File:Conditional norm.svg
| Uploaded by | A potato hater |
|---|---|
| Upload date | 2024-01-12T17:42:12Z |
| MIME type | image/svg+xml |
| Dimensions | 576 × 432 px |
| File size | 30.7 KB |
Summary
| Description |
Беларуская: Параўнанне шчыльнасці і функцыі размеркавання з умоўнымі шчыльнасцю і функцыяй размеркавання, для нармальнага размеркавання пры ўмове X > 0.
English: Comparison between regular PDF and CDF and conditional PDF and CDF for normal distribution. The condition is X > 0. |
| Date | |
| Source | Own work |
| Author | A potato hater |
Python Script
from matplotlib import gridspec
import matplotlib.pyplot as plt
import numpy as np
from scipy.stats import norm
linspace_size = 5000
linspace_left = -4
linspace_right = 4
x = np.linspace(linspace_left, linspace_right, linspace_size)
pdf = norm.pdf(x, 0)
pdf_cond = norm.pdf(x, 0) * 2
pdf_cond[x <= 0] = 0
cdf = np.cumsum(pdf) / (linspace_size / (linspace_right - linspace_left))
cdf_cond = np.cumsum(pdf_cond) / (linspace_size / (linspace_right - linspace_left))
fig = plt.figure()
gs = gridspec.GridSpec(2, 1)
ax0 = plt.subplot(gs[0])
plt.plot([], [], ' ', label="$X \sim \mathcal{N}(0, 1)$", color="black")
plt.plot(x, pdf, label="$f_X$")
plt.plot(x, pdf_cond, label="$f_{X|\{X>0\}}$")
plt.legend(prop={"size": 14})
plt.tick_params(
axis='x',
which='both',
bottom=False,
top=False,
labelbottom=False)
ax1 = plt.subplot(gs[1], sharex = ax0)
plt.plot(x, cdf, label="$F_X$")
plt.plot(x, cdf_cond, label="$F_{X|\{X>0\}}$")
plt.legend(prop={"size": 14})
plt.subplots_adjust(hspace=.05)
plt.savefig('plots/conditional_norm.svg')
Licensing
I, the copyright holder of this work, hereby publish it under the following license:
 
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This file is made available under the Creative Commons CC0 1.0 Universal Public Domain Dedication. |
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