Forked from benjaminrose/Cumulative distribution function.ipynb
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December 16, 2015 14:08
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import numpy as np | |
import matplotlib.pyplot as plt | |
data = np.random.randn(100) | |
data = np.sort(data) | |
cdf = (np.arange(len(data))+1.0)/len(data) | |
'''C.D.F. | |
C.D.F. is the number of points smaller then the current value. | |
For each value in the data, increment up by 1/len(data). | |
''' | |
plt.figure() | |
plt.plot(data, cdf) | |
plt.show() |
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{ | |
"metadata": { | |
"name": "", | |
"signature": "sha256:ee8e469e14ab92c28feda1e4366ed99446af59bdc4782b377027c1dd4ad10649" | |
}, | |
"nbformat": 3, | |
"nbformat_minor": 0, | |
"worksheets": [ | |
{ | |
"cells": [ | |
{ | |
"cell_type": "markdown", | |
"metadata": {}, | |
"source": [ | |
"# Cumulative distribution function (cdf)\n", | |
"If you have coninuous data, do not use historgrams. Present them with cdf's. Here is a simple way to plot a cdf." | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"collapsed": false, | |
"input": [ | |
"import numpy as np\n", | |
"import matplotlib.pyplot as plt\n", | |
"%pylab inline" | |
], | |
"language": "python", | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"output_type": "stream", | |
"stream": "stdout", | |
"text": [ | |
"Populating the interactive namespace from numpy and matplotlib\n" | |
] | |
} | |
], | |
"prompt_number": 1 | |
}, | |
{ | |
"cell_type": "code", | |
"collapsed": false, | |
"input": [ | |
"data = np.random.randn(100)\n", | |
"data = np.sort(data)\n", | |
"cdf = (np.arange(len(data))+1.0)/len(data)" | |
], | |
"language": "python", | |
"metadata": {}, | |
"outputs": [], | |
"prompt_number": 2 | |
}, | |
{ | |
"cell_type": "markdown", | |
"metadata": {}, | |
"source": [ | |
"Cdf is the number of points smaller then the current value. For each value in the data, increment up by 1/len(data). This makes sences: at half way, the probability of getting that value or less should be `.5`; at the end of the list, the probability of getting that value or less should be `1`." | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"collapsed": false, | |
"input": [ | |
"plt.figure()\n", | |
"plt.plot(data, cdf)\n", | |
"plt.show()" | |
], | |
"language": "python", | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"metadata": {}, | |
"output_type": "display_data", | |
"png": 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| |
"text": [ | |
"<matplotlib.figure.Figure at 0x10e1c6cd0>" | |
] | |
} | |
], | |
"prompt_number": 3 | |
} | |
], | |
"metadata": {} | |
} | |
] | |
} |
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