python计算矩阵的散度_如何使用numpy.histogram计算概率，然后将其用于计算KL散度？...

In the following code, the density=True returns probability density function at each bin. Now if have to calculate P(x), can I say that hist is showing probabilities? For example if the first bin's mean value is 0.5 can I say that at x=0.5 probability is hist[0] ? I have to use KL divergence which uses P(x).

x = np.array([0,0,0,0,0,3,3,2,2,2,1,1,1,1,])

hist,bin_edges= np.histogram(x,bins=10,density=True)

解决方案

When you set density=True, NumPy returns a probability density function (lets say p). Theoretically speaking, p(0.5) = 0 because the probability is defined as the area under the PDF curve. You can read more details about it here. So, if you want to the compute probability you will have to define desired range and sum up all PDF values in this range.

For the KL, I can share my solution for the mutual information computatio