Background - SymPy.stats has three major components for three different kind of distributions
Finite Random Variables - like dice, coins, and binomials -- uses Python iterators Continuous Random Variables - like normals, exponentials, and chi squares -- Uses SymPy Integrals Discrete Random Variables - like poisson -- Uses SymPy Summations Discrete is the newest and least mature and could presumably use work. 1) The Geometric and Poisson random variable types exist in the > drv_types.py file, and I'm able to use them in code, but they aren't > mentioned in the documentation ( > http://docs.sympy.org/latest/modules/stats.html) as far as I can tell. I > would be willing to add these to the docs if they should be there. > Yes. They should be there. This would be a good and hopefully simple contribution. It looks like the discrete random variables didn't make it into docs. > > 2) The expected value calculation E() seems to take a long time for > certain types, like Binomial. For example, > >>> X = Binomial("x", 10000, S.Half) > >>> E(X) > > takes quite a while (over 10 seconds on my computer). Not sure if this is > some weird issue with my setup, or an inefficiency in the code. If it's an > inefficiency, we should think about providing built-in expected value > formulas for common types like Binomial (which has a very simple formula > that should return almost immediately even for large values). > So things like Binomials could be implemented as either Finite or Discrete. Currently they're under finite which means that they use Python iterators for solution. This is extremely robust but also very slow. It would be nice if they would try discrete-like functionality (sympy.summation) and then default to finite-like functionality (explicit iterators). > > 3) There isn't a Negative Binomial ( > http://en.wikipedia.org/wiki/Negative_binomial_distribution) random > variable type. I've written code that implements it, I believe, if we want > to include it in SymPy. > Awesome. This is totally welcome. You might want to ping @raoulb on any github work. He has some experience adding distributions in the past. Please also ping me @mrocklin , on any work done on this topic and please ask more questions. -- You received this message because you are subscribed to the Google Groups "sympy" group. To unsubscribe from this group and stop receiving emails from it, send an email to sympy+unsubscr...@googlegroups.com. To post to this group, send email to sympy@googlegroups.com. Visit this group at http://groups.google.com/group/sympy. For more options, visit https://groups.google.com/groups/opt_out.
