Module statistics

Structs

BernoulliDistribution

Bernoulli distribution with success probability p. If p has a null value, the success probability is unknown. For a more in-depth discussion, see:

ExponentialDistribution

Exponential distribution with an optional shift. The probability density function (PDF) is defined as follows:

GaussianDistribution

Gaussian (normal) distribution, represented by its mean and variance. For a more in-depth discussion, see:

GenericDistribution

A generic distribution whose functional form is not available, which is approximated via some summary statistics. For a more in-depth discussion, see:

UniformDistribution

Uniform distribution, represented by its range. If the given range extends towards infinity, the distribution will be improper – which is OK. For a more in-depth discussion, see:

Enums

Distribution

This object defines probabilistic distributions that encode uncertain information about a single, scalar value. Currently, we support five core statistical distributions. New variants will be added over time.

Functions

combine_bernoullis

This function takes a logical operator and two Bernoulli distributions, and it returns a new Bernoulli distribution that represents the result of the operation. Currently, only AND and OR operations are supported.

combine_gaussians

Applies the given operation to the given Gaussian distributions. Currently, this function handles only addition and subtraction operations. If the result is not a Gaussian random variable, it returns None. For details, see:

compute_mean

Computes the mean value for the result of the given binary operation on two unknown quantities represented by their Distribution objects.

compute_median

Computes the median value for the result of the given binary operation on two unknown quantities represented by its Distribution objects. Currently, the median is calculable only for addition and subtraction operations on:

compute_variance

Computes the variance value for the result of the given binary operation on two unknown quantities represented by their Distribution objects.

create_bernoulli_from_comparison

Creates a new Bernoulli distribution by computing the resulting probability. Expects op to be a comparison operator, with left and right having numeric distributions. The resulting distribution has the Float64 data type.

new_generic_from_binary_op

Creates a new Generic distribution that represents the result of the given binary operation on two unknown quantities represented by their Distribution objects. The function computes the mean, median and variance if possible.