mirrors/cpython
1
0
Fork 0
mirror of https://github.com/python/cpython.git synced 2025-08-04 17:08:35 +00:00
Code Issues Projects Releases Packages Wiki Activity Actions 13

bpo-36324: Add inv_cdf() to statistics.NormalDist() (GH-12377)

Browse source
This commit is contained in:
Raymond Hettinger 2019-03-18 20:17:14 -07:00 • committed by GitHub
parent faddaedd05
commit 714c60d7ac
No known key found for this signature in database
GPG key ID: 4AEE18F83AFDEB23
4 changed files with 182 additions and 0 deletions
Download patch file Download diff file Expand all files Collapse all files

22
Doc/library/statistics.rst
View file

@ -569,6 +569,18 @@ of applications in statistics.
compute the probability that a random variable *X* will be less than or
equal to *x*. Mathematically, it is written ``P(X <= x)``.
.. method:: NormalDist.inv_cdf(p)
Compute the inverse cumulative distribution function, also known as the
`quantile function <https://en.wikipedia.org/wiki/Quantile_function>`_
or the `percent-point
<https://www.statisticshowto.datasciencecentral.com/inverse-distribution-function/>`_
function. Mathematically, it is written ``x : P(X <= x) = p``.
Finds the value *x* of the random variable *X* such that the
probability of the variable being less than or equal to that value
equals the given probability *p*.
.. method:: NormalDist.overlap(other)
Compute the `overlapping coefficient (OVL)
@ -628,6 +640,16 @@ rounding to the nearest whole number:
>>> round(fraction * 100.0, 1)
18.4
Find the `quartiles <https://en.wikipedia.org/wiki/Quartile>`_ and `deciles
<https://en.wikipedia.org/wiki/Decile>`_ for the SAT scores:
.. doctest::
>>> [round(sat.inv_cdf(p)) for p in (0.25, 0.50, 0.75)]
[928, 1060, 1192]
>>> [round(sat.inv_cdf(p / 10)) for p in range(1, 10)]
[810, 896, 958, 1011, 1060, 1109, 1162, 1224, 1310]
What percentage of men and women will have the same height in `two normally
distributed populations with known means and standard deviations
<http://www.usablestats.com/lessons/normal>`_?