Conteúdo do Curso
Advanced Probability Theory
Advanced Probability Theory
Challenge: Estimate Mean Value Using Law of Large Numbers
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Assume that we have some data samples: we know these samples are independent and identically distributed, but we do not know the characteristics.
Your task is to use the law of large numbers to estimate the expected value of these samples.
We will also try to check the assumption that our data has exponential distribution: we will build a histogram based on our data and compare it with the real PDF of the exponential distribution.
Note
Visualization cannot prove that the data is distributed in a certain way. For this, it is necessary to use statistical tests, which will be considered in the last section of this course; however, with the help of visualization, we can at least roughly determine which class of distributions our data belongs to.
Your task is to:
- Plot histogram using
.hist()
method ofmatplotlib.pyplot
module. - Calculate the mean over a given subsample in
mean_value
function using.mean()
method. - Pass
exp_samples
as an argument of a function to calculate mean values over all subsamples. - Print the estimated mean value of all samples as the last value of
y
array.
Obrigado pelo seu feedback!
Challenge: Estimate Mean Value Using Law of Large Numbers
Swipe to show code editor
Assume that we have some data samples: we know these samples are independent and identically distributed, but we do not know the characteristics.
Your task is to use the law of large numbers to estimate the expected value of these samples.
We will also try to check the assumption that our data has exponential distribution: we will build a histogram based on our data and compare it with the real PDF of the exponential distribution.
Note
Visualization cannot prove that the data is distributed in a certain way. For this, it is necessary to use statistical tests, which will be considered in the last section of this course; however, with the help of visualization, we can at least roughly determine which class of distributions our data belongs to.
Your task is to:
- Plot histogram using
.hist()
method ofmatplotlib.pyplot
module. - Calculate the mean over a given subsample in
mean_value
function using.mean()
method. - Pass
exp_samples
as an argument of a function to calculate mean values over all subsamples. - Print the estimated mean value of all samples as the last value of
y
array.
Obrigado pelo seu feedback!