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johnmyleswhite/moments.jl

Created May 25, 2018 12:03
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moments.jl
using Distributions
using PyPlot
ϵ = 0.0001
n_grid = 10_000
ps = linspace(ϵ, 1 - ϵ, n_grid)
ss = [std(Bernoulli(p)) for p in ps]
sks = [skewness(Bernoulli(p)) for p in ps]
pl = plot(ps, ss)
xlabel("p")
ylabel("Standard Deviation of Bernoulli(p)")
pl = plot(ps, sks)
xlabel("p")
ylabel("Skewness of Bernoulli(p)")
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