[SML] Marginal PDF Example codes

Marginal PDF Example codes

포스트 난이도: HOO_Lead

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# Example codes

 

# Library
import numpy as np
import pandas as pd
from scipy.stats import norm, t
import matplotlib.pyplot as plt

#μX=μY= 0,σX=σY= 1
muX=0
muY=0
sigmaX=1
sigmaY=1

#interval [-3,3]
xGrid=np.arange(-3,3,.01)
yGrid=np.arange(-3,3,.01)

#Normal X Pdf
plt.figure()
plt.plot(xGrid, norm.pdf(xGrid,muX,sigmaX))
plt.title("Marginal PDF(X)")
plt.show()

# Normal Y Pdf
plt.figure()
plt.plot(yGrid, norm.pdf(yGrid, muY,sigmaY))
plt.title("Marginal PDF(Y)")
plt.show()

pGrid=np.arange(-0.75,1,0.25)
range=np.arange(-10,10,0.05)

# we already know the μX=μY= 0,σX=σY= 1 values(assignment2.1 code)

plt.figure()
for p in pGrid:
  mu = muX+p*sigmaX*(1-muY)/sigmaY
  sigma = (1-p**2)*sigmaX**2
  plt.plot(range,norm.pdf(range,mu,sigma), label=p)
plt.legend()
plt.show()

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# Results

 

Posted by HOO

Posted by HOO

Posted by HOO

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https://github.com/WhoisHOO/HOOAI/blob/main/Data%20Science/SML_PDF_585.py

GitHub - WhoisHOO/HOOAI: https://whoishoo.tistory.com/

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