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SciPy Recipes

You're reading from   SciPy Recipes A cookbook with over 110 proven recipes for performing mathematical and scientific computations

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Product type Paperback
Published in Dec 2017
Publisher Packt
ISBN-13 9781788291460
Length 386 pages
Edition 1st Edition
Languages
Tools
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Authors (3):
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V Kishore Ayyadevara V Kishore Ayyadevara
Author Profile Icon V Kishore Ayyadevara
V Kishore Ayyadevara
Ruben Oliva Ramos Ruben Oliva Ramos
Author Profile Icon Ruben Oliva Ramos
Ruben Oliva Ramos
Luiz Felipe Martins Luiz Felipe Martins
Author Profile Icon Luiz Felipe Martins
Luiz Felipe Martins
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Table of Contents (11) Chapters Close

Preface 1. Getting to Know the Tools FREE CHAPTER 2. Getting Started with NumPy 3. Using Matplotlib to Create Graphs 4. Data Wrangling with pandas 5. Matrices and Linear Algebra 6. Solving Equations and Optimization 7. Constants and Special Functions 8. Calculus, Interpolation, and Differential Equations 9. Statistics and Probability 10. Advanced Computations with SciPy

Computing the values of inverse probabilities associated with a random variable

The inverse probability of a random variable is the inverse of the CDF associated with the distribution.

The percent point function (PPF) gives us the value of the continuous random variable that is associated with the percent value (quantile value).

How to do it...

In order to understand this better, let us consider the following:

  1. Import the relevant packages:
from scipy.stats import norm
  1. Extract the value associated with the 95% percentile (quantile) value:
norm.ppf(0.95)

The output of the preceding line of code is 1.6448536269514722.

  1. The inverse of the preceding output can be calculated as follows:
norm.cdf(1.6448)

The output of this is...

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