python高斯分布训练_使用python模拟高斯分布例子

正态分布(Normal distribution)，也称“常态分布”，又名高斯分布(Gaussian distribution)

正态曲线呈钟型，两头低，中间高，左右对称因其曲线呈钟形，因此人们又经常称之为钟形曲线。

若随机变量X服从一个数学期望为μ、方差为σ^2的正态分布。其概率密度函数为正态分布的期望值μ决定了其位置，其标准差σ决定了分布的幅度。当μ = 0,σ = 1时的正态分布是标准正态分布。

用python 模拟

#!/usr/bin/python

# -*- coding:utf-8 -*-

import numpy as np

from scipy import stats

import math

import matplotlib as mpl

import matplotlib.pyplot as plt

from mpl_toolkits.mplot3d import Axes3D

from matplotlib import cm

import seaborn

def calc_statistics(x):

n = x.shape[0] # 样本个数

# 手动计算

m = 0

m2 = 0

m3 = 0

m4 = 0

for t in x:

m += t

m2 += t*t

m3 += t**3

m4 += t**4

m /= n

m2 /= n

m3 /= n

m4 /= n

mu = m

sigma = np.sqrt(m2 - mu*mu)

skew = (m3 - 3*mu*m2 + 2*mu**3) / sigma**3

kurtosis = (m4 - 4*mu*m3 + 6*mu*mu*m2 - 4*mu**3*mu + mu**4) / sigma**4 - 3

print("手动计算均值、标准差、偏度、峰度：", mu, sigma, skew, kurtosis)

# 使用系统函数验证

mu = np.mean(x, axis=0)

sigma = np.std(x, axis=0)

skew = stats.skew(x)

kurtosis = stats.kurtosis(x)

return mu, sigma, skew, kurtosis

if __name__ == "__main__":

d = np.random.randn(10000)

print(d)

print(d.shape)

mu, sigma, skew, kurtosis = calc_statistics(d)

print("函数库计算均值、标准差、偏度、峰度：", mu, sigma, skew, kurtosis)

# 一维直方图

mpl.rcParams["font.sans-serif"] = "SimHei"

mpl.rcParams["axes.unicode_minus"] = False

plt.figure(num=1, facecolor="w")

y1, x1, dummy = plt.hist(d, bins=30, normed=True, color="g", alpha=0.75, edgecolor="k", lw=0.5)

t = np.arange(x1.min(), x1.max(), 0.05)

y = np.exp(-t**2 / 2) / math.sqrt(2*math.pi)

plt.plot(t, y, "r-", lw=2)

plt.title("高斯分布，样本个数：%d" % d.shape[0])

plt.grid(b=True, ls=":", color="#404040")

# plt.show()

d = np.random.randn(100000, 2)

mu, sigma, skew, kurtosis = calc_statistics(d)

print("函数库计算均值、标准差、偏度、峰度：", mu, sigma, skew, kurtosis)

# 二维图像

N = 30

density, edges = np.histogramdd(d, bins=[N, N])

print("样本总数：", np.sum(density))

density /= density.max()

x = y = np.arange(N)

print("x = ", x)

print("y = ", y)

t = np.meshgrid(x, y)

print(t)

fig = plt.figure(facecolor="w")

ax = fig.add_subplot(111, projection="3d")

# ax.scatter(t[0], t[1], density, c="r", s=50*density, marker="o", depthshade=True, edgecolor="k")

ax.plot_surface(t[0], t[1], density, cmap=cm.Accent, rstride=1, cstride=1, alpha=0.9, lw=0.75, edgecolor="k")

ax.set_xlabel("X")

ax.set_ylabel("Y")

ax.set_zlabel("Z")

plt.title("二元高斯分布，样本个数：%d" % d.shape[0], fontsize=15)

plt.tight_layout(0.1)

plt.show()

来个6的

二元高斯分布方差比较

#!/usr/bin/python

# -*- coding:utf-8 -*-

import numpy as np

from scipy import stats

import matplotlib as mpl

import matplotlib.pyplot as plt

from mpl_toolkits.mplot3d import Axes3D

from matplotlib import cm

if __name__ == "__main__":

x1, x2 = np.mgrid[-5:5:51j, -5:5:51j]

x = np.stack((x1, x2), axis=2)

print("x1 =

", x1)

print("x2 =

", x2)

print("x =

", x)

mpl.rcParams["axes.unicode_minus"] = False

mpl.rcParams["font.sans-serif"] = "SimHei"

plt.figure(figsize=(9, 8), facecolor="w")

sigma = (np.identity(2), np.diag((3,3)), np.diag((2,5)), np.array(((2,1), (1,5))))

for i in np.arange(4):

ax = plt.subplot(2, 2, i+1, projection="3d")

norm = stats.multivariate_normal((0, 0), sigma[i])

y = norm.pdf(x)

ax.plot_surface(x1, x2, y, cmap=cm.Accent, rstride=1, cstride=1, alpha=0.9, lw=0.3, edgecolor="#303030")

ax.set_xlabel("X")

ax.set_ylabel("Y")

ax.set_zlabel("Z")

plt.suptitle("二元高斯分布方差比较", fontsize=18)

plt.tight_layout(1.5)

plt.show()

图像好看吗？

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