Binomial distribution

Reason is the light and the light of life.

Jerry Su Jan 05, 2022 3 mins

n次伯努利实验,样本相互独立,单次成功概率为p,服从参数为n和p的二项分布:

$$P\{ x= m\} =C_{n}^{m}p^{m}\left( 1-p\right) ^{n-m} \ \ (其中,0<p<1, m=0,1,...,n)$$

累计概率分布函数:

$$F\left( m\right) =P\{ X \leq m\} =\sum ^{m}_{i=0}C_{n}^{i}p^{i}\left( 1-p\right) ^{n-i}$$

二项分布的两种逼近:泊松分布 和 标准正态分布(拉普拉斯中心极限定理)

  • 当n很大,p较小(稀有事件,一般小于0.1),即np=\(\lambda\)较小,近似逼近泊松分布

  • 当n很大,p较大,即np也很大,近似逼近标准正态分布 \(Z=\dfrac{X-np}{\sqrt{np\left( 1-p\right) }}\)\(X=\sum ^{n}_{i=0}x_{i}\) 对于二项分布,\(x_{i}\)为所有事件和,即成功次数。

abnormality = scipy.stats.binom(total / 100, p).cdf((total - loss) / 100)
abnormality = ((total - loss) - total * p) / math.sqrt(total * p * (1 - p))

在计算二项分布的分布函数\(F_{m}\)时,由于需要多次计算\(C_{n}^{i}\),对cpu计算资源消耗过大,故采用拉普拉斯中心极限定理或泊分布近似计算。

from scipy import stats
stats.binom?
Signature:       stats.binom(*args, **kwds)
Type:            binom_gen
String form:     <scipy.stats._discrete_distns.binom_gen object at 0x7fc9b026c8b0>
File:            /opt/conda/envs/blog/lib/python3.8/site-packages/scipy/stats/_discrete_distns.py
Docstring:      
A binomial discrete random variable.

As an instance of the `rv_discrete` class, `binom` object inherits from it
a collection of generic methods (see below for the full list),
and completes them with details specific for this particular distribution.

Methods
-------
rvs(n, p, loc=0, size=1, random_state=None)
    Random variates.
pmf(k, n, p, loc=0)
    Probability mass function.
logpmf(k, n, p, loc=0)
    Log of the probability mass function.
cdf(k, n, p, loc=0)
    Cumulative distribution function.
logcdf(k, n, p, loc=0)
    Log of the cumulative distribution function.
sf(k, n, p, loc=0)
    Survival function  (also defined as ``1 - cdf``, but `sf` is sometimes more accurate).
logsf(k, n, p, loc=0)
    Log of the survival function.
ppf(q, n, p, loc=0)
    Percent point function (inverse of ``cdf`` --- percentiles).
isf(q, n, p, loc=0)
    Inverse survival function (inverse of ``sf``).
stats(n, p, loc=0, moments='mv')
    Mean('m'), variance('v'), skew('s'), and/or kurtosis('k').
entropy(n, p, loc=0)
    (Differential) entropy of the RV.
expect(func, args=(n, p), loc=0, lb=None, ub=None, conditional=False)
    Expected value of a function (of one argument) with respect to the distribution.
median(n, p, loc=0)
    Median of the distribution.
mean(n, p, loc=0)
    Mean of the distribution.
var(n, p, loc=0)
    Variance of the distribution.
std(n, p, loc=0)
    Standard deviation of the distribution.
interval(alpha, n, p, loc=0)
    Endpoints of the range that contains alpha percent of the distribution

Notes
-----
The probability mass function for `binom` is:

.. math::

   f(k) = \binom{n}{k} p^k (1-p)^{n-k}

for ``k`` in ``{0, 1,..., n}``.

`binom` takes ``n`` and ``p`` as shape parameters.

The probability mass function above is defined in the "standardized" form.
To shift distribution use the ``loc`` parameter.
Specifically, ``binom.pmf(k, n, p, loc)`` is identically
equivalent to ``binom.pmf(k - loc, n, p)``.

Examples
--------
>>> from scipy.stats import binom
>>> import matplotlib.pyplot as plt
>>> fig, ax = plt.subplots(1, 1)

Calculate a few first moments:

>>> n, p = 5, 0.4
>>> mean, var, skew, kurt = binom.stats(n, p, moments='mvsk')

Display the probability mass function (``pmf``):

>>> x = np.arange(binom.ppf(0.01, n, p),
...               binom.ppf(0.99, n, p))
>>> ax.plot(x, binom.pmf(x, n, p), 'bo', ms=8, label='binom pmf')
>>> ax.vlines(x, 0, binom.pmf(x, n, p), colors='b', lw=5, alpha=0.5)

Alternatively, the distribution object can be called (as a function)
to fix the shape and location. This returns a "frozen" RV object holding
the given parameters fixed.

Freeze the distribution and display the frozen ``pmf``:

>>> rv = binom(n, p)
>>> ax.vlines(x, 0, rv.pmf(x), colors='k', linestyles='-', lw=1,
...         label='frozen pmf')
>>> ax.legend(loc='best', frameon=False)
>>> plt.show()

Check accuracy of ``cdf`` and ``ppf``:

>>> prob = binom.cdf(x, n, p)
>>> np.allclose(x, binom.ppf(prob, n, p))
True

Generate random numbers:

>>> r = binom.rvs(n, p, size=1000)
Class docstring:
A binomial discrete random variable.

%(before_notes)s

Notes
-----
The probability mass function for `binom` is:

.. math::

   f(k) = \binom{n}{k} p^k (1-p)^{n-k}

for ``k`` in ``{0, 1,..., n}``.

`binom` takes ``n`` and ``p`` as shape parameters.

%(after_notes)s

%(example)s
Call docstring: 
Freeze the distribution for the given arguments.

Parameters
----------
arg1, arg2, arg3,... : array_like
    The shape parameter(s) for the distribution.  Should include all
    the non-optional arguments, may include ``loc`` and ``scale``.

Returns
-------
rv_frozen : rv_frozen instance
    The frozen distribution.
stats.binom.ppf?
Signature: stats.binom.ppf(q, *args, **kwds)
Docstring:
Percent point function (inverse of `cdf`) at q of the given RV.

Parameters
----------
q : array_like
    Lower tail probability.
arg1, arg2, arg3,... : array_like
    The shape parameter(s) for the distribution (see docstring of the
    instance object for more information).
loc : array_like, optional
    Location parameter (default=0).

Returns
-------
k : array_like
    Quantile corresponding to the lower tail probability, q.
File:      /opt/conda/envs/blog/lib/python3.8/site-packages/scipy/stats/_distn_infrastructure.py
Type:      method

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