[SciPy-User] Scipy and statistics: probability density function

Daniel J Farrell daniel.farrell@imperial.ac...
Mon Jul 27 02:33:37 CDT 2009


Dear list,

I am looking for some of the functionality provided by the GNU  
Scientific Library histogram module (http://www.gnu.org/software/gsl/manual/html_node/Histograms.html 
).

In particular, a need to be able to create a probability density  
function from my histogram of data. This will allow inverse look-ups  
to be performed, i.e. for a random number (0-->1) find the associated  
probability (http://www.gnu.org/software/gsl/manual/html_node/The-histogram-probability-distribution-struct.html 
). This allows the distribution and for samples to be returned  
weighted by the probability of the distribution -- which is a common  
task!

Is is easier just to call GSL using C-types? I just wanted to check  
that this functionality doesn't already exist before I stray too far,  
or implement it my self.

Best regards

Dan


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