Re: ANN: rvmath 0.1

Hernan Grecco <[email protected]> Wed, 12 May 2021 14:17:51 -0300
Newsgroups gmane.comp.python.scientific.user
Message-ID <CAL6gwWVs2RjX3G3yTqX1oQny-Q162129a-o2_6KL54FExyvZpQ@mail.gmail.com>
Hi Andrew,

I have been asked this question in two different ways.

On one side the  sum of two or more independent random variables is the
convolution of their individual distribution. This is the example shown in
the announcement (x and y are uniform and normal distribution respectively;
what would have been written mathematically as `x ~ rvm.uniform()` and `y ~
rvm.uniform`)

But other people asked me if you can use one random variable as a parameter
of another. For example, the realization of a normal random variable is the
scale of another one. I have a working version of this on my local repo. I
am still not completely happy with the implementation but works. I will
test it a little bit more, commit it and push it.

Does this answer your question?

best,

Hernan

best,

HernĂ¡n


On Wed, May 12, 2021 at 4:53 AM Andrew Nelson <[email protected]> wrote:

>
>
> On Wed, 12 May 2021, 04:54 Hernan Grecco, <[email protected]> wrote:
>
>> Hi,
>>
>> I am writing to announce the first release of rvmath. Briefly, it is a
>> thin wrapper around scipy stats module that allows you to write and
>> evaluate math expressions involving random variables.
>>
>> >>> import rvmath as rvm
>> >>> x = rvm.uniform()
>> >>> y = rvm.norm()
>> >>> z = x + y
>> >>> print(z.rvs(3))
>>
>> Being built on top of SciPy, all continuous distributions available there
>> are also available in this package (with the same options). NumPy functions
>> and ufuncs are also supported out of the box.
>>
>
>
> Can rvmath deal with convolutions of distributions?
>
>> _______________________________________________
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