update

Author: User

ab_testing/cdfs_and_percentiles.py

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+import numpy as np
+import matplotlib.pyplot as plt
+from scipy.stats import norm
+
+
+mu = 170
+sd = 7
+
+
+# generate samples from our distribution
+x = norm.rvs(loc=mu, scale=sd, size=100)
+
+# maximum likelihood mean
+x.mean()
+
+# maximum likelihood variance
+x.var()
+
+# maximum likelihood std
+x.std()
+
+# unbiased variance
+x.var(ddof=1)
+
+# unbiased std
+x.std(ddof=1)
+
+# at what height are you in the 95th percentile?
+norm.ppf(0.95, loc=mu, scale=sd)
+
+# you are 160 cm tall, what percentile are you in?
+norm.cdf(160, loc=mu, scale=sd)
+
+# you are 180 cm tall, what is the probability that someone is taller than you?
+1 - norm.cdf(180, loc=mu, scale=sd)