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For this problem, we will re-work homework 2a using the scipy stats module rather than the Simpson method

INSTRUCTIONS TO CANDIDATES
ANSWER ALL QUESTIONS

HW4

a) For this problem, we will re-work homework 2a using the scipy stats module rather than the Simpson method to find:

P(x<1|N(0,1)): probability x<1 given a normal distribution of x with μ=0, σ=1

P(x>μ+2σ|N(175, 3))

Specifically, you should import as:  from scipy import stats

Within stats you should explore the functions stats.norm().pdf and stats.norm().cdf , which refer to the probability density function and cumulative distribution functions, respectively.  

 

Rather than printing your findings to the console, we will use matplotlib.pyplot to produce nicely formatted plots such as shown below.  Additional requirements are:

You should use numpy arrays for all of your work on this problem where arrays are needed.

Note:  a code stem for HW4a.py is available for download.

b) Re-work problem b) from homework 2, but use fsolve rather than the secant method to find the roots.

c) Re-work problem c) from homework 2, but use numpy and scipy rather than the Cramer function to solve the matrix equations.HW4a.py (This is a stem with #JES MISSING CODE when I broke the working program)

# region imports

import matplotlib.pyplot as plt

import numpy as np

from scipy import stats

# endregion

# region functions

def main():

    '''

    Calculates P(x<1|N(0,1)) and P(x>μ+2σ|N(175, 3)) and displays both the GNPDF 

and CDF

    for each case

    :return: nothing

    '''

    #part 1 P(x<1|N(0,1))

    mu_a = #JES MISSING CODE #mean

    sig_a = #JES MISSING CODE  #standard deviation

    c_a = #JES MISSING CODE

    p_a = #JES MISSING CODE  #calculate the probability P(x<1|N(0,1))

    #create the illustrative plots for part a

    x_a=np.linspace(mu_a-5*sig_a,mu_a+5*sig_a,500) #create a numpy array using 

linspace between mu-5*sigma to mu+5*sigma with 500 points

    cdf_a = np.array([#JES MISSING CODE FOR LIST COMPREHENSION]) #create a numpy 

array filled with values of CDF

    gnpdf_a = np.array([#JES MISSING CODE FOR LIST COMPREHENSION])  #create a numpy

array for f(x) from the GNPDF

    plt.subplots(2,1,sharex=True) #create two, stacked plots using subplots with 

sharex=True

    plt.subplot(2, 1, 1) #set subplot 1 for our focus by using plt.subplot

    plt.plot(x_a, gnpdf_a)  #plot the gndpf_a vs x_a

    plt.xlim(x_a.min(),x_a.max())

    plt.ylim(0, gnpdf_a.max()*1.1)

    # fill in area below GNPDF in range mu_a-5*sig_a to 1

    x_fill = np.linspace(mu_a - 5 * sig_a, c_a, 100) #create a numpy array of x 

values from mu-5*sigma to 1 with 100 points

    gnpdf_fill = np.array([#JES MISSING CODE FOR LIST COMPREHENSION]) #calculate 

the GNPDF function for each x in x_fill and store in numpy array

    ax=plt.gca() #get the axes for the current plot

    ax.fill_between(x_fill, gnpdf_fill, color='grey', alpha=0.3) #create the filled

region between gnpdf and x axis

 

    #construct the equation to display on GNPDF using TeX

    text_x=mu_a-4*sig_a

    text_y=0.65*gnpdf_a.max()

    plt.text(text_x,text_y,r'$f(x)=\frac{1}{\sigma\sqrt{2\pi}}e^{-\frac{1}{2}\

left(\frac{x-\mu}{\sigma}\right)^2}$')

    arrow_x=(c_a-mu_a+5*sig_a)*2/3+(mu_a-5*sig_a) #calculate the x coordinate for 

where the arrow should point

    arrow_y=(#JES MISSING CODE ) #calculate the y coordinate for where the arrow 

should point

    plt.annotate('P(x<{:0.2f}|N({:0.2f},{:0.2f})={:0.2f}'.format(c_a, mu_a, sig_a, 

p_a), 

size=8,xy=(arrow_x,arrow_y),xytext=(text_x,0.5*text_y),arrowprops=dict(arrowstyle='

->', connectionstyle="arc3")) #draw the arrow with text

    plt.ylabel('f(x)', size=12)

    ax.tick_params(axis='both', which='both', direction='in', top=True, right=True,

labelsize=10)  # format tick marks

    # ax.xaxis.set_ticklabels([]) #erase x tick labels for the top graph

    ax.yaxis.set_label('f(x)')

    #create the CDF plot

    plt.subplot(2,1,2) #select the second plot

    plt.plot(x_a,cdf_a) #plot cdf_a vs x_a

    plt.ylim(0,1)

    plt.ylabel('$\Phi(x)=\int_{-\infty}^{x}f(x)\mathrm{d}x$', size=12)

    plt.xlabel('x')

    plt.plot(c_a,p_a,'o', markerfacecolor='white', markeredgecolor='red')

    ax=plt.gca()

    ax.tick_params(axis='both', which='both', direction='in', top=True, right=True,

labelsize=10)  # format tick marks

    ax.set_xlim(ax.get_xlim())

    ax.hlines(p_a,ax.get_xlim()[0],c_a, color='black', linewidth=1)

    ax.vlines(c_a, 0, p_a,color='black', linewidth=1)

    plt.show()

    #part 2 P(x>mu+2*sigma|N(175,3))

 

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