Mathematics/probability statistics
주변분포와 조건부분포
jwjwvison
2022. 3. 26. 11:43
import numpy as np
import scipy
from scipy import linalg as la
import matplotlib.pyplot as plt
import scipy.stats as ss
import sympy
from pgmpy.factors.discrete import JointProbabilityDistribution as JPD
import pgmpy
# 결합 확률 정의
prob=list()
for i in np.arange(1,4):
for j in np.arange(1,3):
prob.append((i+j)/21)
fxy=JPD(['X1','X2'],[3,2],prob)
print(fxy)
np.sum(fxy.values)
# 1.0
# 주변 확률 구하기
fx=fxy.marginal_distribution(['X1'],inplace=False)
print(fx)
prob=fxy.conditional_distribution([('X1',0)],inplace=False)
print(prob)
조건부확률밀도함수도 다음과 같이 확률밀도함수의 조건을 충족한다.