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@nwjlyons
Last active April 5, 2021 20:22
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Regression to the mean
import random
from collections import Counter
def regression_to_the_mean(n):
data = [random.randint(1, 10) for x in range(n)]
return sum(data) // len(data)
# 10
Counter([regression_to_the_mean(10) for x in range(50)]).most_common()
>>> [(5, 23), (4, 14), (6, 6), (7, 4), (3, 3)]
# 100
Counter([regression_to_the_mean(100) for x in range(50)]).most_common()
>>> [(5, 41), (4, 5), (6, 4)]
# 1_000
Counter([regression_to_the_mean(1_000) for x in range(50)]).most_common()
>>> [(5, 50)]
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nwjlyons commented Nov 7, 2020

The more data points, the less variance in the mean.

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