def covariance(X, Y, condition=None, **kwargs):
"""
Covariance of two random expressions
The expectation that the two variables will rise and fall together
Covariance(X,Y) = E( (X-E(X)) * (Y-E(Y)) )
Examples
========
>>> from sympy.stats import Exponential, covariance
>>> from sympy import Symbol
>>> rate = Symbol('lambda', positive=True, real=True, bounded = True)
>>> X = Exponential('X', rate)
>>> Y = Exponential('Y', rate)
>>> covariance(X, X)
lambda**(-2)
>>> covariance(X, Y)
0
>>> covariance(X, Y + rate*X)
1/lambda
"""
return expectation(
(X - expectation(X, condition, **kwargs)) *
(Y - expectation(Y, condition, **kwargs)),
condition, **kwargs)
def covariance(X, Y, condition=None, **kwargs):
"""
Covariance of two random expressions
The expectation that the two variables will rise and fall together
Covariance(X,Y) = E( (X-E(X)) * (Y-E(Y)) )
Examples
========
>>> from sympy.stats import Exponential, covariance
>>> from sympy import Symbol
>>> rate = Symbol('lambda', positive=True, real=True, bounded = True)
>>> X = Exponential('X', rate)
>>> Y = Exponential('Y', rate)
>>> covariance(X, X)
lambda**(-2)
>>> covariance(X, Y)
0
>>> covariance(X, Y + rate*X)
1/lambda
"""
return expectation((X - expectation(X, condition, **kwargs)) *
(Y - expectation(Y, condition, **kwargs)), condition,
**kwargs)
def variance(X, condition=None, **kwargs):
"""
Variance of a random expression
Expectation of (X-E(X))**2
Examples
========
>>> from sympy.stats import Die, E, Bernoulli, variance
>>> from sympy import simplify, Symbol
>>> X = Die('X', 6)
>>> p = Symbol('p')
>>> B = Bernoulli('B', p, 1, 0)
>>> variance(2*X)
35/3
>>> simplify(variance(B))
p*(-p + 1)
"""
return (expectation(X**2, condition, **kwargs) -
expectation(X, condition, **kwargs)**2)
def variance(X, condition=None, **kwargs):
"""
Variance of a random expression
Expectation of (X-E(X))**2
Examples
========
>>> from sympy.stats import Die, E, Bernoulli, variance
>>> from sympy import simplify, Symbol
>>> X = Die('X', 6)
>>> p = Symbol('p')
>>> B = Bernoulli('B', p, 1, 0)
>>> variance(2*X)
35/3
>>> simplify(variance(B))
p*(-p + 1)
"""
return (expectation(X**2, condition, **kwargs) -
expectation(X, condition, **kwargs)**2)
def moment(X, n, c=0, condition=None, **kwargs):
"""
Return the nth moment of a random expression about c i.e. E((X-c)**n)
Default value of c is 0.
Examples
========
>>> from sympy.stats import Die, moment, E
>>> X = Die('X', 6)
>>> moment(X, 1, 6)
-5/2
>>> moment(X, 2)
91/6
>>> moment(X, 1) == E(X)
True
"""
return expectation((X - c)**n, condition, **kwargs)
def moment(X, n, c=0, condition=None, **kwargs):
"""
Return the nth moment of a random expression about c i.e. E((X-c)**n)
Default value of c is 0.
Examples
========
>>> from sympy.stats import Die, moment, E
>>> X = Die('X', 6)
>>> moment(X, 1, 6)
-5/2
>>> moment(X, 2)
91/6
>>> moment(X, 1) == E(X)
True
"""
return expectation((X - c)**n, condition, **kwargs)
def cmoment(X, n, condition=None, **kwargs):
"""
Return the nth central moment of a random expression about its mean
i.e. E((X - E(X))**n)
Examples
========
>>> from sympy.stats import Die, cmoment, variance
>>> X = Die('X', 6)
>>> cmoment(X, 3)
0
>>> cmoment(X, 2)
35/12
>>> cmoment(X, 2) == variance(X)
True
"""
mu = expectation(X, condition, **kwargs)
return moment(X, n, mu, condition, **kwargs)
def cmoment(X, n, condition=None, **kwargs):
"""
Return the nth central moment of a random expression about its mean
i.e. E((X - E(X))**n)
Examples
========
>>> from sympy.stats import Die, cmoment, variance
>>> X = Die('X', 6)
>>> cmoment(X, 3)
0
>>> cmoment(X, 2)
35/12
>>> cmoment(X, 2) == variance(X)
True
"""
mu = expectation(X, condition, **kwargs)
return moment(X, n, mu, condition, **kwargs)
def skewness(X, condition=None, **kwargs):
mu = expectation(X, condition, **kwargs)
sigma = std(X, condition, **kwargs)
return expectation(((X - mu) / sigma)**3, condition, **kwargs)
def skewness(X, condition=None, **kwargs):
mu = expectation(X, condition, **kwargs)
sigma = std(X, condition, **kwargs)
return expectation( ((X - mu)/sigma) ** 3, condition, **kwargs)
