Book Image

SciPy Recipes

By : V Kishore Ayyadevara, Ruben Oliva Ramos
Book Image

SciPy Recipes

By: V Kishore Ayyadevara, Ruben Oliva Ramos

Overview of this book

With the SciPy Stack, you get the power to effectively process, manipulate, and visualize your data using the popular Python language. Utilizing SciPy correctly can sometimes be a very tricky proposition. This book provides the right techniques so you can use SciPy to perform different data science tasks with ease. This book includes hands-on recipes for using the different components of the SciPy Stack such as NumPy, SciPy, matplotlib, and pandas, among others. You will use these libraries to solve real-world problems in linear algebra, numerical analysis, data visualization, and much more. The recipes included in the book will ensure you get a practical understanding not only of how a particular feature in SciPy Stack works, but also of its application to real-world problems. The independent nature of the recipes also ensure that you can pick up any one and learn about a particular feature of SciPy without reading through the other recipes, thus making the book a very handy and useful guide.
Table of Contents (11 chapters)

Computing probabilities associated with the multivariate Gaussian distribution

A multivariate Gaussian distribution is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions. A random vector is said to be k-variate normally distributed if every linear combination of its k components has a univariate normal distribution.

Before looking at the multivariate Gaussian distribution, let's consider the univariate distribution.

A univariate distribution is generated with the following formula:

In the preceding formula, the following applies:

  • σ represents the standard deviation of the distribution
  • µ represents the mean of the distribution

Given the preceding two parameters, a Gaussian distribution with a certain mean and standard deviation is generated by varying the values of x from -∞ to ∞.

A typical plot of a Gaussian...