test_finite_rv.py 20 KB

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  1. from sympy.concrete.summations import Sum
  2. from sympy.core.containers import (Dict, Tuple)
  3. from sympy.core.function import Function
  4. from sympy.core.numbers import (I, Rational, nan)
  5. from sympy.core.relational import Eq
  6. from sympy.core.singleton import S
  7. from sympy.core.symbol import (Dummy, Symbol, symbols)
  8. from sympy.core.sympify import sympify
  9. from sympy.functions.combinatorial.factorials import binomial
  10. from sympy.functions.combinatorial.numbers import harmonic
  11. from sympy.functions.elementary.exponential import exp
  12. from sympy.functions.elementary.miscellaneous import sqrt
  13. from sympy.functions.elementary.piecewise import Piecewise
  14. from sympy.functions.elementary.trigonometric import cos
  15. from sympy.functions.special.beta_functions import beta
  16. from sympy.logic.boolalg import (And, Or)
  17. from sympy.polys.polytools import cancel
  18. from sympy.sets.sets import FiniteSet
  19. from sympy.simplify.simplify import simplify
  20. from sympy.matrices import Matrix
  21. from sympy.stats import (DiscreteUniform, Die, Bernoulli, Coin, Binomial, BetaBinomial,
  22. Hypergeometric, Rademacher, IdealSoliton, RobustSoliton, P, E, variance,
  23. covariance, skewness, density, where, FiniteRV, pspace, cdf,
  24. correlation, moment, cmoment, smoment, characteristic_function,
  25. moment_generating_function, quantile, kurtosis, median, coskewness)
  26. from sympy.stats.frv_types import DieDistribution, BinomialDistribution, \
  27. HypergeometricDistribution
  28. from sympy.stats.rv import Density
  29. from sympy.testing.pytest import raises
  30. def BayesTest(A, B):
  31. assert P(A, B) == P(And(A, B)) / P(B)
  32. assert P(A, B) == P(B, A) * P(A) / P(B)
  33. def test_discreteuniform():
  34. # Symbolic
  35. a, b, c, t = symbols('a b c t')
  36. X = DiscreteUniform('X', [a, b, c])
  37. assert E(X) == (a + b + c)/3
  38. assert simplify(variance(X)
  39. - ((a**2 + b**2 + c**2)/3 - (a/3 + b/3 + c/3)**2)) == 0
  40. assert P(Eq(X, a)) == P(Eq(X, b)) == P(Eq(X, c)) == S('1/3')
  41. Y = DiscreteUniform('Y', range(-5, 5))
  42. # Numeric
  43. assert E(Y) == S('-1/2')
  44. assert variance(Y) == S('33/4')
  45. assert median(Y) == FiniteSet(-1, 0)
  46. for x in range(-5, 5):
  47. assert P(Eq(Y, x)) == S('1/10')
  48. assert P(Y <= x) == S(x + 6)/10
  49. assert P(Y >= x) == S(5 - x)/10
  50. assert dict(density(Die('D', 6)).items()) == \
  51. dict(density(DiscreteUniform('U', range(1, 7))).items())
  52. assert characteristic_function(X)(t) == exp(I*a*t)/3 + exp(I*b*t)/3 + exp(I*c*t)/3
  53. assert moment_generating_function(X)(t) == exp(a*t)/3 + exp(b*t)/3 + exp(c*t)/3
  54. # issue 18611
  55. raises(ValueError, lambda: DiscreteUniform('Z', [a, a, a, b, b, c]))
  56. def test_dice():
  57. # TODO: Make iid method!
  58. X, Y, Z = Die('X', 6), Die('Y', 6), Die('Z', 6)
  59. a, b, t, p = symbols('a b t p')
  60. assert E(X) == 3 + S.Half
  61. assert variance(X) == Rational(35, 12)
  62. assert E(X + Y) == 7
  63. assert E(X + X) == 7
  64. assert E(a*X + b) == a*E(X) + b
  65. assert variance(X + Y) == variance(X) + variance(Y) == cmoment(X + Y, 2)
  66. assert variance(X + X) == 4 * variance(X) == cmoment(X + X, 2)
  67. assert cmoment(X, 0) == 1
  68. assert cmoment(4*X, 3) == 64*cmoment(X, 3)
  69. assert covariance(X, Y) is S.Zero
  70. assert covariance(X, X + Y) == variance(X)
  71. assert density(Eq(cos(X*S.Pi), 1))[True] == S.Half
  72. assert correlation(X, Y) == 0
  73. assert correlation(X, Y) == correlation(Y, X)
  74. assert smoment(X + Y, 3) == skewness(X + Y)
  75. assert smoment(X + Y, 4) == kurtosis(X + Y)
  76. assert smoment(X, 0) == 1
  77. assert P(X > 3) == S.Half
  78. assert P(2*X > 6) == S.Half
  79. assert P(X > Y) == Rational(5, 12)
  80. assert P(Eq(X, Y)) == P(Eq(X, 1))
  81. assert E(X, X > 3) == 5 == moment(X, 1, 0, X > 3)
  82. assert E(X, Y > 3) == E(X) == moment(X, 1, 0, Y > 3)
  83. assert E(X + Y, Eq(X, Y)) == E(2*X)
  84. assert moment(X, 0) == 1
  85. assert moment(5*X, 2) == 25*moment(X, 2)
  86. assert quantile(X)(p) == Piecewise((nan, (p > 1) | (p < 0)),\
  87. (S.One, p <= Rational(1, 6)), (S(2), p <= Rational(1, 3)), (S(3), p <= S.Half),\
  88. (S(4), p <= Rational(2, 3)), (S(5), p <= Rational(5, 6)), (S(6), p <= 1))
  89. assert P(X > 3, X > 3) is S.One
  90. assert P(X > Y, Eq(Y, 6)) is S.Zero
  91. assert P(Eq(X + Y, 12)) == Rational(1, 36)
  92. assert P(Eq(X + Y, 12), Eq(X, 6)) == Rational(1, 6)
  93. assert density(X + Y) == density(Y + Z) != density(X + X)
  94. d = density(2*X + Y**Z)
  95. assert d[S(22)] == Rational(1, 108) and d[S(4100)] == Rational(1, 216) and S(3130) not in d
  96. assert pspace(X).domain.as_boolean() == Or(
  97. *[Eq(X.symbol, i) for i in [1, 2, 3, 4, 5, 6]])
  98. assert where(X > 3).set == FiniteSet(4, 5, 6)
  99. assert characteristic_function(X)(t) == exp(6*I*t)/6 + exp(5*I*t)/6 + exp(4*I*t)/6 + exp(3*I*t)/6 + exp(2*I*t)/6 + exp(I*t)/6
  100. assert moment_generating_function(X)(t) == exp(6*t)/6 + exp(5*t)/6 + exp(4*t)/6 + exp(3*t)/6 + exp(2*t)/6 + exp(t)/6
  101. assert median(X) == FiniteSet(3, 4)
  102. D = Die('D', 7)
  103. assert median(D) == FiniteSet(4)
  104. # Bayes test for die
  105. BayesTest(X > 3, X + Y < 5)
  106. BayesTest(Eq(X - Y, Z), Z > Y)
  107. BayesTest(X > 3, X > 2)
  108. # arg test for die
  109. raises(ValueError, lambda: Die('X', -1)) # issue 8105: negative sides.
  110. raises(ValueError, lambda: Die('X', 0))
  111. raises(ValueError, lambda: Die('X', 1.5)) # issue 8103: non integer sides.
  112. # symbolic test for die
  113. n, k = symbols('n, k', positive=True)
  114. D = Die('D', n)
  115. dens = density(D).dict
  116. assert dens == Density(DieDistribution(n))
  117. assert set(dens.subs(n, 4).doit().keys()) == {1, 2, 3, 4}
  118. assert set(dens.subs(n, 4).doit().values()) == {Rational(1, 4)}
  119. k = Dummy('k', integer=True)
  120. assert E(D).dummy_eq(
  121. Sum(Piecewise((k/n, k <= n), (0, True)), (k, 1, n)))
  122. assert variance(D).subs(n, 6).doit() == Rational(35, 12)
  123. ki = Dummy('ki')
  124. cumuf = cdf(D)(k)
  125. assert cumuf.dummy_eq(
  126. Sum(Piecewise((1/n, (ki >= 1) & (ki <= n)), (0, True)), (ki, 1, k)))
  127. assert cumuf.subs({n: 6, k: 2}).doit() == Rational(1, 3)
  128. t = Dummy('t')
  129. cf = characteristic_function(D)(t)
  130. assert cf.dummy_eq(
  131. Sum(Piecewise((exp(ki*I*t)/n, (ki >= 1) & (ki <= n)), (0, True)), (ki, 1, n)))
  132. assert cf.subs(n, 3).doit() == exp(3*I*t)/3 + exp(2*I*t)/3 + exp(I*t)/3
  133. mgf = moment_generating_function(D)(t)
  134. assert mgf.dummy_eq(
  135. Sum(Piecewise((exp(ki*t)/n, (ki >= 1) & (ki <= n)), (0, True)), (ki, 1, n)))
  136. assert mgf.subs(n, 3).doit() == exp(3*t)/3 + exp(2*t)/3 + exp(t)/3
  137. def test_given():
  138. X = Die('X', 6)
  139. assert density(X, X > 5) == {S(6): S.One}
  140. assert where(X > 2, X > 5).as_boolean() == Eq(X.symbol, 6)
  141. def test_domains():
  142. X, Y = Die('x', 6), Die('y', 6)
  143. x, y = X.symbol, Y.symbol
  144. # Domains
  145. d = where(X > Y)
  146. assert d.condition == (x > y)
  147. d = where(And(X > Y, Y > 3))
  148. assert d.as_boolean() == Or(And(Eq(x, 5), Eq(y, 4)), And(Eq(x, 6),
  149. Eq(y, 5)), And(Eq(x, 6), Eq(y, 4)))
  150. assert len(d.elements) == 3
  151. assert len(pspace(X + Y).domain.elements) == 36
  152. Z = Die('x', 4)
  153. raises(ValueError, lambda: P(X > Z)) # Two domains with same internal symbol
  154. assert pspace(X + Y).domain.set == FiniteSet(1, 2, 3, 4, 5, 6)**2
  155. assert where(X > 3).set == FiniteSet(4, 5, 6)
  156. assert X.pspace.domain.dict == FiniteSet(
  157. *[Dict({X.symbol: i}) for i in range(1, 7)])
  158. assert where(X > Y).dict == FiniteSet(*[Dict({X.symbol: i, Y.symbol: j})
  159. for i in range(1, 7) for j in range(1, 7) if i > j])
  160. def test_bernoulli():
  161. p, a, b, t = symbols('p a b t')
  162. X = Bernoulli('B', p, a, b)
  163. assert E(X) == a*p + b*(-p + 1)
  164. assert density(X)[a] == p
  165. assert density(X)[b] == 1 - p
  166. assert characteristic_function(X)(t) == p * exp(I * a * t) + (-p + 1) * exp(I * b * t)
  167. assert moment_generating_function(X)(t) == p * exp(a * t) + (-p + 1) * exp(b * t)
  168. X = Bernoulli('B', p, 1, 0)
  169. z = Symbol("z")
  170. assert E(X) == p
  171. assert simplify(variance(X)) == p*(1 - p)
  172. assert E(a*X + b) == a*E(X) + b
  173. assert simplify(variance(a*X + b)) == simplify(a**2 * variance(X))
  174. assert quantile(X)(z) == Piecewise((nan, (z > 1) | (z < 0)), (0, z <= 1 - p), (1, z <= 1))
  175. Y = Bernoulli('Y', Rational(1, 2))
  176. assert median(Y) == FiniteSet(0, 1)
  177. Z = Bernoulli('Z', Rational(2, 3))
  178. assert median(Z) == FiniteSet(1)
  179. raises(ValueError, lambda: Bernoulli('B', 1.5))
  180. raises(ValueError, lambda: Bernoulli('B', -0.5))
  181. #issue 8248
  182. assert X.pspace.compute_expectation(1) == 1
  183. p = Rational(1, 5)
  184. X = Binomial('X', 5, p)
  185. Y = Binomial('Y', 7, 2*p)
  186. Z = Binomial('Z', 9, 3*p)
  187. assert coskewness(Y + Z, X + Y, X + Z).simplify() == 0
  188. assert coskewness(Y + 2*X + Z, X + 2*Y + Z, X + 2*Z + Y).simplify() == \
  189. sqrt(1529)*Rational(12, 16819)
  190. assert coskewness(Y + 2*X + Z, X + 2*Y + Z, X + 2*Z + Y, X < 2).simplify() \
  191. == -sqrt(357451121)*Rational(2812, 4646864573)
  192. def test_cdf():
  193. D = Die('D', 6)
  194. o = S.One
  195. assert cdf(
  196. D) == sympify({1: o/6, 2: o/3, 3: o/2, 4: 2*o/3, 5: 5*o/6, 6: o})
  197. def test_coins():
  198. C, D = Coin('C'), Coin('D')
  199. H, T = symbols('H, T')
  200. assert P(Eq(C, D)) == S.Half
  201. assert density(Tuple(C, D)) == {(H, H): Rational(1, 4), (H, T): Rational(1, 4),
  202. (T, H): Rational(1, 4), (T, T): Rational(1, 4)}
  203. assert dict(density(C).items()) == {H: S.Half, T: S.Half}
  204. F = Coin('F', Rational(1, 10))
  205. assert P(Eq(F, H)) == Rational(1, 10)
  206. d = pspace(C).domain
  207. assert d.as_boolean() == Or(Eq(C.symbol, H), Eq(C.symbol, T))
  208. raises(ValueError, lambda: P(C > D)) # Can't intelligently compare H to T
  209. def test_binomial_verify_parameters():
  210. raises(ValueError, lambda: Binomial('b', .2, .5))
  211. raises(ValueError, lambda: Binomial('b', 3, 1.5))
  212. def test_binomial_numeric():
  213. nvals = range(5)
  214. pvals = [0, Rational(1, 4), S.Half, Rational(3, 4), 1]
  215. for n in nvals:
  216. for p in pvals:
  217. X = Binomial('X', n, p)
  218. assert E(X) == n*p
  219. assert variance(X) == n*p*(1 - p)
  220. if n > 0 and 0 < p < 1:
  221. assert skewness(X) == (1 - 2*p)/sqrt(n*p*(1 - p))
  222. assert kurtosis(X) == 3 + (1 - 6*p*(1 - p))/(n*p*(1 - p))
  223. for k in range(n + 1):
  224. assert P(Eq(X, k)) == binomial(n, k)*p**k*(1 - p)**(n - k)
  225. def test_binomial_quantile():
  226. X = Binomial('X', 50, S.Half)
  227. assert quantile(X)(0.95) == S(31)
  228. assert median(X) == FiniteSet(25)
  229. X = Binomial('X', 5, S.Half)
  230. p = Symbol("p", positive=True)
  231. assert quantile(X)(p) == Piecewise((nan, p > S.One), (S.Zero, p <= Rational(1, 32)),\
  232. (S.One, p <= Rational(3, 16)), (S(2), p <= S.Half), (S(3), p <= Rational(13, 16)),\
  233. (S(4), p <= Rational(31, 32)), (S(5), p <= S.One))
  234. assert median(X) == FiniteSet(2, 3)
  235. def test_binomial_symbolic():
  236. n = 2
  237. p = symbols('p', positive=True)
  238. X = Binomial('X', n, p)
  239. t = Symbol('t')
  240. assert simplify(E(X)) == n*p == simplify(moment(X, 1))
  241. assert simplify(variance(X)) == n*p*(1 - p) == simplify(cmoment(X, 2))
  242. assert cancel(skewness(X) - (1 - 2*p)/sqrt(n*p*(1 - p))) == 0
  243. assert cancel((kurtosis(X)) - (3 + (1 - 6*p*(1 - p))/(n*p*(1 - p)))) == 0
  244. assert characteristic_function(X)(t) == p ** 2 * exp(2 * I * t) + 2 * p * (-p + 1) * exp(I * t) + (-p + 1) ** 2
  245. assert moment_generating_function(X)(t) == p ** 2 * exp(2 * t) + 2 * p * (-p + 1) * exp(t) + (-p + 1) ** 2
  246. # Test ability to change success/failure winnings
  247. H, T = symbols('H T')
  248. Y = Binomial('Y', n, p, succ=H, fail=T)
  249. assert simplify(E(Y) - (n*(H*p + T*(1 - p)))) == 0
  250. # test symbolic dimensions
  251. n = symbols('n')
  252. B = Binomial('B', n, p)
  253. raises(NotImplementedError, lambda: P(B > 2))
  254. assert density(B).dict == Density(BinomialDistribution(n, p, 1, 0))
  255. assert set(density(B).dict.subs(n, 4).doit().keys()) == \
  256. {S.Zero, S.One, S(2), S(3), S(4)}
  257. assert set(density(B).dict.subs(n, 4).doit().values()) == \
  258. {(1 - p)**4, 4*p*(1 - p)**3, 6*p**2*(1 - p)**2, 4*p**3*(1 - p), p**4}
  259. k = Dummy('k', integer=True)
  260. assert E(B > 2).dummy_eq(
  261. Sum(Piecewise((k*p**k*(1 - p)**(-k + n)*binomial(n, k), (k >= 0)
  262. & (k <= n) & (k > 2)), (0, True)), (k, 0, n)))
  263. def test_beta_binomial():
  264. # verify parameters
  265. raises(ValueError, lambda: BetaBinomial('b', .2, 1, 2))
  266. raises(ValueError, lambda: BetaBinomial('b', 2, -1, 2))
  267. raises(ValueError, lambda: BetaBinomial('b', 2, 1, -2))
  268. assert BetaBinomial('b', 2, 1, 1)
  269. # test numeric values
  270. nvals = range(1,5)
  271. alphavals = [Rational(1, 4), S.Half, Rational(3, 4), 1, 10]
  272. betavals = [Rational(1, 4), S.Half, Rational(3, 4), 1, 10]
  273. for n in nvals:
  274. for a in alphavals:
  275. for b in betavals:
  276. X = BetaBinomial('X', n, a, b)
  277. assert E(X) == moment(X, 1)
  278. assert variance(X) == cmoment(X, 2)
  279. # test symbolic
  280. n, a, b = symbols('a b n')
  281. assert BetaBinomial('x', n, a, b)
  282. n = 2 # Because we're using for loops, can't do symbolic n
  283. a, b = symbols('a b', positive=True)
  284. X = BetaBinomial('X', n, a, b)
  285. t = Symbol('t')
  286. assert E(X).expand() == moment(X, 1).expand()
  287. assert variance(X).expand() == cmoment(X, 2).expand()
  288. assert skewness(X) == smoment(X, 3)
  289. assert characteristic_function(X)(t) == exp(2*I*t)*beta(a + 2, b)/beta(a, b) +\
  290. 2*exp(I*t)*beta(a + 1, b + 1)/beta(a, b) + beta(a, b + 2)/beta(a, b)
  291. assert moment_generating_function(X)(t) == exp(2*t)*beta(a + 2, b)/beta(a, b) +\
  292. 2*exp(t)*beta(a + 1, b + 1)/beta(a, b) + beta(a, b + 2)/beta(a, b)
  293. def test_hypergeometric_numeric():
  294. for N in range(1, 5):
  295. for m in range(0, N + 1):
  296. for n in range(1, N + 1):
  297. X = Hypergeometric('X', N, m, n)
  298. N, m, n = map(sympify, (N, m, n))
  299. assert sum(density(X).values()) == 1
  300. assert E(X) == n * m / N
  301. if N > 1:
  302. assert variance(X) == n*(m/N)*(N - m)/N*(N - n)/(N - 1)
  303. # Only test for skewness when defined
  304. if N > 2 and 0 < m < N and n < N:
  305. assert skewness(X) == simplify((N - 2*m)*sqrt(N - 1)*(N - 2*n)
  306. / (sqrt(n*m*(N - m)*(N - n))*(N - 2)))
  307. def test_hypergeometric_symbolic():
  308. N, m, n = symbols('N, m, n')
  309. H = Hypergeometric('H', N, m, n)
  310. dens = density(H).dict
  311. expec = E(H > 2)
  312. assert dens == Density(HypergeometricDistribution(N, m, n))
  313. assert dens.subs(N, 5).doit() == Density(HypergeometricDistribution(5, m, n))
  314. assert set(dens.subs({N: 3, m: 2, n: 1}).doit().keys()) == {S.Zero, S.One}
  315. assert set(dens.subs({N: 3, m: 2, n: 1}).doit().values()) == {Rational(1, 3), Rational(2, 3)}
  316. k = Dummy('k', integer=True)
  317. assert expec.dummy_eq(
  318. Sum(Piecewise((k*binomial(m, k)*binomial(N - m, -k + n)
  319. /binomial(N, n), k > 2), (0, True)), (k, 0, n)))
  320. def test_rademacher():
  321. X = Rademacher('X')
  322. t = Symbol('t')
  323. assert E(X) == 0
  324. assert variance(X) == 1
  325. assert density(X)[-1] == S.Half
  326. assert density(X)[1] == S.Half
  327. assert characteristic_function(X)(t) == exp(I*t)/2 + exp(-I*t)/2
  328. assert moment_generating_function(X)(t) == exp(t) / 2 + exp(-t) / 2
  329. def test_ideal_soliton():
  330. raises(ValueError, lambda : IdealSoliton('sol', -12))
  331. raises(ValueError, lambda : IdealSoliton('sol', 13.2))
  332. raises(ValueError, lambda : IdealSoliton('sol', 0))
  333. f = Function('f')
  334. raises(ValueError, lambda : density(IdealSoliton('sol', 10)).pmf(f))
  335. k = Symbol('k', integer=True, positive=True)
  336. x = Symbol('x', integer=True, positive=True)
  337. t = Symbol('t')
  338. sol = IdealSoliton('sol', k)
  339. assert density(sol).low == S.One
  340. assert density(sol).high == k
  341. assert density(sol).dict == Density(density(sol))
  342. assert density(sol).pmf(x) == Piecewise((1/k, Eq(x, 1)), (1/(x*(x - 1)), k >= x), (0, True))
  343. k_vals = [5, 20, 50, 100, 1000]
  344. for i in k_vals:
  345. assert E(sol.subs(k, i)) == harmonic(i) == moment(sol.subs(k, i), 1)
  346. assert variance(sol.subs(k, i)) == (i - 1) + harmonic(i) - harmonic(i)**2 == cmoment(sol.subs(k, i),2)
  347. assert skewness(sol.subs(k, i)) == smoment(sol.subs(k, i), 3)
  348. assert kurtosis(sol.subs(k, i)) == smoment(sol.subs(k, i), 4)
  349. assert exp(I*t)/10 + Sum(exp(I*t*x)/(x*x - x), (x, 2, k)).subs(k, 10).doit() == characteristic_function(sol.subs(k, 10))(t)
  350. assert exp(t)/10 + Sum(exp(t*x)/(x*x - x), (x, 2, k)).subs(k, 10).doit() == moment_generating_function(sol.subs(k, 10))(t)
  351. def test_robust_soliton():
  352. raises(ValueError, lambda : RobustSoliton('robSol', -12, 0.1, 0.02))
  353. raises(ValueError, lambda : RobustSoliton('robSol', 13, 1.89, 0.1))
  354. raises(ValueError, lambda : RobustSoliton('robSol', 15, 0.6, -2.31))
  355. f = Function('f')
  356. raises(ValueError, lambda : density(RobustSoliton('robSol', 15, 0.6, 0.1)).pmf(f))
  357. k = Symbol('k', integer=True, positive=True)
  358. delta = Symbol('delta', positive=True)
  359. c = Symbol('c', positive=True)
  360. robSol = RobustSoliton('robSol', k, delta, c)
  361. assert density(robSol).low == 1
  362. assert density(robSol).high == k
  363. k_vals = [10, 20, 50]
  364. delta_vals = [0.2, 0.4, 0.6]
  365. c_vals = [0.01, 0.03, 0.05]
  366. for x in k_vals:
  367. for y in delta_vals:
  368. for z in c_vals:
  369. assert E(robSol.subs({k: x, delta: y, c: z})) == moment(robSol.subs({k: x, delta: y, c: z}), 1)
  370. assert variance(robSol.subs({k: x, delta: y, c: z})) == cmoment(robSol.subs({k: x, delta: y, c: z}), 2)
  371. assert skewness(robSol.subs({k: x, delta: y, c: z})) == smoment(robSol.subs({k: x, delta: y, c: z}), 3)
  372. assert kurtosis(robSol.subs({k: x, delta: y, c: z})) == smoment(robSol.subs({k: x, delta: y, c: z}), 4)
  373. def test_FiniteRV():
  374. F = FiniteRV('F', {1: S.Half, 2: Rational(1, 4), 3: Rational(1, 4)}, check=True)
  375. p = Symbol("p", positive=True)
  376. assert dict(density(F).items()) == {S.One: S.Half, S(2): Rational(1, 4), S(3): Rational(1, 4)}
  377. assert P(F >= 2) == S.Half
  378. assert quantile(F)(p) == Piecewise((nan, p > S.One), (S.One, p <= S.Half),\
  379. (S(2), p <= Rational(3, 4)),(S(3), True))
  380. assert pspace(F).domain.as_boolean() == Or(
  381. *[Eq(F.symbol, i) for i in [1, 2, 3]])
  382. assert F.pspace.domain.set == FiniteSet(1, 2, 3)
  383. raises(ValueError, lambda: FiniteRV('F', {1: S.Half, 2: S.Half, 3: S.Half}, check=True))
  384. raises(ValueError, lambda: FiniteRV('F', {1: S.Half, 2: Rational(-1, 2), 3: S.One}, check=True))
  385. raises(ValueError, lambda: FiniteRV('F', {1: S.One, 2: Rational(3, 2), 3: S.Zero,\
  386. 4: Rational(-1, 2), 5: Rational(-3, 4), 6: Rational(-1, 4)}, check=True))
  387. # purposeful invalid pmf but it should not raise since check=False
  388. # see test_drv_types.test_ContinuousRV for explanation
  389. X = FiniteRV('X', {1: 1, 2: 2})
  390. assert E(X) == 5
  391. assert P(X <= 2) + P(X > 2) != 1
  392. def test_density_call():
  393. from sympy.abc import p
  394. x = Bernoulli('x', p)
  395. d = density(x)
  396. assert d(0) == 1 - p
  397. assert d(S.Zero) == 1 - p
  398. assert d(5) == 0
  399. assert 0 in d
  400. assert 5 not in d
  401. assert d(S.Zero) == d[S.Zero]
  402. def test_DieDistribution():
  403. from sympy.abc import x
  404. X = DieDistribution(6)
  405. assert X.pmf(S.Half) is S.Zero
  406. assert X.pmf(x).subs({x: 1}).doit() == Rational(1, 6)
  407. assert X.pmf(x).subs({x: 7}).doit() == 0
  408. assert X.pmf(x).subs({x: -1}).doit() == 0
  409. assert X.pmf(x).subs({x: Rational(1, 3)}).doit() == 0
  410. raises(ValueError, lambda: X.pmf(Matrix([0, 0])))
  411. raises(ValueError, lambda: X.pmf(x**2 - 1))
  412. def test_FinitePSpace():
  413. X = Die('X', 6)
  414. space = pspace(X)
  415. assert space.density == DieDistribution(6)
  416. def test_symbolic_conditions():
  417. B = Bernoulli('B', Rational(1, 4))
  418. D = Die('D', 4)
  419. b, n = symbols('b, n')
  420. Y = P(Eq(B, b))
  421. Z = E(D > n)
  422. assert Y == \
  423. Piecewise((Rational(1, 4), Eq(b, 1)), (0, True)) + \
  424. Piecewise((Rational(3, 4), Eq(b, 0)), (0, True))
  425. assert Z == \
  426. Piecewise((Rational(1, 4), n < 1), (0, True)) + Piecewise((S.Half, n < 2), (0, True)) + \
  427. Piecewise((Rational(3, 4), n < 3), (0, True)) + Piecewise((S.One, n < 4), (0, True))