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Lære Challenge: Estimate Mean Value Using Law of Large Numbers | The Limit Theorems of Probability Theory
Advanced Probability Theory

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Challenge: Estimate Mean Value Using Law of Large Numbers

Oppgave

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Assume that we have some data samples: we know these samples are independent and identically distributed, but we do not know the characteristics.

Your task is to use the law of large numbers to estimate the expected value of these samples.
We will also try to check the assumption that our data has exponential distribution: we will build a histogram based on our data and compare it with the real PDF of the exponential distribution.

Note

Visualization cannot prove that the data is distributed in a certain way. For this, it is necessary to use statistical tests, which will be considered in the last section of this course; however, with the help of visualization, we can at least roughly determine which class of distributions our data belongs to.

Your task is to:

  1. Plot histogram using .hist() method of matplotlib.pyplot module.
  2. Calculate the mean over a given subsample in mean_value function using .mean() method.
  3. Pass exp_samples as an argument of a function to calculate mean values over all subsamples.
  4. Print the estimated mean value of all samples as the last value of y array.

Løsning

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Seksjon 2. Kapittel 3
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book
Challenge: Estimate Mean Value Using Law of Large Numbers

Oppgave

Swipe to start coding

Assume that we have some data samples: we know these samples are independent and identically distributed, but we do not know the characteristics.

Your task is to use the law of large numbers to estimate the expected value of these samples.
We will also try to check the assumption that our data has exponential distribution: we will build a histogram based on our data and compare it with the real PDF of the exponential distribution.

Note

Visualization cannot prove that the data is distributed in a certain way. For this, it is necessary to use statistical tests, which will be considered in the last section of this course; however, with the help of visualization, we can at least roughly determine which class of distributions our data belongs to.

Your task is to:

  1. Plot histogram using .hist() method of matplotlib.pyplot module.
  2. Calculate the mean over a given subsample in mean_value function using .mean() method.
  3. Pass exp_samples as an argument of a function to calculate mean values over all subsamples.
  4. Print the estimated mean value of all samples as the last value of y array.

Løsning

Switch to desktopBytt til skrivebordet for virkelighetspraksisFortsett der du er med et av alternativene nedenfor
Alt var klart?

Hvordan kan vi forbedre det?

Takk for tilbakemeldingene dine!

Seksjon 2. Kapittel 3
Switch to desktopBytt til skrivebordet for virkelighetspraksisFortsett der du er med et av alternativene nedenfor
Vi beklager at noe gikk galt. Hva skjedde?
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