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January 25, 2019 09:33
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for_Medium06_3
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{ | |
"cells": [ | |
{ | |
"cell_type": "markdown", | |
"metadata": {}, | |
"source": [ | |
"## Bootstrap Simulation" | |
] | |
}, | |
{ | |
"cell_type": "markdown", | |
"metadata": {}, | |
"source": [ | |
"### Statistic: Mean" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 17, | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"data": { | |
"text/plain": [ | |
"array([435, 205, 348, 264, 91, 319, 270, 484, 445, 102, 319, 330, 385,\n", | |
" 58, 419, 475, 343, 1, 34, 102, 443, 372, 445, 445, 80, 366,\n", | |
" 419, 149, 264, 330])" | |
] | |
}, | |
"execution_count": 17, | |
"metadata": {}, | |
"output_type": "execute_result" | |
} | |
], | |
"source": [ | |
"# draw a sample from population\n", | |
"sample = np.random.choice(pickups, size=30)\n", | |
"sample" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 18, | |
"metadata": {}, | |
"outputs": [], | |
"source": [ | |
"# bootstrap for mean\n", | |
"boot_means = []\n", | |
"for _ in range(10000):\n", | |
" bootsample = np.random.choice(sample,size=30, replace=True)\n", | |
" boot_means.append(bootsample.mean())" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 19, | |
"metadata": {}, | |
"outputs": [], | |
"source": [ | |
"# simulated mean of mean\n", | |
"bootmean = np.mean(boot_means)" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 20, | |
"metadata": {}, | |
"outputs": [], | |
"source": [ | |
"# simulated standard deviation of mean\n", | |
"bootmean_std = np.std(boot_means)" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 21, | |
"metadata": { | |
"scrolled": true | |
}, | |
"outputs": [ | |
{ | |
"data": { | |
"text/plain": [ | |
"(252.7, 291.44874000000004)" | |
] | |
}, | |
"execution_count": 21, | |
"metadata": {}, | |
"output_type": "execute_result" | |
} | |
], | |
"source": [ | |
"# simulated mean VS true mean\n", | |
"(pickups.mean(), bootmean)" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 22, | |
"metadata": { | |
"scrolled": true | |
}, | |
"outputs": [ | |
{ | |
"data": { | |
"text/plain": [ | |
"(26.336951228264823, 26.85003412725247)" | |
] | |
}, | |
"execution_count": 22, | |
"metadata": {}, | |
"output_type": "execute_result" | |
} | |
], | |
"source": [ | |
"# the theorical standard error and simulated standard error\n", | |
"(pickups.std()/(30 ** 0.5), bootmean_std)" | |
] | |
} | |
], | |
"metadata": { | |
"kernelspec": { | |
"display_name": "Python [conda env:Anaconda3]", | |
"language": "python", | |
"name": "conda-env-Anaconda3-py" | |
}, | |
"language_info": { | |
"codemirror_mode": { | |
"name": "ipython", | |
"version": 3 | |
}, | |
"file_extension": ".py", | |
"mimetype": "text/x-python", | |
"name": "python", | |
"nbconvert_exporter": "python", | |
"pygments_lexer": "ipython3", | |
"version": "3.6.4" | |
} | |
}, | |
"nbformat": 4, | |
"nbformat_minor": 2 | |
} |
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