def test_Compound_Distribution():
X = Normal('X', 2, 4)
N = NormalDistribution(X, 4)
C = CompoundDistribution(N)
assert C.is_Continuous
assert C.set == Interval(-oo, oo)
assert C.pdf(x, evaluate=True).simplify() == exp(-x**2/64 + x/16 - S(1)/16)/(8*sqrt(pi))
assert not isinstance(CompoundDistribution(NormalDistribution(2, 3)),
CompoundDistribution)
M = MultivariateNormalDistribution([1, 2], [[2, 1], [1, 2]])
raises(NotImplementedError, lambda: CompoundDistribution(M))
X = Beta('X', 2, 4)
B = BernoulliDistribution(X, 1, 0)
C = CompoundDistribution(B)
assert C.is_Finite
assert C.set == {0, 1}
y = symbols('y', negative=False, integer=True)
assert C.pdf(y, evaluate=True) == Piecewise((S(1)/(30*beta(2, 4)), Eq(y, 0)),
(S(1)/(60*beta(2, 4)), Eq(y, 1)), (0, True))
k, t, z = symbols('k t z', positive=True, real=True)
G = Gamma('G', k, t)
X = PoissonDistribution(G)
C = CompoundDistribution(X)
assert C.is_Discrete
assert C.set == S.Naturals0
assert C.pdf(z, evaluate=True).simplify() == t**z*(t + 1)**(-k - z)*gamma(k \
+ z)/(gamma(k)*gamma(z + 1))
def doit(self, **hints):
condition = self.args[0]
given_condition = self._condition
numsamples = hints.get('numsamples', False)
for_rewrite = not hints.get('for_rewrite', False)
if isinstance(condition, Not):
return S.One - self.func(condition.args[0],
given_condition,
evaluate=for_rewrite).doit(**hints)
if condition.has(RandomIndexedSymbol):
return pspace(condition).probability(condition,
given_condition,
evaluate=for_rewrite)
if isinstance(given_condition, RandomSymbol):
condrv = random_symbols(condition)
if len(condrv) == 1 and condrv[0] == given_condition:
from sympy.stats.frv_types import BernoulliDistribution
return BernoulliDistribution(
self.func(condition).doit(**hints), 0, 1)
if any([dependent(rv, given_condition) for rv in condrv]):
return Probability(condition, given_condition)
else:
return Probability(condition).doit()
if given_condition is not None and \
not isinstance(given_condition, (Relational, Boolean)):
raise ValueError(
"%s is not a relational or combination of relationals" %
(given_condition))
if given_condition == False or condition is S.false:
return S.Zero
if not isinstance(condition, (Relational, Boolean)):
raise ValueError(
"%s is not a relational or combination of relationals" %
(condition))
if condition is S.true:
return S.One
if numsamples:
return sampling_P(condition,
given_condition,
numsamples=numsamples)
if given_condition is not None: # If there is a condition
# Recompute on new conditional expr
return Probability(given(condition, given_condition)).doit()
# Otherwise pass work off to the ProbabilitySpace
if pspace(condition) == PSpace():
return Probability(condition, given_condition)
result = pspace(condition).probability(condition)
if hasattr(result, 'doit') and for_rewrite:
return result.doit()
else:
return result
def test_issue_12237():
X = Normal('X', 0, 1)
Y = Normal('Y', 0, 1)
U = P(X > 0, X)
V = P(Y < 0, X)
W = P(X + Y > 0, X)
assert W == P(X + Y > 0, X)
assert U == BernoulliDistribution(S(1) / 2, S(0), S(1))
assert V == S(1) / 2
def test_issue_12237():
X = Normal('X', 0, 1)
Y = Normal('Y', 0, 1)
U = P(X > 0, X)
V = P(Y < 0, X)
W = P(X + Y > 0, X)
assert W == P(X + Y > 0, X)
assert U == BernoulliDistribution(S.Half, S.Zero, S.One)
assert V == S.Half
def probability(self,
condition,
given_condition=None,
evaluate=True,
**kwargs):
"""
Computes probability.
Parameters
==========
condition: Relational
Condition for which probability has to be computed. Must
contain a RandomIndexedSymbol of the process.
given_condition: Relational/And
The given conditions under which computations should be done.
Returns
=======
Probability of the condition.
"""
new_condition, new_givencondition = self._rvindexed_subs(
condition, given_condition)
if isinstance(new_givencondition, RandomSymbol):
condrv = random_symbols(new_condition)
if len(condrv) == 1 and condrv[0] == new_givencondition:
return BernoulliDistribution(self.probability(new_condition),
0, 1)
if any([dependent(rv, new_givencondition) for rv in condrv]):
return Probability(new_condition, new_givencondition)
else:
return self.probability(new_condition)
if new_givencondition is not None and \
not isinstance(new_givencondition, (Relational, Boolean)):
raise ValueError(
"%s is not a relational or combination of relationals" %
(new_givencondition))
if new_givencondition == False:
return S.Zero
if new_condition == True:
return S.One
if new_condition == False:
return S.Zero
if not isinstance(new_condition, (Relational, Boolean)):
raise ValueError(
"%s is not a relational or combination of relationals" %
(new_condition))
if new_givencondition is not None: # If there is a condition
# Recompute on new conditional expr
return self.probability(
given(new_condition, new_givencondition, **kwargs), **kwargs)
return pspace(new_condition).probability(new_condition, **kwargs)
def __new__(cls, sym, p, success=1, failure=0):
_value_check(p >= 0 and p <= 1, 'Value of p must be between 0 and 1.')
p = _sympify(p)
sym = _symbol_converter(sym)
success = _sym_sympify(success)
failure = _sym_sympify(failure)
state_space = _set_converter([success, failure])
return Basic.__new__(cls, sym, state_space, BernoulliDistribution(p),
p, success, failure)
def test_compound_pspace():
X = Normal('X', 2, 4)
Y = Normal('Y', 3, 6)
assert not isinstance(Y.pspace, CompoundPSpace)
N = NormalDistribution(1, 2)
D = PoissonDistribution(3)
B = BernoulliDistribution(0.2, 1, 0)
pspace1 = CompoundPSpace('N', N)
pspace2 = CompoundPSpace('D', D)
pspace3 = CompoundPSpace('B', B)
assert not isinstance(pspace1, CompoundPSpace)
assert not isinstance(pspace2, CompoundPSpace)
assert not isinstance(pspace3, CompoundPSpace)
M = MultivariateNormalDistribution([1, 2], [[2, 1], [1, 2]])
raises(ValueError, lambda: CompoundPSpace('M', M))
Y = Normal('Y', X, 6)
assert isinstance(Y.pspace, CompoundPSpace)
assert Y.pspace.distribution == CompoundDistribution(NormalDistribution(X, 6))
assert Y.pspace.domain.set == Interval(-oo, oo)
def test_BernoulliProcess():
B = BernoulliProcess("B", p=0.6, success=1, failure=0)
assert B.state_space == FiniteSet(0, 1)
assert B.index_set == S.Naturals0
assert B.success == 1
assert B.failure == 0
X = BernoulliProcess("X", p=Rational(1, 3), success='H', failure='T')
assert X.state_space == FiniteSet('H', 'T')
H, T = symbols("H,T")
assert E(X[1] + X[2] * X[3]
) == H**2 / 9 + 4 * H * T / 9 + H / 3 + 4 * T**2 / 9 + 2 * T / 3
t, x = symbols('t, x', positive=True, integer=True)
assert isinstance(B[t], RandomIndexedSymbol)
raises(ValueError,
lambda: BernoulliProcess("X", p=1.1, success=1, failure=0))
raises(NotImplementedError, lambda: B(t))
raises(IndexError, lambda: B[-3])
assert B.joint_distribution(B[3], B[9]) == JointDistributionHandmade(
Lambda(
(B[3], B[9]),
Piecewise((0.6, Eq(B[3], 1)), (0.4, Eq(B[3], 0)),
(0, True)) * Piecewise((0.6, Eq(B[9], 1)),
(0.4, Eq(B[9], 0)), (0, True))))
assert B.joint_distribution(2, B[4]) == JointDistributionHandmade(
Lambda(
(B[2], B[4]),
Piecewise((0.6, Eq(B[2], 1)), (0.4, Eq(B[2], 0)),
(0, True)) * Piecewise((0.6, Eq(B[4], 1)),
(0.4, Eq(B[4], 0)), (0, True))))
# Test for the sum distribution of Bernoulli Process RVs
Y = B[1] + B[2] + B[3]
assert P(Eq(Y, 0)).round(2) == Float(0.06, 1)
assert P(Eq(Y, 2)).round(2) == Float(0.43, 2)
assert P(Eq(Y, 4)).round(2) == 0
assert P(Gt(Y, 1)).round(2) == Float(0.65, 2)
# Test for independency of each Random Indexed variable
assert P(Eq(B[1], 0) & Eq(B[2], 1) & Eq(B[3], 0)
& Eq(B[4], 1)).round(2) == Float(0.06, 1)
assert E(2 * B[1] + B[2]).round(2) == Float(1.80, 3)
assert E(2 * B[1] + B[2] + 5).round(2) == Float(6.80, 3)
assert E(B[2] * B[4] + B[10]).round(2) == Float(0.96, 2)
assert E(B[2] > 0, Eq(B[1], 1) & Eq(B[2], 1)).round(2) == Float(0.60, 2)
assert E(B[1]) == 0.6
assert P(B[1] > 0).round(2) == Float(0.60, 2)
assert P(B[1] < 1).round(2) == Float(0.40, 2)
assert P(B[1] > 0, B[2] <= 1).round(2) == Float(0.60, 2)
assert P(B[12] * B[5] > 0).round(2) == Float(0.36, 2)
assert P(B[12] * B[5] > 0, B[4] < 1).round(2) == Float(0.36, 2)
assert P(Eq(B[2], 1), B[2] > 0) == 1
assert P(Eq(B[5], 3)) == 0
assert P(Eq(B[1], 1), B[1] < 0) == 0
assert P(B[2] > 0, Eq(B[2], 1)) == 1
assert P(B[2] < 0, Eq(B[2], 1)) == 0
assert P(B[2] > 0, B[2] == 7) == 0
assert P(B[5] > 0, B[5]) == BernoulliDistribution(0.6, 0, 1)
raises(ValueError, lambda: P(3))
raises(ValueError, lambda: P(B[3] > 0, 3))
# test issue 19456
expr = Sum(B[t], (t, 0, 4))
expr2 = Sum(B[t], (t, 1, 3))
expr3 = Sum(B[t]**2, (t, 1, 3))
assert expr.doit() == B[0] + B[1] + B[2] + B[3] + B[4]
assert expr2.doit() == Y
assert expr3.doit() == B[1]**2 + B[2]**2 + B[3]**2
assert B[2 * t].free_symbols == {B[2 * t], t}
assert B[4].free_symbols == {B[4]}
assert B[x * t].free_symbols == {B[x * t], x, t}
#test issue 20078
assert (2 * B[t] + 3 * B[t]).simplify() == 5 * B[t]
assert (2 * B[t] - 3 * B[t]).simplify() == -B[t]
assert (2 * (0.25 * B[t])).simplify() == 0.5 * B[t]
assert (2 * B[t] * 0.25 * B[t]).simplify() == 0.5 * B[t]**2
assert (B[t]**2 + B[t]**3).simplify() == (B[t] + 1) * B[t]**2
def probability(condition,
given_condition=None,
numsamples=None,
evaluate=True,
**kwargs):
"""
Probability that a condition is true, optionally given a second condition
Parameters
==========
condition : Combination of Relationals containing RandomSymbols
The condition of which you want to compute the probability
given_condition : Combination of Relationals containing RandomSymbols
A conditional expression. P(X > 1, X > 0) is expectation of X > 1
given X > 0
numsamples : int
Enables sampling and approximates the probability with this many samples
evaluate : Bool (defaults to True)
In case of continuous systems return unevaluated integral
Examples
========
>>> from sympy.stats import P, Die
>>> from sympy import Eq
>>> X, Y = Die('X', 6), Die('Y', 6)
>>> P(X > 3)
1/2
>>> P(Eq(X, 5), X > 2) # Probability that X == 5 given that X > 2
1/4
>>> P(X > Y)
5/12
"""
condition = sympify(condition)
given_condition = sympify(given_condition)
if condition.has(RandomIndexedSymbol):
return pspace(condition).probability(condition, given_condition,
evaluate, **kwargs)
if isinstance(given_condition, RandomSymbol):
condrv = random_symbols(condition)
if len(condrv) == 1 and condrv[0] == given_condition:
from sympy.stats.frv_types import BernoulliDistribution
return BernoulliDistribution(probability(condition), 0, 1)
if any([dependent(rv, given_condition) for rv in condrv]):
from sympy.stats.symbolic_probability import Probability
return Probability(condition, given_condition)
else:
return probability(condition)
if given_condition is not None and \
not isinstance(given_condition, (Relational, Boolean)):
raise ValueError(
"%s is not a relational or combination of relationals" %
(given_condition))
if given_condition == False:
return S.Zero
if not isinstance(condition, (Relational, Boolean)):
raise ValueError(
"%s is not a relational or combination of relationals" %
(condition))
if condition is S.true:
return S.One
if condition is S.false:
return S.Zero
if numsamples:
return sampling_P(condition,
given_condition,
numsamples=numsamples,
**kwargs)
if given_condition is not None: # If there is a condition
# Recompute on new conditional expr
return probability(given(condition, given_condition, **kwargs),
**kwargs)
# Otherwise pass work off to the ProbabilitySpace
result = pspace(condition).probability(condition, **kwargs)
if evaluate and hasattr(result, 'doit'):
return result.doit()
else:
return result
def test_BernoulliProcess():
B = BernoulliProcess("B", p=0.6, success=1, failure=0)
assert B.state_space == FiniteSet(0, 1)
assert B.index_set == S.Naturals0
assert B.success == 1
assert B.failure == 0
X = BernoulliProcess("X", p=Rational(1, 3), success="H", failure="T")
assert X.state_space == FiniteSet("H", "T")
H, T = symbols("H,T")
assert (E(X[1] + X[2] * X[3]) == H**2 / 9 + 4 * H * T / 9 + H / 3 +
4 * T**2 / 9 + 2 * T / 3)
t = symbols("t", positive=True, integer=True)
assert isinstance(B[t], RandomIndexedSymbol)
raises(ValueError,
lambda: BernoulliProcess("X", p=1.1, success=1, failure=0))
raises(NotImplementedError, lambda: B(t))
raises(IndexError, lambda: B[-3])
assert B.joint_distribution(B[3], B[9]) == JointDistributionHandmade(
Lambda(
(B[3], B[9]),
Piecewise((0.6, Eq(B[3], 1)), (0.4, Eq(B[3], 0)),
(0, True)) * Piecewise((0.6, Eq(B[9], 1)),
(0.4, Eq(B[9], 0)), (0, True)),
))
assert B.joint_distribution(2, B[4]) == JointDistributionHandmade(
Lambda(
(B[2], B[4]),
Piecewise((0.6, Eq(B[2], 1)), (0.4, Eq(B[2], 0)),
(0, True)) * Piecewise((0.6, Eq(B[4], 1)),
(0.4, Eq(B[4], 0)), (0, True)),
))
# Test for the sum distribution of Bernoulli Process RVs
Y = B[1] + B[2] + B[3]
assert P(Eq(Y, 0)).round(2) == Float(0.06, 1)
assert P(Eq(Y, 2)).round(2) == Float(0.43, 2)
assert P(Eq(Y, 4)).round(2) == 0
assert P(Gt(Y, 1)).round(2) == Float(0.65, 2)
# Test for independency of each Random Indexed variable
assert P(Eq(B[1], 0) & Eq(B[2], 1) & Eq(B[3], 0)
& Eq(B[4], 1)).round(2) == Float(0.06, 1)
assert E(2 * B[1] + B[2]).round(2) == Float(1.80, 3)
assert E(2 * B[1] + B[2] + 5).round(2) == Float(6.80, 3)
assert E(B[2] * B[4] + B[10]).round(2) == Float(0.96, 2)
assert E(B[2] > 0, Eq(B[1], 1) & Eq(B[2], 1)).round(2) == Float(0.60, 2)
assert E(B[1]) == 0.6
assert P(B[1] > 0).round(2) == Float(0.60, 2)
assert P(B[1] < 1).round(2) == Float(0.40, 2)
assert P(B[1] > 0, B[2] <= 1).round(2) == Float(0.60, 2)
assert P(B[12] * B[5] > 0).round(2) == Float(0.36, 2)
assert P(B[12] * B[5] > 0, B[4] < 1).round(2) == Float(0.36, 2)
assert P(Eq(B[2], 1), B[2] > 0) == 1
assert P(Eq(B[5], 3)) == 0
assert P(Eq(B[1], 1), B[1] < 0) == 0
assert P(B[2] > 0, Eq(B[2], 1)) == 1
assert P(B[2] < 0, Eq(B[2], 1)) == 0
assert P(B[2] > 0, B[2] == 7) == 0
assert P(B[5] > 0, B[5]) == BernoulliDistribution(0.6, 0, 1)
raises(ValueError, lambda: P(3))
raises(ValueError, lambda: P(B[3] > 0, 3))
def distribution(self):
return BernoulliDistribution(self.p)