I generated random 20 numbers with mean 0 and variance 1 (np.random.normal). I calculated the variance twice ddof = 1 and 0.
My question is i am trying to add (mean 0 and variance 1) to (np.random.normal), However on there website is no mention for the variance https://docs.scipy.org/doc/numpy/reference/generated/numpy.random.normal.html
loc : float Mean (“centre”) of the distribution.
scale : float Standard deviation (spread or “width”) of the distribution.
size : int or tuple of ints, optional
So can i just do it like this
mu, sigma = 0, math.sqrt(1)
x = np.random.normal(mu, sigma, 20)
Because i have to perform the estimation in 90 times and 20 numbers each time and recount again
a = np.random.rand(90, x)
Here is the full code
import math
import numpy as np
import pandas as pd
mu, sigma = 0, math.sqrt(1)
x = np.random.normal(mu, sigma, 20)
#caluclateing the unbiased_estimator and the biased_estimator
unbiased_estimator = np.var(x, ddof=1)
biased_estimator = np.var(x, ddof=0)
print ("Unbiased_estimator : ",unbiased_estimator)
print ("Biased_estimator : ", biased_estimator)
a = np.random.rand(90, x)
#caluclateing the unbiased_estimator and the biased_estimator
unbiased_estimator_for_each_20 = np.var(a, ddof=1, axis=1)
biased_estimator_for_each_20 = np.var(a, ddof=0, axis=1)
print (unbiased_estimator_for_each_20 )
print(" ")
print (biased_estimator_for_each_20 )
The NumPy random normal() function is used to gets the random samples from a normal distribution. The NumPy random normal() function is a built-in function in NumPy package of python.
An array of random Gaussian values can be generated using the randn() NumPy function. This function takes a single argument to specify the size of the resulting array. The Gaussian values are drawn from a standard Gaussian distribution; this is a distribution that has a mean of 0.0 and a standard deviation of 1.0.
the definition: variance = (standard deviation)^2
, then standard deviation = sqrt(variance)
, in consequence:
import numpy as np
mean = 0,
variance = 1,
np.random.normal(loc = mean, scale= np.sqrt(variance), 20)
#caluclateing the unbiased_estimator and the biased_estimator
unbiased_estimator = np.var(x, ddof=1)
biased_estimator = np.var(x, ddof=0)
print ("Unbiased_estimator : ",unbiased_estimator)
print ("Biased_estimator : ", biased_estimator)
Output:
Unbiased_estimator : 1.08318083742
Biased_estimator : 1.02902179555
If you love us? You can donate to us via Paypal or buy me a coffee so we can maintain and grow! Thank you!
Donate Us With