> from sympy import symbols, S >>> v = 1 >>> l, mu = [1, 1, 1], [1, 1, 1] >>> d = S.Half >>> y = symbols('y_1:4', positive=True) >>> Gd = GeneralizedMultivariateLogGamma('G', d, v, l, mu) >>> density(Gd)(y[0], y[1], y[2]) Sum(2**(-n)*exp((n + 1)*(y_1 + y_2 + y_3) - exp(y_1) - exp(y_2) - exp(y_3))/gamma(n + 1)**3, (n, 0, oo))/2
Note
If the GeneralizedMultivariateLogGamma is too long to type use, \(from sympy.stats.joint_rv_types import GeneralizedMultivariateLogGamma as GMVLG\) If you want to pass the matrix omega instead of the constant delta, then use, GeneralizedMultivariateLogGammaOmega.
References
-
sympy.stats.GeneralizedMultivariateLogGammaOmega(syms, omega, v, lamda, mu)[source]¶ Extends GeneralizedMultivariateLogGamma.
- Parameters
syms: list/tuple/set of symbols
For identifying each component
omega: A square matrix
Every element of square matrix must be absolute value of square root of correlation coefficient
v: Positive real number
lamda: List of positive real numbers
mu: List of positive real numbers
- Returns
RandomSymbol
Examples
>>> from sympy.stats import density >>> from sympy.stats.joint_rv_types import GeneralizedMultivariateLogGammaOmega >>> from sympy import Matrix, symbols, S >>> omega = Matrix([[1, S.Half, S.Half], [S.Half, 1, S.Half], [S.Half, S.Half, 1]]) >>> v = 1 >>> l, mu = [1, 1, 1], [1, 1, 1] >>> G = GeneralizedMultivariateLogGammaOmega('G', omega, v, l, mu) >>> y = symbols('y_1:4', positive=True) >>> density(G)(y[0], y[1], y[2]) sqrt(2)*Sum((1 - sqrt(2)/2)**n*exp((n + 1)*(y_1 + y_2 + y_3) - exp(y_1) - exp(y_2) - exp(y_3))/gamma(n + 1)**3, (n, 0, oo))/2
Notes
If the GeneralizedMultivariateLogGammaOmega is too long to type use, \(from sympy.stats.joint_rv_types import GeneralizedMultivariateLogGammaOmega as GMVLGO\)
References
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sympy.stats.Multinomial(syms, n, *p)[source]¶ Creates a discrete random variable with Multinomial Distribution.
The density of the said distribution can be found at [1].
- Parameters
n: Positive integer
Represents number of trials
p: List of event probabilites
Must be in the range of [0, 1]
- Returns
RandomSymbol
Examples
>>> from sympy.stats import density, Multinomial, marginal_distribution >>> from sympy import symbols >>> x1, x2, x3 = symbols('x1, x2, x3', nonnegative=True, integer=True) >>> p1, p2, p3 = symbols('p1, p2, p3', positive=True) >>> M = Multinomial('M', 3, p1, p2, p3) >>> density(M)(x1, x2, x3) Piecewise((6*p1**x1*p2**x2*p3**x3/(factorial(x1)*factorial(x2)*factorial(x3)), Eq(x1 + x2 + x3, 3)), (0, True)) >>> marginal_distribution(M, M[0])(x1).subs(x1, 1) 3*p1*p2**2 + 6*p1*p2*p3 + 3*p1*p3**2
References
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sympy.stats.MultivariateBeta(syms, *alpha)[source]¶ Creates a continuous random variable with Dirichlet/Multivariate Beta Distribution.
The density of the dirichlet distribution can be found at [1].
- Parameters
alpha: Positive real numbers
Signifies concentration numbers.
- Returns
RandomSymbol
Examples
>>> from sympy.stats import density, MultivariateBeta, marginal_distribution >>> from sympy import Symbol >>> a1 = Symbol('a1', positive=True) >>> a2 = Symbol('a2', positive=True) >>> B = MultivariateBeta('B', [a1, a2]) >>> C = MultivariateBeta('C', a1, a2) >>> x = Symbol('x') >>> y = Symbol('y') >>> density(B)(x, y) x**(a1 - 1)*y**(a2 - 1)*gamma(a1 + a2)/(gamma(a1)*gamma(a2)) >>> marginal_distribution(C, C[0])(x) x**(a1 - 1)*gamma(a1 + a2)/(a2*gamma(a1)*gamma(a2))
References
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sympy.stats.MultivariateEwens(syms, n, theta)[source]¶ Creates a discrete random variable with Multivariate Ewens Distribution.
The density of the said distribution can be found at [1].
- Parameters
n: Positive integer
Size of the sample or the integer whose partitions are considered
theta: Positive real number
Denotes Mutation rate
- Returns
RandomSymbol
Examples
>>> from sympy.stats import density, marginal_distribution, MultivariateEwens >>> from sympy import Symbol >>> a1 = Symbol('a1', positive=True) >>> a2 = Symbol('a2', positive=True) >>> ed = MultivariateEwens('E', 2, 1) >>> density(ed)(a1, a2) Piecewise((2**(-a2)/(factorial(a1)*factorial(a2)), Eq(a1 + 2*a2, 2)), (0, True)) >>> marginal_distribution(ed, ed[0])(a1) Piecewise((1/factorial(a1), Eq(a1, 2)), (0, True))
References
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sympy.stats.MultivariateT(syms, mu, sigma, v)[source]¶ Creates a joint random variable with multivariate T-distribution.
- Parameters
syms: A symbol/str
For identifying the random variable.
mu: A list/matrix
Representing the location vector
sigma: The shape matrix for the distribution
- Returns
RandomSymbol
Examples
>>> from sympy.stats import density, MultivariateT >>> from sympy import Symbol
>>> x = Symbol("x") >>> X = MultivariateT("x", [1, 1], [[1, 0], [0, 1]], 2)
>>> density(X)(1, 2) 2/(9*pi)
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sympy.stats.NegativeMultinomial(syms, k0, *p)[source]¶ Creates a discrete random variable with Negative Multinomial Distribution.
The density of the said distribution can be found at [1].
- Parameters
k0: positive integer
Represents number of failures before the experiment is stopped
p: List of event probabilites
Must be in the range of [0, 1]
- Returns
RandomSymbol
Examples
>>> from sympy.stats import density, NegativeMultinomial, marginal_distribution >>> from sympy import symbols >>> x1, x2, x3 = symbols('x1, x2, x3', nonnegative=True, integer=True) >>> p1, p2, p3 = symbols('p1, p2, p3', positive=True) >>> N = NegativeMultinomial('M', 3, p1, p2, p3) >>> N_c = NegativeMultinomial('M', 3, 0.1, 0.1, 0.1) >>> density(N)(x1, x2, x3) p1**x1*p2**x2*p3**x3*(-p1 - p2 - p3 + 1)**3*gamma(x1 + x2 + x3 + 3)/(2*factorial(x1)*factorial(x2)*factorial(x3)) >>> marginal_distribution(N_c, N_c[0])(1).evalf().round(2) 0.25
References
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sympy.stats.NormalGamma(sym, mu, lamda, alpha, beta)[source]¶ Creates a bivariate joint random variable with multivariate Normal gamma distribution.
- Parameters
sym: A symbol/str
For identifying the random variable.
mu: A real number
The mean of the normal distribution
lamda: A positive integer
Parameter of joint distribution
alpha: A positive integer
Parameter of joint distribution
beta: A positive integer
Parameter of joint distribution
- Returns
RandomSymbol
Examples
>>> from sympy.stats import density, NormalGamma >>> from sympy import symbols
>>> X = NormalGamma('x', 0, 1, 2, 3) >>> y, z = symbols('y z')
>>> density(X)(y, z) 9*sqrt(2)*z**(3/2)*exp(-3*z)*exp(-y**2*z/2)/(2*sqrt(pi))
References
Stochastic Processes¶
-
class
sympy.stats.DiscreteMarkovChain(sym: sympy.core.basic.Basic, state_space: Optional[Union[str, sympy.core.symbol.Symbol]] = None, trans_probs: Optional[Sequence] = None)[source]¶ Represents a finite discrete time-homogeneous Markov chain.
This type of Markov Chain can be uniquely characterised by its (ordered) state space and its one-step transition probability matrix.
- Parameters
sym:
The name given to the Markov Chain
state_space:
Optional, by default, Range(n)
trans_probs:
Optional, by default, MatrixSymbol(‘_T’, n, n)
Examples
>>> from sympy.stats import DiscreteMarkovChain, TransitionMatrixOf, P, E >>> from sympy import Matrix, MatrixSymbol, Eq, symbols >>> T = Matrix([[0.5, 0.2, 0.3],[0.2, 0.5, 0.3],[0.2, 0.3, 0.5]]) >>> Y = DiscreteMarkovChain("Y", [0, 1, 2], T) >>> YS = DiscreteMarkovChain("Y")
>>> Y.state_space FiniteSet(0, 1, 2) >>> Y.transition_probabilities Matrix([ [0.5, 0.2, 0.3], [0.2, 0.5, 0.3], [0.2, 0.3, 0.5]]) >>> TS = MatrixSymbol('T', 3, 3) >>> P(Eq(YS[3], 2), Eq(YS[1], 1) & TransitionMatrixOf(YS, TS)) T[0, 2]*T[1, 0] + T[1, 1]*T[1, 2] + T[1, 2]*T[2, 2] >>> P(Eq(Y[3], 2), Eq(Y[1], 1)).round(2) 0.36
Probabilities will be calculated based on indexes rather than state names. For example, with the Sunny-Cloudy-Rainy model with string state names:
>>> from sympy.core.symbol import Str >>> Y = DiscreteMarkovChain("Y", [Str('Sunny'), Str('Cloudy'), Str('Rainy')], T) >>> P(Eq(Y[3], 2), Eq(Y[1], 1)).round(2) 0.36
This gives the same answer as the
[0, 1, 2]state space. Currently, there is no support for state names within probability and expectation statements. Here is a work-around usingStr:>>> P(Eq(Str('Rainy'), Y[3]), Eq(Y[1], Str('Cloudy'))).round(2) 0.36
Symbol state names can also be used:
>>> sunny, cloudy, rainy = symbols('Sunny, Cloudy, Rainy') >>> Y = DiscreteMarkovChain("Y", [sunny, cloudy, rainy], T) >>> P(Eq(Y[3], rainy), Eq(Y[1], cloudy)).round(2) 0.36
Expectations will be calculated as follows:
>>> E(Y[3], Eq(Y[1], cloudy)) 0.38*Cloudy + 0.36*Rainy + 0.26*Sunny
There is limited support for arbitrarily sized states:
>>> n = symbols('n', nonnegative=True, integer=True) >>> T = MatrixSymbol('T', n, n) >>> Y = DiscreteMarkovChain("Y", trans_probs=T) >>> Y.state_space Range(0, n, 1)
References
-
class
sympy.stats.ContinuousMarkovChain(sym, state_space=None, gen_mat=None)[source]¶ Represents continuous time Markov chain.
- Parameters
sym: Symbol/str
state_space: Set
Optional, by default, S.Reals
gen_mat: Matrix/ImmutableMatrix/MatrixSymbol
Optional, by default, None
Examples
>>> from sympy.stats import ContinuousMarkovChain >>> from sympy import Matrix, S >>> G = Matrix([[-S(1), S(1)], [S(1), -S(1)]]) >>> C = ContinuousMarkovChain('C', state_space=[0, 1], gen_mat=G) >>> C.limiting_distribution() Matrix([[1/2, 1/2]])
References
-
class
sympy.stats.BernoulliProcess(sym, p, success=1, failure=0)[source]¶ The Bernoulli process consists of repeated independent Bernoulli process trials with the same parameter \(p\). It’s assumed that the probability \(p\) applies to every trial and that the outcomes of each trial are independent of all the rest. Therefore Bernoulli Processs is Discrete State and Discrete Time Stochastic Process.
- Parameters
sym: Symbol/str
success: Integer/str
The event which is considered to be success, by default is 1.
failure: Integer/str
The event which is considered to be failure, by default is 0.
p: Real Number between 0 and 1
Represents the probability of getting success.
Examples
>>> from sympy.stats import BernoulliProcess, P, E >>> from sympy import Eq, Gt >>> B = BernoulliProcess("B", p=0.7, success=1, failure=0) >>> B.state_space FiniteSet(0, 1) >>> (B.p).round(2) 0.70 >>> B.success 1 >>> B.failure 0 >>> X = B[1] + B[2] + B[3] >>> P(Eq(X, 0)).round(2) 0.03 >>> P(Eq(X, 2)).round(2) 0.44 >>> P(Eq(X, 4)).round(2) 0 >>> P(Gt(X, 1)).round(2) 0.78 >>> P(Eq(B[1], 0) & Eq(B[2], 1) & Eq(B[3], 0) & Eq(B[4], 1)).round(2) 0.04 >>> B.joint_distribution(B[1], B[2]) JointDistributionHandmade(Lambda((B[1], B[2]), Piecewise((0.7, Eq(B[1], 1)), (0.3, Eq(B[1], 0)), (0, True))*Piecewise((0.7, Eq(B[2], 1)), (0.3, Eq(B[2], 0)), (0, True)))) >>> E(2*B[1] + B[2]).round(2) 2.10 >>> P(B[1] < 1).round(2) 0.30
References
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class
sympy.stats.PoissonProcess(sym, lamda)[source]¶ The Poisson process is a counting process. It is usually used in scenarios where we are counting the occurrences of certain events that appear to happen at a certain rate, but completely at random.
- Parameters
sym: Symbol/str
lamda: Positive number
Rate of the process,
lamda > 0
Examples
>>> from sympy.stats import PoissonProcess, P, E >>> from sympy import symbols, Eq, Ne, Contains, Interval >>> X = PoissonProcess("X", lamda=3) >>> X.state_space Naturals0 >>> X.lamda 3 >>> t1, t2 = symbols('t1 t2', positive=True) >>> P(X(t1) < 4) (9*t1**3/2 + 9*t1**2/2 + 3*t1 + 1)*exp(-3*t1) >>> P(Eq(X(t1), 2) | Ne(X(t1), 4), Contains(t1, Interval.Ropen(2, 4))) 1 - 36*exp(-6) >>> P(Eq(X(t1), 2) & Eq(X(t2), 3), Contains(t1, Interval.Lopen(0, 2)) ... & Contains(t2, Interval.Lopen(2, 4))) 648*exp(-12) >>> E(X(t1)) 3*t1 >>> E(X(t1)**2 + 2*X(t2), Contains(t1, Interval.Lopen(0, 1)) ... & Contains(t2, Interval.Lopen(1, 2))) 18 >>> P(X(3) < 1, Eq(X(1), 0)) exp(-6) >>> P(Eq(X(4), 3), Eq(X(2), 3)) exp(-6) >>> P(X(2) <= 3, X(1) > 1) 5*exp(-3)
Merging two Poisson Processes
>>> Y = PoissonProcess("Y", lamda=4) >>> Z = X + Y >>> Z.lamda 7
Splitting a Poisson Process into two independent Poisson Processes
>>> N, M = Z.split(l1=2, l2=5) >>> N.lamda, M.lamda (2, 5)
References
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class
sympy.stats.WienerProcess(sym)[source]¶ The Wiener process is a real valued continuous-time stochastic process. In physics it is used to study Brownian motion and therefore also known as Brownian Motion.
- Parameters
sym: Symbol/str
Examples
>>> from sympy.stats import WienerProcess, P, E >>> from sympy import symbols, Contains, Interval >>> X = WienerProcess("X") >>> X.state_space Reals >>> t1, t2 = symbols('t1 t2', positive=True) >>> P(X(t1) < 7).simplify() erf(7*sqrt(2)/(2*sqrt(t1)))/2 + 1/2 >>> P((X(t1) > 2) | (X(t1) < 4), Contains(t1, Interval.Ropen(2, 4))).simplify() -erf(1)/2 + erf(2)/2 + 1 >>> E(X(t1)) 0 >>> E(X(t1) + 2*X(t2), Contains(t1, Interval.Lopen(0, 1)) ... & Contains(t2, Interval.Lopen(1, 2))) 0
References
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class
sympy.stats.GammaProcess(sym, lamda, gamma)[source]¶ A Gamma process is a random process with independent gamma distributed increments. It is a pure-jump increasing Levy process.
- Parameters
sym: Symbol/str
lamda: Positive number
Jump size of the process,
lamda > 0gamma: Positive number
Rate of jump arrivals,
gamma > 0
Examples
>>> from sympy.stats import GammaProcess, E, P, variance >>> from sympy import symbols, Contains, Interval, Not >>> t, d, x, l, g = symbols('t d x l g', positive=True) >>> X = GammaProcess("X", l, g) >>> E(X(t)) g*t/l >>> variance(X(t)).simplify() g*t/l**2 >>> X = GammaProcess('X', 1, 2) >>> P(X(t) < 1).simplify() lowergamma(2*t, 1)/gamma(2*t) >>> P(Not((X(t) < 5) & (X(d) > 3)), Contains(t, Interval.Ropen(2, 4)) & ... Contains(d, Interval.Lopen(7, 8))).simplify() -4*exp(-3) + 472*exp(-8)/3 + 1 >>> E(X(2) + x*E(X(5))) 10*x + 4
References
Matrix Distributions¶
-
sympy.stats.MatrixGamma(symbol, alpha, beta, scale_matrix)[source]¶ Creates a random variable with Matrix Gamma Distribution.
The density of the said distribution can be found at [1].
- Parameters
alpha: Positive Real number
Shape Parameter
beta: Positive Real number
Scale Parameter
scale_matrix: Positive definite real square matrix
Scale Matrix
- Returns
RandomSymbol
Examples
>>> from sympy.stats import density, MatrixGamma >>> from sympy import MatrixSymbol, symbols >>> a, b = symbols('a b', positive=True) >>> M = MatrixGamma('M', a, b, [[2, 1], [1, 2]]) >>> X = MatrixSymbol('X', 2, 2) >>> density(M)(X).doit() 3**(-a)*b**(-2*a)*exp(Trace(Matrix([ [-2/3, 1/3], [ 1/3, -2/3]])*X)/b)*Determinant(X)**(a - 3/2)/(sqrt(pi)*gamma(a)*gamma(a - 1/2)) >>> density(M)([[1, 0], [0, 1]]).doit() 3**(-a)*b**(-2*a)*exp(-4/(3*b))/(sqrt(pi)*gamma(a)*gamma(a - 1/2))
References
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sympy.stats.Wishart(symbol, n, scale_matrix)[source]¶ Creates a random variable with Wishart Distribution.
The density of the said distribution can be found at [1].
- Parameters
n: Positive Real number
Represents degrees of freedom
scale_matrix: Positive definite real square matrix
Scale Matrix
- Returns
RandomSymbol
Examples
>>> from sympy.stats import density, Wishart >>> from sympy import MatrixSymbol, symbols >>> n = symbols('n', positive=True) >>> W = Wishart('W', n, [[2, 1], [1, 2]]) >>> X = MatrixSymbol('X', 2, 2) >>> density(W)(X).doit() 2**(-n)*3**(-n/2)*exp(Trace(Matrix([ [-1/3, 1/6], [ 1/6, -1/3]])*X))*Determinant(X)**(n/2 - 3/2)/(sqrt(pi)*gamma(n/2)*gamma(n/2 - 1/2)) >>> density(W)([[1, 0], [0, 1]]).doit() 2**(-n)*3**(-n/2)*exp(-2/3)/(sqrt(pi)*gamma(n/2)*gamma(n/2 - 1/2))
References
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sympy.stats.MatrixNormal(symbol, location_matrix, scale_matrix_1, scale_matrix_2)[source]¶ Creates a random variable with Matrix Normal Distribution.
The density of the said distribution can be found at [1].
- Parameters
location_matrix: Real ``n x p`` matrix
Represents degrees of freedom
scale_matrix_1: Positive definite matrix
Scale Matrix of shape
n x nscale_matrix_2: Positive definite matrix
Scale Matrix of shape
p x p- Returns
RandomSymbol
Examples
>>> from sympy import MatrixSymbol >>> from sympy.stats import density, MatrixNormal >>> M = MatrixNormal('M', [[1, 2]], [1], [[1, 0], [0, 1]]) >>> X = MatrixSymbol('X', 1, 2) >>> density(M)(X).doit() 2*exp(-Trace((Matrix([ [-1], [-2]]) + X.T)*(Matrix([[-1, -2]]) + X))/2)/pi >>> density(M)([[3, 4]]).doit() 2*exp(-4)/pi
References
Compound Distribution¶
-
class
sympy.stats.compound_rv.CompoundDistribution(dist)[source]¶ Class for Compound Distributions.
- Parameters
dist : Distribution
Distribution must contain a random parameter
Examples
>>> from sympy.stats.compound_rv import CompoundDistribution >>> from sympy.stats.crv_types import NormalDistribution >>> from sympy.stats import Normal >>> from sympy.abc import x >>> X = Normal('X', 2, 4) >>> N = NormalDistribution(X, 4) >>> C = CompoundDistribution(N) >>> C.set Interval(-oo, oo) >>> C.pdf(x, evaluate=True).simplify() exp(-x**2/64 + x/16 - 1/16)/(8*sqrt(pi))
References
Interface¶
-
sympy.stats.P(condition, given_condition=None, numsamples=None, evaluate=True, **kwargs)[source]¶ Probability that a condition is true, optionally given a second condition
- Parameters
condition : Combination of Relationals containing RandomSymbols
The condition of which you want to compute the probability
given_condition : Combination of Relationals containing RandomSymbols
A conditional expression. P(X > 1, X > 0) is expectation of X > 1 given X > 0
numsamples : int
Enables sampling and approximates the probability with this many samples
evaluate : Bool (defaults to True)
In case of continuous systems return unevaluated integral
Examples
>>> from sympy.stats import P, Die >>> from sympy import Eq >>> X, Y = Die('X', 6), Die('Y', 6) >>> P(X > 3) 1/2 >>> P(Eq(X, 5), X > 2) # Probability that X == 5 given that X > 2 1/4 >>> P(X > Y) 5/12
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class
sympy.stats.Probability(prob, condition=None, **kwargs)[source]¶ Symbolic expression for the probability.
Examples
>>> from sympy.stats import Probability, Normal >>> from sympy import Integral >>> X = Normal("X", 0, 1) >>> prob = Probability(X > 1) >>> prob Probability(X > 1)
Integral representation:
>>> prob.rewrite(Integral) Integral(sqrt(2)*exp(-_z**2/2)/(2*sqrt(pi)), (_z, 1, oo))
Evaluation of the integral:
>>> prob.evaluate_integral() sqrt(2)*(-sqrt(2)*sqrt(pi)*erf(sqrt(2)/2) + sqrt(2)*sqrt(pi))/(4*sqrt(pi))
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sympy.stats.E(expr, condition=None, numsamples=None, evaluate=True, **kwargs)[source]¶ Returns the expected value of a random expression
- Parameters
expr : Expr containing RandomSymbols
The expression of which you want to compute the expectation value
given : Expr containing RandomSymbols
A conditional expression. E(X, X>0) is expectation of X given X > 0
numsamples : int
Enables sampling and approximates the expectation with this many samples
evalf : Bool (defaults to True)
If sampling return a number rather than a complex expression
evaluate : Bool (defaults to True)
In case of continuous systems return unevaluated integral
Examples
>>> from sympy.stats import E, Die >>> X = Die('X', 6) >>> E(X) 7/2 >>> E(2*X + 1) 8
>>> E(X, X > 3) # Expectation of X given that it is above 3 5
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class
sympy.stats.Expectation(expr, condition=None, **kwargs)[source]¶ Symbolic expression for the expectation.
Examples
>>> from sympy.stats import Expectation, Normal, Probability, Poisson >>> from sympy import symbols, Integral, Sum >>> mu = symbols("mu") >>> sigma = symbols("sigma", positive=True) >>> X = Normal("X", mu, sigma) >>> Expectation(X) Expectation(X) >>> Expectation(X).evaluate_integral().simplify() mu
To get the integral expression of the expectation:
>>> Expectation(X).rewrite(Integral) Integral(sqrt(2)*X*exp(-(X - mu)**2/(2*sigma**2))/(2*sqrt(pi)*sigma), (X, -oo, oo))
The same integral expression, in more abstract terms:
>>> Expectation(X).rewrite(Probability) Integral(x*Probability(Eq(X, x)), (x, -oo, oo))
To get the Summation expression of the expectation for discrete random variables:
>>> lamda = symbols('lamda', positive=True) >>> Z = Poisson('Z', lamda) >>> Expectation(Z).rewrite(Sum) Sum(Z*lamda**Z*exp(-lamda)/factorial(Z), (Z, 0, oo))
This class is aware of some properties of the expectation:
>>> from sympy.abc import a >>> Expectation(a*X) Expectation(a*X) >>> Y = Normal("Y", 1, 2) >>> Expectation(X + Y) Expectation(X + Y)
To expand the
Expectationinto its expression, useexpand():>>> Expectation(X + Y).expand() Expectation(X) + Expectation(Y) >>> Expectation(a*X + Y).expand() a*Expectation(X) + Expectation(Y) >>> Expectation(a*X + Y) Expectation(a*X + Y) >>> Expectation((X + Y)*(X - Y)).expand() Expectation(X**2) - Expectation(Y**2)
To evaluate the
Expectation, usedoit():>>> Expectation(X + Y).doit() mu + 1 >>> Expectation(X + Expectation(Y + Expectation(2*X))).doit() 3*mu + 1
To prevent evaluating nested
Expectation, usedoit(deep=False)>>> Expectation(X + Expectation(Y)).doit(deep=False) mu + Expectation(Expectation(Y)) >>> Expectation(X + Expectation(Y + Expectation(2*X))).doit(deep=False) mu + Expectation(Expectation(Y + Expectation(2*X)))
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sympy.stats.density(expr, condition=None, evaluate=True, numsamples=None, **kwargs)[source]¶ Probability density of a random expression, optionally given a second condition.
This density will take on different forms for different types of probability spaces. Discrete variables produce Dicts. Continuous variables produce Lambdas.
- Parameters
expr : Expr containing RandomSymbols
The expression of which you want to compute the density value
condition : Relational containing RandomSymbols
A conditional expression. density(X > 1, X > 0) is density of X > 1 given X > 0
numsamples : int
Enables sampling and approximates the density with this many samples
Examples
>>> from sympy.stats import density, Die, Normal >>> from sympy import Symbol
>>> x = Symbol('x') >>> D = Die('D', 6) >>> X = Normal(x, 0, 1)
>>> density(D).dict {1: 1/6, 2: 1/6, 3: 1/6, 4: 1/6, 5: 1/6, 6: 1/6} >>> density(2*D).dict {2: 1/6, 4: 1/6, 6: 1/6, 8: 1/6, 10: 1/6, 12: 1/6} >>> density(X)(x) sqrt(2)*exp(-x**2/2)/(2*sqrt(pi))
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sympy.stats.entropy(expr, condition=None, **kwargs)[source]¶ Calculuates entropy of a probability distribution
- Parameters
expression : the random expression whose entropy is to be calculated
condition : optional, to specify conditions on random expression
b: base of the logarithm, optional
By default, it is taken as Euler’s number
- Returns
result : Entropy of the expression, a constant
Examples
>>> from sympy.stats import Normal, Die, entropy >>> X = Normal('X', 0, 1) >>> entropy(X) log(2)/2 + 1/2 + log(pi)/2
>>> D = Die('D', 4) >>> entropy(D) log(4)
References
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sympy.stats.given(expr, condition=None, **kwargs)[source]¶ Conditional Random Expression From a random expression and a condition on that expression creates a new probability space from the condition and returns the same expression on that conditional probability space.
Examples
>>> from sympy.stats import given, density, Die >>> X = Die('X', 6) >>> Y = given(X, X > 3) >>> density(Y).dict {4: 1/3, 5: 1/3, 6: 1/3}
Following convention, if the condition is a random symbol then that symbol is considered fixed.
>>> from sympy.stats import Normal >>> from sympy import pprint >>> from sympy.abc import z
>>> X = Normal('X', 0, 1) >>> Y = Normal('Y', 0, 1) >>> pprint(density(X + Y, Y)(z), use_unicode=False) 2 -(-Y + z) ----------- ___ 2 \/ 2 *e ------------------ ____ 2*\/ pi
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sympy.stats.where(condition, given_condition=None, **kwargs)[source]¶ Returns the domain where a condition is True.
Examples
>>> from sympy.stats import where, Die, Normal >>> from sympy import And
>>> D1, D2 = Die('a', 6), Die('b', 6) >>> a, b = D1.symbol, D2.symbol >>> X = Normal('x', 0, 1)
>>> where(X**2<1) Domain: (-1 < x) & (x < 1)
>>> where(X**2<1).set Interval.open(-1, 1)
>>> where(And(D1<=D2 , D2<3)) Domain: (Eq(a, 1) & Eq(b, 1)) | (Eq(a, 1) & Eq(b, 2)) | (Eq(a, 2) & Eq(b, 2))
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sympy.stats.variance(X, condition=None, **kwargs)[source]¶ Variance of a random expression
\[variance(X) = E((X-E(X))^{2})\]Examples
>>> from sympy.stats import Die, Bernoulli, variance >>> from sympy import simplify, Symbol
>>> X = Die('X', 6) >>> p = Symbol('p') >>> B = Bernoulli('B', p, 1, 0)
>>> variance(2*X) 35/3
>>> simplify(variance(B)) p*(1 - p)
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class
sympy.stats.Variance(arg, condition=None, **kwargs)[source]¶ Symbolic expression for the variance.
Examples
>>> from sympy import symbols, Integral >>> from sympy.stats import Normal, Expectation, Variance, Probability >>> mu = symbols("mu", positive=True) >>> sigma = symbols("sigma", positive=True) >>> X = Normal("X", mu, sigma) >>> Variance(X) Variance(X) >>> Variance(X).evaluate_integral() sigma**2
Integral representation of the underlying calculations:
>>> Variance(X).rewrite(Integral) Integral(sqrt(2)*(X - Integral(sqrt(2)*X*exp(-(X - mu)**2/(2*sigma**2))/(2*sqrt(pi)*sigma), (X, -oo, oo)))**2*exp(-(X - mu)**2/(2*sigma**2))/(2*sqrt(pi)*sigma), (X, -oo, oo))
Integral representation, without expanding the PDF:
>>> Variance(X).rewrite(Probability) -Integral(x*Probability(Eq(X, x)), (x, -oo, oo))**2 + Integral(x**2*Probability(Eq(X, x)), (x, -oo, oo))
Rewrite the variance in terms of the expectation
>>> Variance(X).rewrite(Expectation) -Expectation(X)**2 + Expectation(X**2)
Some transformations based on the properties of the variance may happen:
>>> from sympy.abc import a >>> Y = Normal("Y", 0, 1) >>> Variance(a*X) Variance(a*X)
To expand the variance in its expression, use
expand():>>> Variance(a*X).expand() a**2*Variance(X) >>> Variance(X + Y) Variance(X + Y) >>> Variance(X + Y).expand() 2*Covariance(X, Y) + Variance(X) + Variance(Y)
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sympy.stats.covariance(X, Y, condition=None, **kwargs)[source]¶ Covariance of two random expressions
The expectation that the two variables will rise and fall together
\[covariance(X,Y) = E((X-E(X)) (Y-E(Y)))\]Examples
>>> from sympy.stats import Exponential, covariance >>> from sympy import Symbol
>>> rate = Symbol('lambda', positive=True, real=True, finite=True) >>> X = Exponential('X', rate) >>> Y = Exponential('Y', rate)
>>> covariance(X, X) lambda**(-2) >>> covariance(X, Y) 0 >>> covariance(X, Y + rate*X) 1/lambda
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class
sympy.stats.Covariance(arg1, arg2, condition=None, **kwargs)[source]¶ Symbolic expression for the covariance.
Examples
>>> from sympy.stats import Covariance >>> from sympy.stats import Normal >>> X = Normal("X", 3, 2) >>> Y = Normal("Y", 0, 1) >>> Z = Normal("Z", 0, 1) >>> W = Normal("W", 0, 1) >>> cexpr = Covariance(X, Y) >>> cexpr Covariance(X, Y)
Evaluate the covariance, \(X\) and \(Y\) are independent, therefore zero is the result:
>>> cexpr.evaluate_integral() 0
Rewrite the covariance expression in terms of expectations:
>>> from sympy.stats import Expectation >>> cexpr.rewrite(Expectation) Expectation(X*Y) - Expectation(X)*Expectation(Y)
In order to expand the argument, use
expand():>>> from sympy.abc import a, b, c, d >>> Covariance(a*X + b*Y, c*Z + d*W) Covariance(a*X + b*Y, c*Z + d*W) >>> Covariance(a*X + b*Y, c*Z + d*W).expand() a*c*Covariance(X, Z) + a*d*Covariance(W, X) + b*c*Covariance(Y, Z) + b*d*Covariance(W, Y)
This class is aware of some properties of the covariance:
>>> Covariance(X, X).expand() Variance(X) >>> Covariance(a*X, b*Y).expand() a*b*Covariance(X, Y)
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sympy.stats.coskewness(X, Y, Z, condition=None, **kwargs)[source]¶ Calculates the co-skewness of three random variables. Mathematically Coskewness is defined as
\[coskewness(X,Y,Z)=\frac{E[(X-E[X]) * (Y-E[Y]) * (Z-E[Z])]} {\sigma_{X}\sigma_{Y}\sigma_{Z}}\]- Parameters
X : RandomSymbol
Random Variable used to calculate coskewness
Y : RandomSymbol
Random Variable used to calculate coskewness
Z : RandomSymbol
Random Variable used to calculate coskewness
condition : Expr containing RandomSymbols
A conditional expression
- Returns
coskewness : The coskewness of the three random variables
Examples
>>> from sympy.stats import coskewness, Exponential, skewness >>> from sympy import symbols >>> p = symbols('p', positive=True) >>> X = Exponential('X', p) >>> Y = Exponential('Y', 2*p) >>> coskewness(X, Y, Y) 0 >>> coskewness(X, Y + X, Y + 2*X) 16*sqrt(85)/85 >>> coskewness(X + 2*Y, Y + X, Y + 2*X, X > 3) 9*sqrt(170)/85 >>> coskewness(Y, Y, Y) == skewness(Y) True >>> coskewness(X, Y + p*X, Y + 2*p*X) 4/(sqrt(1 + 1/(4*p**2))*sqrt(4 + 1/(4*p**2)))
References
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sympy.stats.median(X, evaluate=True, **kwargs)[source]¶ Calculuates the median of the probability distribution. Mathematically, median of Probability distribution is defined as all those values of \(m\) for which the following condition is satisfied
\[P(X\leq m) \geq \frac{1}{2} \text{ and} \text{ } P(X\geq m)\geq \frac{1}{2}\]- Parameters
X: The random expression whose median is to be calculated.
- Returns
The FiniteSet or an Interval which contains the median of the
random expression.
Examples
>>> from sympy.stats import Normal, Die, median >>> N = Normal('N', 3, 1) >>> median(N) FiniteSet(3) >>> D = Die('D') >>> median(D) FiniteSet(3, 4)
References
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sympy.stats.std(X, condition=None, **kwargs)[source]¶ Standard Deviation of a random expression
\[std(X) = \sqrt(E((X-E(X))^{2}))\]Examples
>>> from sympy.stats import Bernoulli, std >>> from sympy import Symbol, simplify
>>> p = Symbol('p') >>> B = Bernoulli('B', p, 1, 0)
>>> simplify(std(B)) sqrt(p*(1 - p))
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sympy.stats.sample(expr, condition=None, size=(), library='scipy', numsamples=1, seed=None, **kwargs)[source]¶ A realization of the random expression
- Parameters
expr : Expression of random variables
Expression from which sample is extracted
condition : Expr containing RandomSymbols
A conditional expression
size : int, tuple
Represents size of each sample in numsamples
library : str
‘scipy’ : Sample using scipy
‘numpy’ : Sample using numpy
‘pymc3’ : Sample using PyMC3
Choose any of the available options to sample from as string, by default is ‘scipy’
numsamples : int
Number of samples, each with size as
sizeseed :
An object to be used as seed by the given external library for sampling \(expr\). Following is the list of possible types of object for the supported libraries,
‘scipy’: int, numpy.random.RandomState, numpy.random.Generator
‘numpy’: int, numpy.random.RandomState, numpy.random.Generator
‘pymc3’: int
Optional, by default None, in which case seed settings related to the given library will be used. No modifications to environment’s global seed settings are done by this argument.
- Returns
sample: iterator object
iterator object containing the sample/samples of given expr
Examples
>>> from sympy.stats import Die, sample, Normal, Geometric >>> X, Y, Z = Die('X', 6), Die('Y', 6), Die('Z', 6) # Finite Random Variable
>>> die_roll = sample(X + Y + Z) >>> next(die_roll) 6 >>> N = Normal('N', 3, 4) # Continuous Random Variable >>> samp = next(sample(N)) >>> samp in N.pspace.domain.set True >>> samp = next(sample(N, N>0)) >>> samp > 0 True >>> samp_list = next(sample(N, size=4)) >>> [sam in N.pspace.domain.set for sam in samp_list] [True, True, True, True] >>> G = Geometric('G', 0.5) # Discrete Random Variable >>> samp_list = next(sample(G, size=3)) >>> samp_list array([10, 4, 1]) >>> [sam in G.pspace.domain.set for sam in samp_list] [True, True, True] >>> MN = Normal("MN", [3, 4], [[2, 1], [1, 2]]) # Joint Random Variable >>> samp_list = next(sample(MN, size=4)) >>> samp_list array([[4.22564264, 3.23364418], [3.41002011, 4.60090908], [3.76151866, 4.77617143], [4.71440865, 2.65714157]]) >>> [tuple(sam) in MN.pspace.domain.set for sam in samp_list] [True, True, True, True]
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sympy.stats.sample_iter(expr, condition=None, size=(), library='scipy', numsamples=oo, seed=None, **kwargs)[source]¶ Returns an iterator of realizations from the expression given a condition
- Parameters
expr: Expr
Random expression to be realized
condition: Expr, optional
A conditional expression
size : int, tuple
Represents size of each sample in numsamples
numsamples: integer, optional
Length of the iterator (defaults to infinity)
seed :
An object to be used as seed by the given external library for sampling \(expr\). Following is the list of possible types of object for the supported libraries,
‘scipy’: int, numpy.random.RandomState, numpy.random.Generator
‘numpy’: int, numpy.random.RandomState, numpy.random.Generator
‘pymc3’: int
Optional, by default None, in which case seed settings related to the given library will be used. No modifications to environment’s global seed settings are done by this argument.
- Returns
sample_iter: iterator object
iterator object containing the sample/samples of given expr
Examples
>>> from sympy.stats import Normal, sample_iter >>> X = Normal('X', 0, 1) >>> expr = X*X + 3 >>> iterator = sample_iter(expr, numsamples=3) >>> list(iterator) [12, 4, 7]
See also
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sympy.stats.factorial_moment(X, n, condition=None, **kwargs)[source]¶ The factorial moment is a mathematical quantity defined as the expectation or average of the falling factorial of a random variable.
\[factorial-moment(X, n) = E(X(X - 1)(X - 2)...(X - n + 1))\]- Parameters
n: A natural number, n-th factorial moment.
condition : Expr containing RandomSymbols
A conditional expression.
Examples
>>> from sympy.stats import factorial_moment, Poisson, Binomial >>> from sympy import Symbol, S >>> lamda = Symbol('lamda') >>> X = Poisson('X', lamda) >>> factorial_moment(X, 2) lamda**2 >>> Y = Binomial('Y', 2, S.Half) >>> factorial_moment(Y, 2) 1/2 >>> factorial_moment(Y, 2, Y > 1) # find factorial moment for Y > 1 2
References
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sympy.stats.kurtosis(X, condition=None, **kwargs)[source]¶ Characterizes the tails/outliers of a probability distribution.
Kurtosis of any univariate normal distribution is 3. Kurtosis less than 3 means that the distribution produces fewer and less extreme outliers than the normal distribution.
\[kurtosis(X) = E(((X - E(X))/\sigma_X)^{4})\]- Parameters
condition : Expr containing RandomSymbols
A conditional expression. kurtosis(X, X>0) is kurtosis of X given X > 0
Examples
>>> from sympy.stats import kurtosis, Exponential, Normal >>> from sympy import Symbol >>> X = Normal('X', 0, 1) >>> kurtosis(X) 3 >>> kurtosis(X, X > 0) # find kurtosis given X > 0 (-4/pi - 12/pi**2 + 3)/(1 - 2/pi)**2
>>> rate = Symbol('lamda', positive=True, real=True, finite=True) >>> Y = Exponential('Y', rate) >>> kurtosis(Y) 9
References
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sympy.stats.skewness(X, condition=None, **kwargs)[source]¶ Measure of the asymmetry of the probability distribution.
Positive skew indicates that most of the values lie to the right of the mean.
\[skewness(X) = E(((X - E(X))/\sigma_X)^{3})\]- Parameters
condition : Expr containing RandomSymbols
A conditional expression. skewness(X, X>0) is skewness of X given X > 0
Examples
>>> from sympy.stats import skewness, Exponential, Normal >>> from sympy import Symbol >>> X = Normal('X', 0, 1) >>> skewness(X) 0 >>> skewness(X, X > 0) # find skewness given X > 0 (-sqrt(2)/sqrt(pi) + 4*sqrt(2)/pi**(3/2))/(1 - 2/pi)**(3/2)
>>> rate = Symbol('lambda', positive=True, real=True, finite=True) >>> Y = Exponential('Y', rate) >>> skewness(Y) 2
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sympy.stats.correlation(X, Y, condition=None, **kwargs)[source]¶ Correlation of two random expressions, also known as correlation coefficient or Pearson’s correlation
The normalized expectation that the two variables will rise and fall together
\[correlation(X,Y) = E((X-E(X))(Y-E(Y)) / (\sigma_x \sigma_y))\]Examples
>>> from sympy.stats import Exponential, correlation >>> from sympy import Symbol
>>> rate = Symbol('lambda', positive=True, real=True, finite=True) >>> X = Exponential('X', rate) >>> Y = Exponential('Y', rate)
>>> correlation(X, X) 1 >>> correlation(X, Y) 0 >>> correlation(X, Y + rate*X) 1/sqrt(1 + lambda**(-2))
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sympy.stats.rv.sampling_density(expr, given_condition=None, library='scipy', numsamples=1, seed=None, **kwargs)[source]¶ Sampling version of density
See also
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sympy.stats.rv.sampling_P(condition, given_condition=None, library='scipy', numsamples=1, evalf=True, seed=None, **kwargs)[source]¶ Sampling version of P
See also
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sympy.stats.rv.sampling_E(expr, given_condition=None, library='scipy', numsamples=1, evalf=True, seed=None, **kwargs)[source]¶ Sampling version of E
See also
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class
sympy.stats.Moment(X, n, c=0, condition=None, **kwargs)[source]¶ Symbolic class for Moment
Examples
>>> from sympy import Symbol, Integral >>> from sympy.stats import Normal, Expectation, Probability, Moment >>> mu = Symbol('mu', real=True) >>> sigma = Symbol('sigma', real=True, positive=True) >>> X = Normal('X', mu, sigma) >>> M = Moment(X, 3, 1)
To evaluate the result of Moment use \(doit\):
>>> M.doit() mu**3 - 3*mu**2 + 3*mu*sigma**2 + 3*mu - 3*sigma**2 - 1
Rewrite the Moment expression in terms of Expectation:
>>> M.rewrite(Expectation) Expectation((X - 1)**3)
Rewrite the Moment expression in terms of Probability:
>>> M.rewrite(Probability) Integral((x - 1)**3*Probability(Eq(X, x)), (x, -oo, oo))
Rewrite the Moment expression in terms of Integral:
>>> M.rewrite(Integral) Integral(sqrt(2)*(X - 1)**3*exp(-(X - mu)**2/(2*sigma**2))/(2*sqrt(pi)*sigma), (X, -oo, oo))
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sympy.stats.moment(X, n, c=0, condition=None, *, evaluate=True, **kwargs)[source]¶ Return the nth moment of a random expression about c.
\[moment(X, c, n) = E((X-c)^{n})\]Default value of c is 0.
Examples
>>> from sympy.stats import Die, moment, E >>> X = Die('X', 6) >>> moment(X, 1, 6) -5/2 >>> moment(X, 2) 91/6 >>> moment(X, 1) == E(X) True
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class
sympy.stats.CentralMoment(X, n, condition=None, **kwargs)[source]¶ Symbolic class Central Moment
Examples
>>> from sympy import Symbol, Integral >>> from sympy.stats import Normal, Expectation, Probability, CentralMoment >>> mu = Symbol('mu', real=True) >>> sigma = Symbol('sigma', real=True, positive=True) >>> X = Normal('X', mu, sigma) >>> CM = CentralMoment(X, 4)
To evaluate the result of CentralMoment use \(doit\):
>>> CM.doit().simplify() 3*sigma**4
Rewrite the CentralMoment expression in terms of Expectation:
>>> CM.rewrite(Expectation) Expectation((X - Expectation(X))**4)
Rewrite the CentralMoment expression in terms of Probability:
>>> CM.rewrite(Probability) Integral((x - Integral(x*Probability(True), (x, -oo, oo)))**4*Probability(Eq(X, x)), (x, -oo, oo))
Rewrite the CentralMoment expression in terms of Integral:
>>> CM.rewrite(Integral) Integral(sqrt(2)*(X - Integral(sqrt(2)*X*exp(-(X - mu)**2/(2*sigma**2))/(2*sqrt(pi)*sigma), (X, -oo, oo)))**4*exp(-(X - mu)**2/(2*sigma**2))/(2*sqrt(pi)*sigma), (X, -oo, oo))
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sympy.stats.cmoment(X, n, condition=None, *, evaluate=True, **kwargs)[source]¶ Return the nth central moment of a random expression about its mean.
\[cmoment(X, n) = E((X - E(X))^{n})\]Examples
>>> from sympy.stats import Die, cmoment, variance >>> X = Die('X', 6) >>> cmoment(X, 3) 0 >>> cmoment(X, 2) 35/12 >>> cmoment(X, 2) == variance(X) True
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class
sympy.stats.ExpectationMatrix(expr, condition=None)[source]¶ Expectation of a random matrix expression.
Examples
>>> from sympy.stats import ExpectationMatrix, Normal >>> from sympy.stats.rv import RandomMatrixSymbol >>> from sympy import symbols, MatrixSymbol, Matrix >>> k = symbols("k") >>> A, B = MatrixSymbol("A", k, k), MatrixSymbol("B", k, k) >>> X, Y = RandomMatrixSymbol("X", k, 1), RandomMatrixSymbol("Y", k, 1) >>> ExpectationMatrix(X) ExpectationMatrix(X) >>> ExpectationMatrix(A*X).shape (k, 1)
To expand the expectation in its expression, use
expand():>>> ExpectationMatrix(A*X + B*Y).expand() A*ExpectationMatrix(X) + B*ExpectationMatrix(Y) >>> ExpectationMatrix((X + Y)*(X - Y).T).expand() ExpectationMatrix(X*X.T) - ExpectationMatrix(X*Y.T) + ExpectationMatrix(Y*X.T) - ExpectationMatrix(Y*Y.T)
To evaluate the
ExpectationMatrix, usedoit():>>> N11, N12 = Normal('N11', 11, 1), Normal('N12', 12, 1) >>> N21, N22 = Normal('N21', 21, 1), Normal('N22', 22, 1) >>> M11, M12 = Normal('M11', 1, 1), Normal('M12', 2, 1) >>> M21, M22 = Normal('M21', 3, 1), Normal('M22', 4, 1) >>> x1 = Matrix([[N11, N12], [N21, N22]]) >>> x2 = Matrix([[M11, M12], [M21, M22]]) >>> ExpectationMatrix(x1 + x2).doit() Matrix([ [12, 14], [24, 26]])
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class
sympy.stats.VarianceMatrix(arg, condition=None)[source]¶ Variance of a random matrix probability expression. Also known as Covariance matrix, auto-covariance matrix, dispersion matrix, or variance-covariance matrix
Examples
>>> from sympy.stats import VarianceMatrix >>> from sympy.stats.rv import RandomMatrixSymbol >>> from sympy import symbols, MatrixSymbol >>> k = symbols("k") >>> A, B = MatrixSymbol("A", k, k), MatrixSymbol("B", k, k) >>> X, Y = RandomMatrixSymbol("X", k, 1), RandomMatrixSymbol("Y", k, 1) >>> VarianceMatrix(X) VarianceMatrix(X) >>> VarianceMatrix(X).shape (k, k)
To expand the variance in its expression, use
expand():>>> VarianceMatrix(A*X).expand() A*VarianceMatrix(X)*A.T >>> VarianceMatrix(A*X + B*Y).expand() 2*A*CrossCovarianceMatrix(X, Y)*B.T + A*VarianceMatrix(X)*A.T + B*VarianceMatrix(Y)*B.T
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class
sympy.stats.CrossCovarianceMatrix(arg1, arg2, condition=None)[source]¶ Covariance of a random matrix probability expression.
Examples
>>> from sympy.stats import CrossCovarianceMatrix >>> from sympy.stats.rv import RandomMatrixSymbol >>> from sympy import symbols, MatrixSymbol >>> k = symbols("k") >>> A, B = MatrixSymbol("A", k, k), MatrixSymbol("B", k, k) >>> C, D = MatrixSymbol("C", k, k), MatrixSymbol("D", k, k) >>> X, Y = RandomMatrixSymbol("X", k, 1), RandomMatrixSymbol("Y", k, 1) >>> Z, W = RandomMatrixSymbol("Z", k, 1), RandomMatrixSymbol("W", k, 1) >>> CrossCovarianceMatrix(X, Y) CrossCovarianceMatrix(X, Y) >>> CrossCovarianceMatrix(X, Y).shape (k, k)
To expand the covariance in its expression, use
expand():>>> CrossCovarianceMatrix(X + Y, Z).expand() CrossCovarianceMatrix(X, Z) + CrossCovarianceMatrix(Y, Z) >>> CrossCovarianceMatrix(A*X , Y).expand() A*CrossCovarianceMatrix(X, Y) >>> CrossCovarianceMatrix(A*X, B.T*Y).expand() A*CrossCovarianceMatrix(X, Y)*B >>> CrossCovarianceMatrix(A*X + B*Y, C.T*Z + D.T*W).expand() A*CrossCovarianceMatrix(X, W)*D + A*CrossCovarianceMatrix(X, Z)*C + B*CrossCovarianceMatrix(Y, W)*D + B*CrossCovarianceMatrix(Y, Z)*C
Mechanics¶
SymPy Stats employs a relatively complex class hierarchy.
RandomDomains are a mapping of variables to possible values.
For example, we might say that the symbol Symbol('x') can
take on the values \(\{1,2,3,4,5,6\}\).
A PSpace, or Probability Space, combines a RandomDomain
with a density to provide probabilistic information. For example
the above domain could be enhanced by a finite density
{1:1/6, 2:1/6, 3:1/6, 4:1/6, 5:1/6, 6:1/6} to
fully define the roll of a fair die named x.
A RandomSymbol represents the PSpace’s symbol ‘x’ inside of SymPy expressions.
The RandomDomain and PSpace classes are almost never directly instantiated. Instead they are subclassed for a variety of situations.
RandomDomains and PSpaces must be sufficiently general to represent domains and spaces of several variables with arbitrarily complex densities. This generality is often unnecessary. Instead we often build SingleDomains and SinglePSpaces to represent single, univariate events and processes such as a single die or a single normal variable.
Another common case is to collect together a set of such univariate random variables. A collection of independent SinglePSpaces or SingleDomains can be brought together to form a ProductDomain or ProductPSpace. These objects would be useful in representing three dice rolled together for example.
The Conditional adjective is added whenever we add a global condition to a RandomDomain or PSpace. A common example would be three independent dice where we know their sum to be greater than 12.
We specialize further into Finite and Continuous versions of these classes to represent finite (such as dice) and continuous (such as normals) random variables.
Additionally there are a few specialized classes that implement certain common random variable types. There is for example a DiePSpace that implements SingleFinitePSpace and a NormalPSpace that implements SingleContinuousPSpace.
-
class
sympy.stats.frv_types.DiePSpace¶
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class
sympy.stats.crv_types.NormalPSpace¶
RandomVariables can be extracted from these objects using the PSpace.values method.
As previously mentioned SymPy Stats employs a relatively complex class structure. Inheritance is widely used in the implementation of end-level classes. This tactic was chosen to balance between the need to allow SymPy to represent arbitrarily defined random variables and optimizing for common cases. This complicates the code but is structured to only be important to those working on extending SymPy Stats to other random variable types.
Users will not use this class structure. Instead these mechanics are exposed through variable creation functions Die, Coin, FiniteRV, Normal, Exponential, etc…. These build the appropriate SinglePSpaces and return the corresponding RandomVariable. Conditional and Product spaces are formed in the natural construction of SymPy expressions and the use of interface functions E, Given, Density, etc….
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sympy.stats.Die()¶
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sympy.stats.Normal()¶
There are some additional functions that may be useful. They are largely used internally.
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sympy.stats.rv.pspace(expr)[source]¶ Returns the underlying Probability Space of a random expression.
For internal use.
Examples
>>> from sympy.stats import pspace, Normal >>> X = Normal('X', 0, 1) >>> pspace(2*X + 1) == X.pspace True
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sympy.stats.rv.rs_swap(a, b)[source]¶ Build a dictionary to swap RandomSymbols based on their underlying symbol.
i.e. if
X = ('x', pspace1)andY = ('x', pspace2)thenXandYmatch and the key, value pair{X:Y}will appear in the resultInputs: collections a and b of random variables which share common symbols Output: dict mapping RVs in a to RVs in b
