示例#1
0
def test_GeometricDistribution():
    p = S.One / 5
    d = GeometricDistribution(p)
    assert d.expectation(x, x) == 1/p
    assert d.expectation(x**2, x) - d.expectation(x, x)**2 == (1-p)/p**2
    assert abs(d.cdf(20000).evalf() - 1) < .001

    X = Geometric('X', Rational(1, 5))
    Y = Geometric('Y', Rational(3, 10))
    assert coskewness(X, X + Y, X + 2*Y).simplify() == sqrt(230)*Rational(81, 1150)
示例#2
0
def test_bernoulli():
    p, a, b, t = symbols('p a b t')
    X = Bernoulli('B', p, a, b)

    assert E(X) == a * p + b * (-p + 1)
    assert density(X)[a] == p
    assert density(X)[b] == 1 - p
    assert characteristic_function(X)(
        t) == p * exp(I * a * t) + (-p + 1) * exp(I * b * t)
    assert moment_generating_function(X)(
        t) == p * exp(a * t) + (-p + 1) * exp(b * t)

    X = Bernoulli('B', p, 1, 0)
    z = Symbol("z")

    assert E(X) == p
    assert simplify(variance(X)) == p * (1 - p)
    assert E(a * X + b) == a * E(X) + b
    assert simplify(variance(a * X + b)) == simplify(a**2 * variance(X))
    assert quantile(X)(z) == Piecewise((nan, (z > 1) | (z < 0)),
                                       (0, z <= 1 - p), (1, z <= 1))
    Y = Bernoulli('Y', Rational(1, 2))
    assert median(Y) == FiniteSet(0, 1)
    Z = Bernoulli('Z', Rational(2, 3))
    assert median(Z) == FiniteSet(1)
    raises(ValueError, lambda: Bernoulli('B', 1.5))
    raises(ValueError, lambda: Bernoulli('B', -0.5))

    #issue 8248
    assert X.pspace.compute_expectation(1) == 1

    p = Rational(1, 5)
    X = Binomial('X', 5, p)
    Y = Binomial('Y', 7, 2 * p)
    Z = Binomial('Z', 9, 3 * p)
    assert coskewness(Y + Z, X + Y, X + Z).simplify() == 0
    assert coskewness(Y + 2*X + Z, X + 2*Y + Z, X + 2*Z + Y).simplify() == \
                        sqrt(1529)*Rational(12, 16819)
    assert coskewness(Y + 2*X + Z, X + 2*Y + Z, X + 2*Z + Y, X < 2).simplify() \
                        == -sqrt(357451121)*Rational(2812, 4646864573)