def find_distribution_area(distribution: stats.rv_continuous, lower, upper,
*args, **kwargs):
"""
Find the area between the lower and upper bounds of a scipy.stats continuous random variable distribution.
"""
# Verify that either lower or upper is specified
if lower is None and upper is None:
print("Lower and upper bounds can't both be None")
raise UserInputError
# If lower is not specified we want to find the area below upper
if lower is None:
return distribution.cdf(upper, *args, **kwargs)
# If upper is not specified we want to find the are above lower
if upper is None:
return 1 - distribution.cdf(lower, *args, **kwargs)
# Otherwise we find the area between the lower and upper bounds
return distribution.cdf(upper, *args, **kwargs) - distribution.cdf(
lower, *args, **kwargs)
def discrete_distrb(distrb: rv_continuous) -> np.ndarray:
"""
Returns a discretisation of specified distribution at values x = 0, 1, 2, 3, ..., ceiling(10^-6 quantile)
"""
upper_lim = np.ceil(distrb.ppf(1 - 1e-6))
bin_lims = np.linspace(0.5, upper_lim + 0.5, int(upper_lim + 1))
cdf = distrb.cdf(bin_lims)
pmf = np.diff(cdf, prepend=0)
return pmf / pmf.sum()