def test_hypergeometric_symbolic():
N, m, n = symbols("N, m, n")
H = Hypergeometric("H", N, m, n)
dens = density(H).dict
expec = E(H > 2)
assert dens == Density(HypergeometricDistribution(N, m, n))
assert dens.subs(N,
5).doit() == Density(HypergeometricDistribution(5, m, n))
assert set(dens.subs({
N: 3,
m: 2,
n: 1
}).doit().keys()) == set([S.Zero, S.One])
assert set(dens.subs({
N: 3,
m: 2,
n: 1
}).doit().values()) == set([Rational(1, 3), Rational(2, 3)])
k = Dummy("k", integer=True)
assert expec.dummy_eq(
Sum(
Piecewise(
(k * binomial(m, k) * binomial(N - m, -k + n) / binomial(N, n),
k > 2),
(0, True),
),
(k, 0, n),
))
def test_hypergeometric_symbolic():
N, m, n = symbols('N, m, n')
H = Hypergeometric('H', N, m, n)
dens = density(H).dict
expec = E(H > 2)
assert dens == Density(HypergeometricDistribution(N, m, n))
assert dens.subs(N, 5).doit() == Density(HypergeometricDistribution(5, m, n))
assert set(dens.subs({N: 3, m: 2, n: 1}).doit().keys()) == set([S(0), S(1)])
assert set(dens.subs({N: 3, m: 2, n: 1}).doit().values()) == set([S(1)/3, S(2)/3])
k = Dummy('k', integer=True)
assert expec.dummy_eq(
Sum(Piecewise((k*binomial(m, k)*binomial(N - m, -k + n)
/binomial(N, n), k > 2), (0, True)), (k, 0, n)))
def test_binomial_symbolic():
n = 2
p = symbols('p', positive=True)
X = Binomial('X', n, p)
t = Symbol('t')
assert simplify(E(X)) == n * p == simplify(moment(X, 1))
assert simplify(variance(X)) == n * p * (1 - p) == simplify(cmoment(X, 2))
assert cancel((skewness(X) - (1 - 2 * p) / sqrt(n * p * (1 - p)))) == 0
assert cancel((kurtosis(X)) - (3 + (1 - 6 * p * (1 - p)) / (n * p *
(1 - p)))) == 0
assert characteristic_function(X)(t) == p**2 * exp(
2 * I * t) + 2 * p * (-p + 1) * exp(I * t) + (-p + 1)**2
assert moment_generating_function(X)(
t) == p**2 * exp(2 * t) + 2 * p * (-p + 1) * exp(t) + (-p + 1)**2
# Test ability to change success/failure winnings
H, T = symbols('H T')
Y = Binomial('Y', n, p, succ=H, fail=T)
assert simplify(E(Y) - (n * (H * p + T * (1 - p)))) == 0
# test symbolic dimensions
n = symbols('n')
B = Binomial('B', n, p)
raises(NotImplementedError, lambda: P(B > 2))
assert density(B).dict == Density(BinomialDistribution(n, p, 1, 0))
assert set(density(B).dict.subs(n, 4).doit().keys()) == \
set([S(0), S(1), S(2), S(3), S(4)])
assert set(density(B).dict.subs(n, 4).doit().values()) == \
set([(1 - p)**4, 4*p*(1 - p)**3, 6*p**2*(1 - p)**2, 4*p**3*(1 - p), p**4])
k = Dummy('k', integer=True)
assert E(B > 2).dummy_eq(
Sum(
Piecewise((k * p**k * (1 - p)**(-k + n) * binomial(n, k), (k >= 0)
& (k <= n) & (k > 2)), (0, True)), (k, 0, n)))
def dict(self):
if self.is_symbolic:
return Density(self)
return {
k * self.succ + (self.n - k) * self.fail: self.pmf(k)
for k in range(0, self.n + 1)
}
def dict(self):
if self.k.is_Symbol:
return Density(self)
d = {1: Rational(1, self.k)}
d.update(
dict((i, Rational(1, i * (i - 1))) for i in range(2, self.k + 1)))
return d
def test_ideal_soliton():
raises(ValueError, lambda: IdealSoliton('sol', -12))
raises(ValueError, lambda: IdealSoliton('sol', 13.2))
raises(ValueError, lambda: IdealSoliton('sol', 0))
f = Function('f')
raises(ValueError, lambda: density(IdealSoliton('sol', 10)).pmf(f))
k = Symbol('k', integer=True, positive=True)
x = Symbol('x', integer=True, positive=True)
t = Symbol('t')
sol = IdealSoliton('sol', k)
assert density(sol).low == S.One
assert density(sol).high == k
assert density(sol).dict == Density(density(sol))
assert density(sol).pmf(x) == Piecewise(
(1 / k, Eq(x, 1)), (1 / (x * (x - 1)), k >= x), (0, True))
k_vals = [5, 20, 50, 100, 1000]
for i in k_vals:
assert E(sol.subs(k, i)) == harmonic(i) == moment(sol.subs(k, i), 1)
assert variance(sol.subs(
k, i)) == (i - 1) + harmonic(i) - harmonic(i)**2 == cmoment(
sol.subs(k, i), 2)
assert skewness(sol.subs(k, i)) == smoment(sol.subs(k, i), 3)
assert kurtosis(sol.subs(k, i)) == smoment(sol.subs(k, i), 4)
assert exp(I * t) / 10 + Sum(exp(I * t * x) / (x * x - x), (x, 2, k)).subs(
k, 10).doit() == characteristic_function(sol.subs(k, 10))(t)
assert exp(t) / 10 + Sum(exp(t * x) / (x * x - x), (x, 2, k)).subs(
k, 10).doit() == moment_generating_function(sol.subs(k, 10))(t)
def dict(self):
if self.is_symbolic:
return Density(self)
return {k: self.pmf(k) for k in self.set}
def test_Density():
X = Die('X', 6)
d = Density(X)
assert d.doit() == density(X)
def test_dice():
# TODO: Make iid method!
X, Y, Z = Die('X', 6), Die('Y', 6), Die('Z', 6)
a, b, t, p = symbols('a b t p')
assert E(X) == 3 + S.Half
assert variance(X) == S(35) / 12
assert E(X + Y) == 7
assert E(X + X) == 7
assert E(a * X + b) == a * E(X) + b
assert variance(X + Y) == variance(X) + variance(Y) == cmoment(X + Y, 2)
assert variance(X + X) == 4 * variance(X) == cmoment(X + X, 2)
assert cmoment(X, 0) == 1
assert cmoment(4 * X, 3) == 64 * cmoment(X, 3)
assert covariance(X, Y) == S.Zero
assert covariance(X, X + Y) == variance(X)
assert density(Eq(cos(X * S.Pi), 1))[True] == S.Half
assert correlation(X, Y) == 0
assert correlation(X, Y) == correlation(Y, X)
assert smoment(X + Y, 3) == skewness(X + Y)
assert smoment(X + Y, 4) == kurtosis(X + Y)
assert smoment(X, 0) == 1
assert P(X > 3) == S.Half
assert P(2 * X > 6) == S.Half
assert P(X > Y) == S(5) / 12
assert P(Eq(X, Y)) == P(Eq(X, 1))
assert E(X, X > 3) == 5 == moment(X, 1, 0, X > 3)
assert E(X, Y > 3) == E(X) == moment(X, 1, 0, Y > 3)
assert E(X + Y, Eq(X, Y)) == E(2 * X)
assert moment(X, 0) == 1
assert moment(5 * X, 2) == 25 * moment(X, 2)
assert quantile(X)(p) == Piecewise((nan, (p > S.One) | (p < S(0))),\
(S.One, p <= S(1)/6), (S(2), p <= S(1)/3), (S(3), p <= S.Half),\
(S(4), p <= S(2)/3), (S(5), p <= S(5)/6), (S(6), p <= S.One))
assert P(X > 3, X > 3) == S.One
assert P(X > Y, Eq(Y, 6)) == S.Zero
assert P(Eq(X + Y, 12)) == S.One / 36
assert P(Eq(X + Y, 12), Eq(X, 6)) == S.One / 6
assert density(X + Y) == density(Y + Z) != density(X + X)
d = density(2 * X + Y**Z)
assert d[S(22)] == S.One / 108 and d[S(4100)] == S.One / 216 and S(
3130) not in d
assert pspace(X).domain.as_boolean() == Or(
*[Eq(X.symbol, i) for i in [1, 2, 3, 4, 5, 6]])
assert where(X > 3).set == FiniteSet(4, 5, 6)
assert characteristic_function(X)(t) == exp(6 * I * t) / 6 + exp(
5 * I * t) / 6 + exp(4 * I * t) / 6 + exp(3 * I * t) / 6 + exp(
2 * I * t) / 6 + exp(I * t) / 6
assert moment_generating_function(X)(
t) == exp(6 * t) / 6 + exp(5 * t) / 6 + exp(4 * t) / 6 + exp(
3 * t) / 6 + exp(2 * t) / 6 + exp(t) / 6
# Bayes test for die
BayesTest(X > 3, X + Y < 5)
BayesTest(Eq(X - Y, Z), Z > Y)
BayesTest(X > 3, X > 2)
# arg test for die
raises(ValueError, lambda: Die('X', -1)) # issue 8105: negative sides.
raises(ValueError, lambda: Die('X', 0))
raises(ValueError, lambda: Die('X', 1.5)) # issue 8103: non integer sides.
# symbolic test for die
n, k = symbols('n, k', positive=True)
D = Die('D', n)
dens = density(D).dict
assert dens == Density(DieDistribution(n))
assert set(dens.subs(n, 4).doit().keys()) == set([1, 2, 3, 4])
assert set(dens.subs(n, 4).doit().values()) == set([S(1) / 4])
k = Dummy('k', integer=True)
assert E(D).dummy_eq(Sum(Piecewise((k / n, k <= n), (0, True)), (k, 1, n)))
assert variance(D).subs(n, 6).doit() == S(35) / 12
ki = Dummy('ki')
cumuf = cdf(D)(k)
assert cumuf.dummy_eq(
Sum(Piecewise((1 / n, (ki >= 1) & (ki <= n)), (0, True)), (ki, 1, k)))
assert cumuf.subs({n: 6, k: 2}).doit() == S(1) / 3
t = Dummy('t')
cf = characteristic_function(D)(t)
assert cf.dummy_eq(
Sum(Piecewise((exp(ki * I * t) / n, (ki >= 1) & (ki <= n)), (0, True)),
(ki, 1, n)))
assert cf.subs(
n,
3).doit() == exp(3 * I * t) / 3 + exp(2 * I * t) / 3 + exp(I * t) / 3
mgf = moment_generating_function(D)(t)
assert mgf.dummy_eq(
Sum(Piecewise((exp(ki * t) / n, (ki >= 1) & (ki <= n)), (0, True)),
(ki, 1, n)))
assert mgf.subs(n,
3).doit() == exp(3 * t) / 3 + exp(2 * t) / 3 + exp(t) / 3
def test_Density():
X = Die('X', 6)
d = Density(X)
assert d.doit() == density(X)
def dict(self):
if self.is_symbolic:
return Density(self)
return dict((k, self.pmf(k)) for k in self.set)
def test_GaussianEnsemble():
G = GaussianEnsemble('G', 3)
assert density(G) == Density(G)
raises(ValueError, lambda: GaussianEnsemble('G', 3.5))
def density(self, expr):
return Density(expr)