from sympy.concrete.summations import Sum from sympy.core.numbers import (I, Rational, oo, pi) from sympy.core.singleton import S from sympy.core.symbol import Symbol from sympy.functions.elementary.complexes import (im, re) from sympy.functions.elementary.exponential import log from sympy.functions.elementary.integers import floor from sympy.functions.elementary.miscellaneous import sqrt from sympy.functions.elementary.piecewise import Piecewise from sympy.functions.special.bessel import besseli from sympy.functions.special.beta_functions import beta from sympy.functions.special.zeta_functions import zeta from sympy.sets.sets import FiniteSet from sympy.simplify.simplify import simplify from sympy.utilities.lambdify import lambdify from sympy.core.relational import Eq, Ne from sympy.functions.elementary.exponential import exp from sympy.logic.boolalg import Or from sympy.sets.fancysets import Range from sympy.stats import (P, E, variance, density, characteristic_function, where, moment_generating_function, skewness, cdf, kurtosis, coskewness) from sympy.stats.drv_types import (PoissonDistribution, GeometricDistribution, FlorySchulz, Poisson, Geometric, Hermite, Logarithmic, NegativeBinomial, Skellam, YuleSimon, Zeta, DiscreteRV) from sympy.testing.pytest import slow, nocache_fail, raises from sympy.stats.symbolic_probability import Expectation x = Symbol('x') def test_PoissonDistribution(): l = 3 p = PoissonDistribution(l) assert abs(p.cdf(10).evalf() - 1) < .001 assert abs(p.cdf(10.4).evalf() - 1) < .001 assert p.expectation(x, x) == l assert p.expectation(x**2, x) - p.expectation(x, x)**2 == l def test_Poisson(): l = 3 x = Poisson('x', l) assert E(x) == l assert E(2*x) == 2*l assert variance(x) == l assert density(x) == PoissonDistribution(l) assert isinstance(E(x, evaluate=False), Expectation) assert isinstance(E(2*x, evaluate=False), Expectation) # issue 8248 assert x.pspace.compute_expectation(1) == 1 def test_FlorySchulz(): a = Symbol("a") z = Symbol("z") x = FlorySchulz('x', a) assert E(x) == (2 - a)/a assert (variance(x) - 2*(1 - a)/a**2).simplify() == S(0) assert density(x)(z) == a**2*z*(1 - a)**(z - 1) @slow def test_GeometricDistribution(): p = S.One / 5 d = GeometricDistribution(p) assert d.expectation(x, x) == 1/p assert d.expectation(x**2, x) - d.expectation(x, x)**2 == (1-p)/p**2 assert abs(d.cdf(20000).evalf() - 1) < .001 assert abs(d.cdf(20000.8).evalf() - 1) < .001 G = Geometric('G', p=S(1)/4) assert cdf(G)(S(7)/2) == P(G <= S(7)/2) X = Geometric('X', Rational(1, 5)) Y = Geometric('Y', Rational(3, 10)) assert coskewness(X, X + Y, X + 2*Y).simplify() == sqrt(230)*Rational(81, 1150) def test_Hermite(): a1 = Symbol("a1", positive=True) a2 = Symbol("a2", negative=True) raises(ValueError, lambda: Hermite("H", a1, a2)) a1 = Symbol("a1", negative=True) a2 = Symbol("a2", positive=True) raises(ValueError, lambda: Hermite("H", a1, a2)) a1 = Symbol("a1", positive=True) x = Symbol("x") H = Hermite("H", a1, a2) assert moment_generating_function(H)(x) == exp(a1*(exp(x) - 1) + a2*(exp(2*x) - 1)) assert characteristic_function(H)(x) == exp(a1*(exp(I*x) - 1) + a2*(exp(2*I*x) - 1)) assert E(H) == a1 + 2*a2 H = Hermite("H", a1=5, a2=4) assert density(H)(2) == 33*exp(-9)/2 assert E(H) == 13 assert variance(H) == 21 assert kurtosis(H) == Rational(464,147) assert skewness(H) == 37*sqrt(21)/441 def test_Logarithmic(): p = S.Half x = Logarithmic('x', p) assert E(x) == -p / ((1 - p) * log(1 - p)) assert variance(x) == -1/log(2)**2 + 2/log(2) assert E(2*x**2 + 3*x + 4) == 4 + 7 / log(2) assert isinstance(E(x, evaluate=False), Expectation) @nocache_fail def test_negative_binomial(): r = 5 p = S.One / 3 x = NegativeBinomial('x', r, p) assert E(x) == p*r / (1-p) # This hangs when run with the cache disabled: assert variance(x) == p*r / (1-p)**2 assert E(x**5 + 2*x + 3) == Rational(9207, 4) assert isinstance(E(x, evaluate=False), Expectation) def test_skellam(): mu1 = Symbol('mu1') mu2 = Symbol('mu2') z = Symbol('z') X = Skellam('x', mu1, mu2) assert density(X)(z) == (mu1/mu2)**(z/2) * \ exp(-mu1 - mu2)*besseli(z, 2*sqrt(mu1*mu2)) assert skewness(X).expand() == mu1/(mu1*sqrt(mu1 + mu2) + mu2 * sqrt(mu1 + mu2)) - mu2/(mu1*sqrt(mu1 + mu2) + mu2*sqrt(mu1 + mu2)) assert variance(X).expand() == mu1 + mu2 assert E(X) == mu1 - mu2 assert characteristic_function(X)(z) == exp( mu1*exp(I*z) - mu1 - mu2 + mu2*exp(-I*z)) assert moment_generating_function(X)(z) == exp( mu1*exp(z) - mu1 - mu2 + mu2*exp(-z)) def test_yule_simon(): from sympy.core.singleton import S rho = S(3) x = YuleSimon('x', rho) assert simplify(E(x)) == rho / (rho - 1) assert simplify(variance(x)) == rho**2 / ((rho - 1)**2 * (rho - 2)) assert isinstance(E(x, evaluate=False), Expectation) # To test the cdf function assert cdf(x)(x) == Piecewise((-beta(floor(x), 4)*floor(x) + 1, x >= 1), (0, True)) def test_zeta(): s = S(5) x = Zeta('x', s) assert E(x) == zeta(s-1) / zeta(s) assert simplify(variance(x)) == ( zeta(s) * zeta(s-2) - zeta(s-1)**2) / zeta(s)**2 def test_discrete_probability(): X = Geometric('X', Rational(1, 5)) Y = Poisson('Y', 4) G = Geometric('e', x) assert P(Eq(X, 3)) == Rational(16, 125) assert P(X < 3) == Rational(9, 25) assert P(X > 3) == Rational(64, 125) assert P(X >= 3) == Rational(16, 25) assert P(X <= 3) == Rational(61, 125) assert P(Ne(X, 3)) == Rational(109, 125) assert P(Eq(Y, 3)) == 32*exp(-4)/3 assert P(Y < 3) == 13*exp(-4) assert P(Y > 3).equals(32*(Rational(-71, 32) + 3*exp(4)/32)*exp(-4)/3) assert P(Y >= 3).equals(32*(Rational(-39, 32) + 3*exp(4)/32)*exp(-4)/3) assert P(Y <= 3) == 71*exp(-4)/3 assert P(Ne(Y, 3)).equals( 13*exp(-4) + 32*(Rational(-71, 32) + 3*exp(4)/32)*exp(-4)/3) assert P(X < S.Infinity) is S.One assert P(X > S.Infinity) is S.Zero assert P(G < 3) == x*(2-x) assert P(Eq(G, 3)) == x*(-x + 1)**2 def test_DiscreteRV(): p = S(1)/2 x = Symbol('x', integer=True, positive=True) pdf = p*(1 - p)**(x - 1) # pdf of Geometric Distribution D = DiscreteRV(x, pdf, set=S.Naturals, check=True) assert E(D) == E(Geometric('G', S(1)/2)) == 2 assert P(D > 3) == S(1)/8 assert D.pspace.domain.set == S.Naturals raises(ValueError, lambda: DiscreteRV(x, x, FiniteSet(*range(4)), check=True)) # purposeful invalid pmf but it should not raise since check=False # see test_drv_types.test_ContinuousRV for explanation X = DiscreteRV(x, 1/x, S.Naturals) assert P(X < 2) == 1 assert E(X) == oo def test_precomputed_characteristic_functions(): import mpmath def test_cf(dist, support_lower_limit, support_upper_limit): pdf = density(dist) t = S('t') x = S('x') # first function is the hardcoded CF of the distribution cf1 = lambdify([t], characteristic_function(dist)(t), 'mpmath') # second function is the Fourier transform of the density function f = lambdify([x, t], pdf(x)*exp(I*x*t), 'mpmath') cf2 = lambda t: mpmath.nsum(lambda x: f(x, t), [ support_lower_limit, support_upper_limit], maxdegree=10) # compare the two functions at various points for test_point in [2, 5, 8, 11]: n1 = cf1(test_point) n2 = cf2(test_point) assert abs(re(n1) - re(n2)) < 1e-12 assert abs(im(n1) - im(n2)) < 1e-12 test_cf(Geometric('g', Rational(1, 3)), 1, mpmath.inf) test_cf(Logarithmic('l', Rational(1, 5)), 1, mpmath.inf) test_cf(NegativeBinomial('n', 5, Rational(1, 7)), 0, mpmath.inf) test_cf(Poisson('p', 5), 0, mpmath.inf) test_cf(YuleSimon('y', 5), 1, mpmath.inf) test_cf(Zeta('z', 5), 1, mpmath.inf) def test_moment_generating_functions(): t = S('t') geometric_mgf = moment_generating_function(Geometric('g', S.Half))(t) assert geometric_mgf.diff(t).subs(t, 0) == 2 logarithmic_mgf = moment_generating_function(Logarithmic('l', S.Half))(t) assert logarithmic_mgf.diff(t).subs(t, 0) == 1/log(2) negative_binomial_mgf = moment_generating_function( NegativeBinomial('n', 5, Rational(1, 3)))(t) assert negative_binomial_mgf.diff(t).subs(t, 0) == Rational(5, 2) poisson_mgf = moment_generating_function(Poisson('p', 5))(t) assert poisson_mgf.diff(t).subs(t, 0) == 5 skellam_mgf = moment_generating_function(Skellam('s', 1, 1))(t) assert skellam_mgf.diff(t).subs( t, 2) == (-exp(-2) + exp(2))*exp(-2 + exp(-2) + exp(2)) yule_simon_mgf = moment_generating_function(YuleSimon('y', 3))(t) assert simplify(yule_simon_mgf.diff(t).subs(t, 0)) == Rational(3, 2) zeta_mgf = moment_generating_function(Zeta('z', 5))(t) assert zeta_mgf.diff(t).subs(t, 0) == pi**4/(90*zeta(5)) def test_Or(): X = Geometric('X', S.Half) assert P(Or(X < 3, X > 4)) == Rational(13, 16) assert P(Or(X > 2, X > 1)) == P(X > 1) assert P(Or(X >= 3, X < 3)) == 1 def test_where(): X = Geometric('X', Rational(1, 5)) Y = Poisson('Y', 4) assert where(X**2 > 4).set == Range(3, S.Infinity, 1) assert where(X**2 >= 4).set == Range(2, S.Infinity, 1) assert where(Y**2 < 9).set == Range(0, 3, 1) assert where(Y**2 <= 9).set == Range(0, 4, 1) def test_conditional(): X = Geometric('X', Rational(2, 3)) Y = Poisson('Y', 3) assert P(X > 2, X > 3) == 1 assert P(X > 3, X > 2) == Rational(1, 3) assert P(Y > 2, Y < 2) == 0 assert P(Eq(Y, 3), Y >= 0) == 9*exp(-3)/2 assert P(Eq(Y, 3), Eq(Y, 2)) == 0 assert P(X < 2, Eq(X, 2)) == 0 assert P(X > 2, Eq(X, 3)) == 1 def test_product_spaces(): X1 = Geometric('X1', S.Half) X2 = Geometric('X2', Rational(1, 3)) assert str(P(X1 + X2 < 3).rewrite(Sum)) == ( "Sum(Piecewise((1/(4*2**n), n >= -1), (0, True)), (n, -oo, -1))/3") assert str(P(X1 + X2 > 3).rewrite(Sum)) == ( 'Sum(Piecewise((2**(X2 - n - 2)*(3/2)**(1 - X2)/6, ' 'X2 - n <= 2), (0, True)), (X2, 1, oo), (n, 1, oo))') assert P(Eq(X1 + X2, 3)) == Rational(1, 12)