42 lines
865 B
Python
42 lines
865 B
Python
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# -*- coding: utf-8 -*-
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"""
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Created on Sat Jan 17 20:17:14 2015
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@author: rlabbe
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"""
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from scipy.stats import t, norm
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import matplotlib.pyplot as plt
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import numpy as np
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import math
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import random
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df =4
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mu = 10
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std = 2
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x = np.linspace(-5, 20, 100)
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plt.plot(x, t.pdf(x, df=df, loc=mu, scale=std), 'r-', lw=5, label='t pdf')
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x2 = np.linspace(mu-10, mu+10, 100)
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plt.plot(x, norm.pdf(x, mu, std), 'b-', lw=5, label='gaussian pdf')
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plt.legend()
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plt.figure()
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def student_t(df, mu, std): # nu equals number of degrees of freedom
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x = random.gauss(0, std)
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y = 2.0*random.gammavariate(0.5*df, 2.0)
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return x / (math.sqrt(y/df)) + mu
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N = 100000
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ys = [student_t(2.7, 100, 2) for i in range(N)]
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plt.hist(ys, 10000, histtype='step')
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ys = [random.gauss(100,2) for i in range(N)]
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plt.hist(ys, 10000, histtype='step',color='r')
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plt.show()
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