Created
June 17, 2016 21:18
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Sympy Mixture Model Moments Test
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{ | |
"cells": [ | |
{ | |
"cell_type": "code", | |
"execution_count": 6, | |
"metadata": { | |
"collapsed": false | |
}, | |
"outputs": [ | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
"Populating the interactive namespace from numpy and matplotlib\n" | |
] | |
} | |
], | |
"source": [ | |
"%pylab notebook\n", | |
"import sympy.stats\n", | |
"import sympy.stats as sps\n", | |
"import sympy as sp" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 7, | |
"metadata": { | |
"collapsed": true | |
}, | |
"outputs": [], | |
"source": [ | |
"I = sps.Bernoulli('I', sp.Symbol('pi', positive=True))\n", | |
"X_1 = sps.Normal('X_1', sp.Symbol('mu_1', real=True), sp.Symbol('sigma_1', positive=True))\n", | |
"X_2 = sps.Normal('X_2', sp.Symbol('mu_2', real=True), sp.Symbol('sigma_2', positive=True))" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 8, | |
"metadata": { | |
"collapsed": false | |
}, | |
"outputs": [ | |
{ | |
"data": { | |
"text/plain": [ | |
"mu_1*pi + mu_2*(-pi + 1)" | |
] | |
}, | |
"execution_count": 8, | |
"metadata": {}, | |
"output_type": "execute_result" | |
} | |
], | |
"source": [ | |
"sps.E(I*X_1 + (1-I)*X_2)" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": null, | |
"metadata": { | |
"collapsed": false | |
}, | |
"outputs": [], | |
"source": [ | |
"sps.variance(I*X_1 + (1-I)*X_2)" | |
] | |
} | |
], | |
"metadata": { | |
"kernelspec": { | |
"display_name": "Python 2", | |
"language": "python", | |
"name": "python2" | |
}, | |
"language_info": { | |
"codemirror_mode": { | |
"name": "ipython", | |
"version": 2 | |
}, | |
"file_extension": ".py", | |
"mimetype": "text/x-python", | |
"name": "python", | |
"nbconvert_exporter": "python", | |
"pygments_lexer": "ipython2", | |
"version": "2.7.11+" | |
} | |
}, | |
"nbformat": 4, | |
"nbformat_minor": 0 | |
} |
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