File:Inverse_transform_sampling.png
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Inverse_transform_sampling.png (382 × 378 pixels, file size: 23 KB, MIME type: image/png)
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Summary
DescriptionInverse transform sampling.png |
English: Illustration of the inverse transform sampling |
Date | 1/9/15 |
Source | Own work |
Author | Olivier Ricou |
f1 = plt.figure(figsize=(6,6), dpi=300) x = np.linspace(-2, 2, 100)
plt.title(u"Inverse transforming sampling for normal distribution") plt.plot(x, n.pdf(x), label=r'pdf $f(x)$') # proba density function plt.plot(x, n.cdf(x), label=r'cdf $F(x) = \int_{-\infty}^x f(t) \, dt$') # cumulative distributive function plt.plot(x, n.ppf(x), label='ppf $F^{-1}(x)$') # percent point function plt.plot(x,x,'--k') plt.plot([n.ppf(0.2),n.ppf(0.2),0,0.2,0.2],[0,0.2,0.2,0,n.ppf(0.2)],'o:k') plt.text(n.ppf(0.2)-0.2, -0.2, r"$y \sim \cal N$", size=14) plt.text(0.2, 0.05, r'$x \sim \calU(]0,1[][-2,2]) plt.axhline(color = 'gray') plt.axvline(color = 'gray') plt.rcParams['legend.loc'] = 'upper left' plt.legend()
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Date/Time | Thumbnail | Dimensions | User | Comment | |
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current | 16:34, 1 September 2015 | ![]() | 382 × 378 (23 KB) | Ricou | replace x by u and y by x |
16:11, 1 September 2015 | ![]() | 382 × 378 (23 KB) | Ricou | {{Information |Description ={{en|1=Illustration of the inverse transform sampling}} |Source ={{Own}} |Author =Olivier Ricou |Date =1/9/15 |Permission = |other_versions = }} f1 = plt.figure(figsize=(6,6), dpi=300) x = np... |
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Horizontal resolution | 28.34 dpc |
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Vertical resolution | 28.34 dpc |