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Probability

The document discusses sampling from a discrete probability distribution with 6 outcomes using the mxnet library in Python. It generates random samples, tracks the sample counts, and plots the estimates to converge to the true probabilities over many samples.

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damasodra33
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9 views

Probability

The document discusses sampling from a discrete probability distribution with 6 outcomes using the mxnet library in Python. It generates random samples, tracks the sample counts, and plots the estimates to converge to the true probabilities over many samples.

Uploaded by

damasodra33
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
You are on page 1/ 6

Basic Probability

In [9]: import mxnet as mx


from mxnet import nd
%matplotlib inline
from matplotlib import pyplot as plt
from IPython import display
display.set_matplotlib_formats('svg')

Let's de ne a discrete distribution over 6 outcomes and sample from it.

In [2]: probabilities = nd.ones(6) / 6


nd.random.multinomial(probabilities)

Out[2]: [3]
<NDArray 1 @cpu(0)>
Let's draw from it multiple times.

In [3]: print(nd.random.multinomial(probabilities, shape=(10)))


print(nd.random.multinomial(probabilities, shape=(5,10)))

[3 4 5 3 5 3 5 2 3 3]
<NDArray 10 @cpu(0)>

[[2 2 1 5 0 5 1 2 2 4]
[4 3 2 3 2 5 5 0 2 0]
[3 0 2 4 5 4 0 5 5 5]
[2 4 4 2 3 4 4 0 4 3]
[3 0 3 5 4 3 0 2 2 1]]
<NDArray 5x10 @cpu(0)>
Let's see what happens for 1000 samples.

In [4]: rolls = nd.random.multinomial(probabilities, shape=(1000))


counts = nd.zeros((6,1000))
totals = nd.zeros(6)
for i, roll in enumerate(rolls):
totals[int(roll.asscalar())] += 1
counts[:, i] = totals

To start, we can inspect the nal tally at the end of rolls.

In [5]: totals / 1000

Out[5]: [0.167 0.168 0.175 0.159 0.158 0.173]


<NDArray 6 @cpu(0)>
Let's look at the counts.

In [6]: counts

Out[6]: [[ 0. 0. 0. ... 165. 166. 167.]


[ 1. 1. 1. ... 168. 168. 168.]
[ 0. 0. 0. ... 175. 175. 175.]
[ 0. 0. 0. ... 159. 159. 159.]
[ 0. 1. 2. ... 158. 158. 158.]
[ 0. 0. 0. ... 173. 173. 173.]]
<NDArray 6x1000 @cpu(0)>
Normalizing by the number of tosses, we get:

In [7]: x = nd.arange(1000).reshape((1,1000)) + 1
estimates = counts / x
print(estimates[:,0])
print(estimates[:,1])
print(estimates[:,100])

[0. 1. 0. 0. 0. 0.]
<NDArray 6 @cpu(0)>

[0. 0.5 0. 0. 0.5 0. ]


<NDArray 6 @cpu(0)>

[0.1980198 0.15841584 0.17821783 0.18811882 0.12871288 0.14851485]


<NDArray 6 @cpu(0)>
In [10]: plt.figure(figsize=(8, 6))
for i in range(6):
plt.plot(estimates[i, :].asnumpy(), label=("P(die=" + str(i) +")"))

plt.axhline(y=0.16666, color='black', linestyle='dashed')


plt.legend()
plt.show()

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