[Numpy-discussion] Computing Simple Statistics When Only they Frequency Distribution is Known
Wayne Watson
sierra_mtnview at sbcglobal.net
Sat Nov 28 22:45:28 EST 2009
David Goldsmith wrote:
> On Fri, Nov 27, 2009 at 9:25 PM, Wayne Watson
> <sierra_mtnview at sbcglobal.net <mailto:sierra_mtnview at sbcglobal.net>>
> wrote:
>
> I actually wrote my own several days ago. When I began getting myself
> more familiar with numpy, I was hoping there would be an easy to use
> version in it for this frequency approach. If not, then I'll just
> stick
> with what I have. It seems something like this should be common.
>
> ...
>
> > If you need more stats with weights, then the attachment in
> > http://projects.scipy.org/scipy/ticket/604 is a good start.
> >
> > Josef
>
>
> Wayne:
>
> There is no need to "unwind": If Y(X) is the (unnormalized) freq.
> distr. of random variable/data X, start by computing y = Y/(Y.sum())
> (if Y is already normalized, skip this step). Then:
>
> av(X) = np.dot(X, y), sd(X) = np.sqrt(np.dot((X*X), y) - (av(X))^2),
> and higher moment statistics can be calculated utilizing similar
> formulae.
>
> DG
I was only illustrating a way that I would not consider, since the
hardware has already created the pdf. I've already coded it pretty much
as you have suggested. As I think I mention ed above, I'm a bit
surprised numpy doesn't provide the code you suggest as part of some
function. CalcSimplefromPDF(xvalues=mydatarray, avg=ture, minmax=true,
...).
--
Wayne Watson (Watson Adventures, Prop., Nevada City, CA)
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