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October 9, 2019 16:35
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Percentiles from frequency distribution
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import numpy as np | |
import scipy.stats | |
# some mapping from a value to the frequency | |
freqs = np.array([ | |
[1, 3], | |
[2, 10], | |
[3, 13], | |
[4, 12], | |
[5, 9], | |
[6, 4], | |
]) | |
def distrib_from_freqs(arr: np.ndarray) -> scipy.stats.rv_discrete: | |
pmf = arr[:, 1] / arr[:, 1].sum() | |
distrib = scipy.stats.rv_discrete(values=(arr[:, 0], pmf)) | |
return distrib | |
distrib = distrib_from_freqs(freqs) | |
print(distrib.pmf(freqs[:, 0])) | |
print(distrib.cdf(freqs[:, 0])) | |
print(distrib.ppf(distrib.cdf(freqs[:, 0]))) # percentiles | |
# [0.05882353 0.19607843 0.25490196 0.23529412 0.17647059 0.07843137] | |
# [0.05882353 0.25490196 0.50980392 0.74509804 0.92156863 1. ] | |
# [1. 2. 3. 4. 5. 6.] |
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