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Created Jun 7, 2017
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import numpy as np
import numpy.random as nr
def gen(N):
X = nr.choice([0,1],size=N,p=[0.6,0.4])
D = nr.choice([0,1],size=N,p=[0.6,0.4])
epsi = nr.uniform(0,2,N)
Y = X+D*epsi
return X,D,epsi,Y
def estim(D,Y):
Y0 = np.average(Y[D==0])
Y1 = np.average(Y[D==1])
return Y1-Y0
X,D,epsi,Y = gen(10000)
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