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Saturday, October 8, 2022

[FIXED] How to calculate probability in a normal distribution given mean & standard deviation?

 October 08, 2022     probability, python, scipy, statistics     No comments   

Issue

How to calculate probability in normal distribution given mean, std in Python? I can always explicitly code my own function according to the definition like the OP in this question did: Calculating Probability of a Random Variable in a Distribution in Python

Just wondering if there is a library function call will allow you to do this. In my imagine it would like this:

nd = NormalDistribution(mu=100, std=12)
p = nd.prob(98)

There is a similar question in Perl: How can I compute the probability at a point given a normal distribution in Perl?. But I didn't see one in Python.

Numpy has a random.normal function, but it's like sampling, not exactly what I want.


Solution

There's one in scipy.stats:

>>> import scipy.stats
>>> scipy.stats.norm(0, 1)
<scipy.stats.distributions.rv_frozen object at 0x928352c>
>>> scipy.stats.norm(0, 1).pdf(0)
0.3989422804014327
>>> scipy.stats.norm(0, 1).cdf(0)
0.5
>>> scipy.stats.norm(100, 12)
<scipy.stats.distributions.rv_frozen object at 0x928352c>
>>> scipy.stats.norm(100, 12).pdf(98)
0.032786643008494994
>>> scipy.stats.norm(100, 12).cdf(98)
0.43381616738909634
>>> scipy.stats.norm(100, 12).cdf(100)
0.5

[One thing to beware of -- just a tip -- is that the parameter passing is a little broad. Because of the way the code is set up, if you accidentally write scipy.stats.norm(mean=100, std=12) instead of scipy.stats.norm(100, 12) or scipy.stats.norm(loc=100, scale=12), then it'll accept it, but silently discard those extra keyword arguments and give you the default (0,1).]



Answered By - DSM
Answer Checked By - Katrina (PHPFixing Volunteer)
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