[Numpy-discussion] Computing Simple Statistics When Only they Frequency Distribution is Known

Wayne Watson sierra_mtnview@sbcglobal....
Sat Nov 28 21:45:28 CST 2009



David Goldsmith wrote:
> On Fri, Nov 27, 2009 at 9:25 PM, Wayne Watson 
> <sierra_mtnview@sbcglobal.net <mailto:sierra_mtnview@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, 
...).

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           Wayne Watson (Watson Adventures, Prop., Nevada City, CA)

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