Add explanation and example for norm.cdf()

function
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ErdemOzgen 2023-12-05 14:32:20 +03:00
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In this example, `uniform.rvs()` is used to generate random variates within the interval [0, 10] (inclusive of 0 and 10), and each value within that interval has an equal chance of being selected, reflecting the uniform distribution.
# binomial distribution
# binomial distribution
# The normal distribution
#normcdf
The `norm.cdf()` function is part of the SciPy library and is used to calculate the cumulative distribution function (CDF) of a normal (Gaussian) distribution. The normal distribution is a continuous probability distribution that is often used in statistics due to its prevalence in various natural phenomena. The CDF of a normal distribution gives the probability that a random variable following that distribution is less than or equal to a specified value.
Here's an explanation of the terms and concepts involved:
1. **Normal Distribution (Gaussian Distribution)**:
- The normal distribution is a symmetric, bell-shaped probability distribution characterized by two parameters: mean (μ) and standard deviation (σ).
- The probability density function (PDF) of the normal distribution is given by the famous bell curve formula.
2. **Cumulative Distribution Function (CDF)**:
- The CDF of a probability distribution is a function that gives the cumulative probability of a random variable being less than or equal to a specified value.
- For the normal distribution, the CDF is calculated by integrating the PDF from negative infinity to the specified value.
3. **`norm.cdf(x, loc, scale)`**:
- The `norm.cdf()` function takes three parameters:
- `x`: The value at which you want to calculate the CDF.
- `loc` (optional): The mean (μ) of the normal distribution. Default is 0.
- `scale` (optional): The standard deviation (σ) of the normal distribution. Default is 1.
- It returns the cumulative probability that a random variable following a normal distribution with the specified mean and standard deviation is less than or equal to `x`.
Here's an example of how to use `norm.cdf()` in Python:
```python
from scipy.stats import norm
# Define parameters of the normal distribution
mean = 0 # Mean (μ)
std_dev = 1 # Standard deviation (σ)
# Calculate the CDF at x = 1
x = 1
cdf_value = norm.cdf(x, loc=mean, scale=std_dev)
print(f"CDF at x = {x}: {cdf_value:.4f}")
```
In this example:
- We import the `norm` module from the SciPy library.
- We define the parameters of the normal distribution, including the mean (`loc`) and standard deviation (`scale`).
- We use `norm.cdf()` to calculate the cumulative probability that a random variable from this normal distribution is less than or equal to `x = 1`.
The result represents the probability that a random variable from the specified normal distribution is less than or equal to 1.