Example of a Laplace distributionΒΆ
Figure 3.13.
This shows an example of a Laplace distribution with various parameters. We’ll generate the distribution using:
dist = scipy.stats.laplace(...)
Where ... should be filled in with the desired distribution parameters Once we have defined the distribution parameters in this way, these distribution objects have many useful methods; for example:
- dist.pmf(x) computes the Probability Mass Function at values x in the case of discrete distributions
- dist.pdf(x) computes the Probability Density Function at values x in the case of continuous distributions
- dist.rvs(N) computes N random variables distributed according to the given distribution
Many further options exist; refer to the documentation of scipy.stats for more details.
# Author: Jake VanderPlas
# License: BSD
# The figure produced by this code is published in the textbook
# "Statistics, Data Mining, and Machine Learning in Astronomy" (2013)
# For more information, see http://astroML.github.com
# To report a bug or issue, use the following forum:
# https://groups.google.com/forum/#!forum/astroml-general
import numpy as np
from scipy.stats import laplace
from matplotlib import pyplot as plt
#----------------------------------------------------------------------
# This function adjusts matplotlib settings for a uniform feel in the textbook.
# Note that with usetex=True, fonts are rendered with LaTeX. This may
# result in an error if LaTeX is not installed on your system. In that case,
# you can set usetex to False.
from astroML.plotting import setup_text_plots
setup_text_plots(fontsize=8, usetex=True)
#------------------------------------------------------------
# Define the distribution parameters to be plotted
delta_values = [0.5, 1.0, 2.0]
linestyles = ['-', '--', ':']
mu = 0
x = np.linspace(-10, 10, 1000)
#------------------------------------------------------------
# plot the distributions
fig, ax = plt.subplots(figsize=(5, 3.75))
for delta, ls in zip(delta_values, linestyles):
dist = laplace(mu, delta)
plt.plot(x, dist.pdf(x), ls=ls, c='black',
label=r'$\mu=%i,\ \Delta=%.1f$' % (mu, delta))
plt.xlim(-6, 6)
plt.ylim(0, 1.0)
plt.xlabel('$x$')
plt.ylabel(r'$p(x|\mu,\Delta)$')
plt.title('Laplace Distribution')
plt.legend()
plt.show()