def probability(self, condition, **kwargs):
cond_inv = False
if isinstance(condition, Ne):
condition = Eq(condition.args[0], condition.args[1])
cond_inv = True
elif isinstance(condition, And): # they are independent
return Mul(*[self.probability(arg) for arg in condition.args])
elif isinstance(condition, Or): # they are independent
return Add(*[self.probability(arg) for arg in condition.args])
expr = condition.lhs - condition.rhs
rvs = random_symbols(expr)
dens = self.compute_density(expr)
if any([pspace(rv).is_Continuous for rv in rvs]):
from sympy.stats.crv import SingleContinuousPSpace
from sympy.stats.crv_types import ContinuousDistributionHandmade
if expr in self.values:
# Marginalize all other random symbols out of the density
randomsymbols = tuple(set(self.values) - frozenset([expr]))
symbols = tuple(rs.symbol for rs in randomsymbols)
pdf = self.domain.integrate(self.pdf, symbols, **kwargs)
return Lambda(expr.symbol, pdf)
dens = ContinuousDistributionHandmade(dens)
z = Dummy('z', real=True)
space = SingleContinuousPSpace(z, dens)
result = space.probability(condition.__class__(space.value, 0))
else:
from sympy.stats.drv import SingleDiscretePSpace
from sympy.stats.drv_types import DiscreteDistributionHandmade
dens = DiscreteDistributionHandmade(dens)
z = Dummy('z', integer=True)
space = SingleDiscretePSpace(z, dens)
result = space.probability(condition.__class__(space.value, 0))
return result if not cond_inv else S.One - result
def test_ContinuousDistributionHandmade():
x = Symbol('x')
z = Dummy('z')
dens = Lambda(x, Piecewise((S.Half, (0<=x)&(x<1)), (0, (x>=1)&(x<2)),
(S.Half, (x>=2)&(x<3)), (0, True)))
dens = ContinuousDistributionHandmade(dens, set=Interval(0, 3))
space = SingleContinuousPSpace(z, dens)
assert dens.pdf == Lambda(x, Piecewise((1/2, (x >= 0) & (x < 1)),
(0, (x >= 1) & (x < 2)), (1/2, (x >= 2) & (x < 3)), (0, True)))
assert median(space.value) == Interval(1, 2)
assert E(space.value) == Rational(3, 2)
assert variance(space.value) == Rational(13, 12)
def _transform_pspace(self, sym, dist, pdf):
"""
This function returns the new pspace of the distribution using handmade
Distributions and their corresponding pspace.
"""
pdf = Lambda(sym, pdf(sym))
_set = dist.set
if isinstance(dist, ContinuousDistribution):
return SingleContinuousPSpace(sym, ContinuousDistributionHandmade(pdf, _set))
elif isinstance(dist, DiscreteDistribution):
return SingleDiscretePSpace(sym, DiscreteDistributionHandmade(pdf, _set))
elif isinstance(dist, SingleFiniteDistribution):
dens = dict((k, pdf(k)) for k in _set)
return SingleFinitePSpace(sym, FiniteDistributionHandmade(dens))
def probability(self, condition, **kwargs):
z = Dummy('z', real=True)
cond_inv = False
if isinstance(condition, Ne):
condition = Eq(condition.args[0], condition.args[1])
cond_inv = True
# Univariate case can be handled by where
try:
domain = self.where(condition)
rv = [rv for rv in self.values if rv.symbol == domain.symbol][0]
# Integrate out all other random variables
pdf = self.compute_density(rv, **kwargs)
# return S.Zero if `domain` is empty set
if domain.set is S.EmptySet or isinstance(domain.set, FiniteSet):
return S.Zero if not cond_inv else S.One
if isinstance(domain.set, Union):
return sum(
Integral(pdf(z), (z, subset), **kwargs)
for subset in domain.set.args
if isinstance(subset, Interval))
# Integrate out the last variable over the special domain
return Integral(pdf(z), (z, domain.set), **kwargs)
# Other cases can be turned into univariate case
# by computing a density handled by density computation
except NotImplementedError:
from sympy.stats.rv import density
expr = condition.lhs - condition.rhs
if not is_random(expr):
dens = self.density
comp = condition.rhs
else:
dens = density(expr, **kwargs)
comp = 0
if not isinstance(dens, ContinuousDistribution):
from sympy.stats.crv_types import ContinuousDistributionHandmade
dens = ContinuousDistributionHandmade(dens,
set=self.domain.set)
# Turn problem into univariate case
space = SingleContinuousPSpace(z, dens)
result = space.probability(condition.__class__(space.value, comp))
return result if not cond_inv else S.One - result