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15 Math Concepts Every Data Scientist Should Know
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The following is a series of exercises. Answers to all the exercises are given in the Answers_to_Exercises_Chap15.ipynb Jupyter notebook in the GitHub repository.
symmetric matrix
using the following relationship:
Eq.13
The
matrix should have its matrix elements drawn from the standard normal distribution with a probability of 0.5, and from the mean-zero unit-variance Laplace distribution in Eq.4, with a probability of 0.5. Calculate the eigenvalues,
, of
and compute the empirical density of scaled eigenvalues
. Compare this empirical density to the semicircle law in Eq.2.
Tip
You can draw a value
from the mean-zero unit-variance Laplace distribution by first drawing a value
from the uniform distribution,
, then calculating
as follows:

Eq.14
Alternatively, you can use the numpy.random.laplace NumPy function to sample the values directly.
2. From the definition of the GUE in Eq.7, generate a
GUE matrix and compute its...