python二维正态分布
# -*- coding:utf-8 -*- import numpy as np from scipy import stats import math import matplotlib as mpl import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D from matplotlib import cm def calc_statistics(x): n = x.shape[0] #样本个数 m = 0#期望 m2 = 0#平方的期望 m3 = 0#三次方的期望 m4 = 0#四次方的期望 for t in x: #向量的加法 m += t m2 += t*t m3 += t**3 m4 += t**4 m /= n m2 /= n m3 /= n m4 /= n #标准差 = E((X - E(X))^2) = E(X^2) - E(X)^2 sigma = np.sqrt(m2-m*m) #求偏度 = E((X-E(X))^3) = (m3 - 3*m*m2 + 2*m**3) / sigma**3 skew = (m3 - 3*m*sigma**2 - m**3) / sigma**3 #求峰度 kurtosis = m4 / sigma**4 - 3 print('手动计算均值、标准差、偏度、峰度:', m, sigma, skew, kurtosis) #使用系统函数验证 mu = np.mean(x,axis=0) sigma = np.std(x,axis=0) skew = stats.skew(x) kurtosis = stats.kurtosis(x) return mu,sigma,skew,kurtosis if __name__ == '__main__': # d = np.random.randn(100000) # print(d) # mu, sigma, skew, kurtosis = calc_statistics(d) # print('函数计算均值、标准差、偏度、峰度:', mu, sigma, skew, kurtosis) # # 一维直方图 # mpl.rcParams[u'font.sans-serif'] = 'SimHei' # mpl.rcParams[u'axes.unicode_minus'] = False # #画出统计直方图 # #bins直方图的条数 # #density=True 画出趋势图 # #y1:x1每个中每个值出现的次数的度量 # #x1:d的值的范围 # y1, x1, dummy = plt.hist(d, bins=50,density=True, color='g', alpha=0.75) # t = np.arange(x1.min(), x1.max(), 0.05) # #绘制标准正态分布的曲线 # y = np.exp(-t ** 2 / 2) / math.sqrt(2 * math.pi) # plt.plot(t, y, 'r-', lw=2) # plt.title(u'高斯分布,样本个数:%d' % d.shape[0]) # plt.grid(True) # plt.show() #二维 print("二维正态分布") d = np.random.randn(100000, 2) mu, sigma, skew, kurtosis = calc_statistics(d) print('函数计算均值、标准差、偏度、峰度:', mu, sigma, skew, kurtosis) # 二维图像 N = 50 #density:edges中每个值出现的次数的度量 density, edges = np.histogramdd(d, bins=[N, N]) print('样本总数:', np.sum(density)) density /= density.max() x = y = np.arange(N) t = np.meshgrid(x, y) fig = plt.figure(facecolor='gray') ax = fig.add_subplot(111, projection='3d') #x,y,z ax.scatter(t[0], t[1], density, c='r', s=15 * density, marker='o', depthshade=True) # ax.plot_surface(t[0], t[1], density, cmap=cm.Accent, rstride=2, cstride=2, alpha=0.9, lw=0.75) # ax.set_xlabel(u'X') # ax.set_ylabel(u'Y') # ax.set_zlabel(u'Z') # plt.title(u'二元高斯分布,样本个数:%d' % d.shape[0], fontsize=20) # plt.tight_layout(0.1) plt.show()
# -*- coding:utf-8 -*- import numpy as np from scipy import stats import math import matplotlib as mpl import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D from matplotlib import cm def calc_statistics(x): n = x.shape[0] #样本个数 m = 0#期望 m2 = 0#平方的期望 m3 = 0#三次方的期望 m4 = 0#四次方的期望 for t in x: #向量的加法 m += t m2 += t*t m3 += t**3 m4 += t**4 m /= n m2 /= n m3 /= n m4 /= n #标准差 = E((X - E(X))^2) = E(X^2) - E(X)^2 sigma = np.sqrt(m2-m*m) #求偏度 = E((X-E(X))^3) = (m3 - 3*m*m2 + 2*m**3) / sigma**3 skew = (m3 - 3*m*sigma**2 - m**3) / sigma**3 #求峰度 kurtosis = m4 / sigma**4 - 3 print('手动计算均值、标准差、偏度、峰度:', m, sigma, skew, kurtosis) #使用系统函数验证 mu = np.mean(x,axis=0) sigma = np.std(x,axis=0) skew = stats.skew(x) kurtosis = stats.kurtosis(x) return mu,sigma,skew,kurtosis if __name__ == '__main__': # d = np.random.randn(100000) # print(d) # mu, sigma, skew, kurtosis = calc_statistics(d) # print('函数计算均值、标准差、偏度、峰度:', mu, sigma, skew, kurtosis) # # 一维直方图 # mpl.rcParams[u'font.sans-serif'] = 'SimHei' # mpl.rcParams[u'axes.unicode_minus'] = False # #画出统计直方图 # #bins直方图的条数 # #density=True 画出趋势图 # #y1:x1每个中每个值出现的次数的度量 # #x1:d的值的范围 # y1, x1, dummy = plt.hist(d, bins=50,density=True, color='g', alpha=0.75) # t = np.arange(x1.min(), x1.max(), 0.05) # #绘制标准正态分布的曲线 # y = np.exp(-t ** 2 / 2) / math.sqrt(2 * math.pi) # plt.plot(t, y, 'r-', lw=2) # plt.title(u'高斯分布,样本个数:%d' % d.shape[0]) # plt.grid(True) # plt.show() #二维 print("二维正态分布") d = np.random.randn(100000, 2) mu, sigma, skew, kurtosis = calc_statistics(d) print('函数计算均值、标准差、偏度、峰度:', mu, sigma, skew, kurtosis) # 二维图像 N = 50 #density:edges中每个值出现的次数的度量 density, edges = np.histogramdd(d, bins=[N, N]) print('样本总数:', np.sum(density)) density /= density.max() x = y = np.arange(N) t = np.meshgrid(x, y) fig = plt.figure(facecolor='gray') ax = fig.add_subplot(111, projection='3d') #x,y,z ax.scatter(t[0], t[1], density, c='r', s=15 * density, marker='o', depthshade=True) # ax.plot_surface(t[0], t[1], density, cmap=cm.Accent, rstride=2, cstride=2, alpha=0.9, lw=0.75) # ax.set_xlabel(u'X') # ax.set_ylabel(u'Y') # ax.set_zlabel(u'Z') # plt.title(u'二元高斯分布,样本个数:%d' % d.shape[0], fontsize=20) # plt.tight_layout(0.1) plt.show()