Table of Contents
Distribution functions
- Snippet from Wikipedia: Distribution function
- This article describes the distribution function as used in physics.
Many useful distribution functions can be found in
cern.jet.stat.Probability
package. The package contains
numerical integration of certain probability distributions. Below we will show how to use
the normal distribution which is very useful distribution in many statistical analyses.
In the example below we will compute the probability that our random outcome is within a specified interval using the normal distribution.
The code below returns the area under the normal probability density function, integrated from minus infinity to -1.17 (assumes mean is zero, variance is one).
from cern.jet.stat.Probability import * print normal(-1.17)
For the two-sided case, one can multiply the result by 2.
Let us consider tow other methods:
Here an approach based on the javanpst class:
from javanpst.distributions.common.continuous import NormalDistribution p=NormalDistribution() print "1 sigma=",p.computeCumulativeProbability(1) print "2 sigma=",p.computeCumulativeProbability(2) print "\n Inverse 0.95 sigma. Method 1=",p.inverseNormalDistribution(0.95)
Alternatively, use Apache common math and its org.apache.commons.math3.distribution.NormalDistributio
class:
from org.apache.commons.math3.distribution import NormalDistribution p=NormalDistribution() print "Inverse 0.95 sigma. Method 2=",p.inverseCumulativeProbability(0.95)
Test distributions
You can find a number of statistical distributions here
Continues distributions
Discrete distributions
Plotting distribution functions
Now let us show how to plot density functions. This is relatively easy if you already read this manual before.
Here is a simply code to plot the Cauchy distribution function:
The image of the Cauchy function generated by this code is shown below: