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			802 lines
		
	
	
	
		
			28 KiB
		
	
	
	
		
			ReStructuredText
		
	
	
	
	
	
:mod:`statistics` --- Mathematical statistics functions
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=======================================================
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.. module:: statistics
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   :synopsis: mathematical statistics functions
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.. moduleauthor:: Steven D'Aprano <steve+python@pearwood.info>
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.. sectionauthor:: Steven D'Aprano <steve+python@pearwood.info>
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.. versionadded:: 3.4
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**Source code:** :source:`Lib/statistics.py`
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.. testsetup:: *
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   from statistics import *
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   __name__ = '<doctest>'
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--------------
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This module provides functions for calculating mathematical statistics of
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numeric (:class:`Real`-valued) data.
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.. note::
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   Unless explicitly noted otherwise, these functions support :class:`int`,
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   :class:`float`, :class:`decimal.Decimal` and :class:`fractions.Fraction`.
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   Behaviour with other types (whether in the numeric tower or not) is
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   currently unsupported.  Mixed types are also undefined and
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   implementation-dependent.  If your input data consists of mixed types,
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   you may be able to use :func:`map` to ensure a consistent result, e.g.
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   ``map(float, input_data)``.
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Averages and measures of central location
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-----------------------------------------
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These functions calculate an average or typical value from a population
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or sample.
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=======================  ===============================================================
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:func:`mean`             Arithmetic mean ("average") of data.
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:func:`fmean`            Fast, floating point arithmetic mean.
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:func:`geometric_mean`   Geometric mean of data.
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:func:`harmonic_mean`    Harmonic mean of data.
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:func:`median`           Median (middle value) of data.
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:func:`median_low`       Low median of data.
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:func:`median_high`      High median of data.
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:func:`median_grouped`   Median, or 50th percentile, of grouped data.
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:func:`mode`             Single mode (most common value) of discrete or nominal data.
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:func:`multimode`        List of modes (most common values) of discrete or nomimal data.
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:func:`quantiles`        Divide data into intervals with equal probability.
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=======================  ===============================================================
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Measures of spread
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------------------
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These functions calculate a measure of how much the population or sample
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tends to deviate from the typical or average values.
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=======================  =============================================
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:func:`pstdev`           Population standard deviation of data.
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:func:`pvariance`        Population variance of data.
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:func:`stdev`            Sample standard deviation of data.
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:func:`variance`         Sample variance of data.
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=======================  =============================================
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Function details
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----------------
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Note: The functions do not require the data given to them to be sorted.
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However, for reading convenience, most of the examples show sorted sequences.
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.. function:: mean(data)
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   Return the sample arithmetic mean of *data* which can be a sequence or iterator.
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   The arithmetic mean is the sum of the data divided by the number of data
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   points.  It is commonly called "the average", although it is only one of many
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   different mathematical averages.  It is a measure of the central location of
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   the data.
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   If *data* is empty, :exc:`StatisticsError` will be raised.
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   Some examples of use:
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   .. doctest::
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      >>> mean([1, 2, 3, 4, 4])
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      2.8
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      >>> mean([-1.0, 2.5, 3.25, 5.75])
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      2.625
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      >>> from fractions import Fraction as F
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      >>> mean([F(3, 7), F(1, 21), F(5, 3), F(1, 3)])
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      Fraction(13, 21)
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      >>> from decimal import Decimal as D
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      >>> mean([D("0.5"), D("0.75"), D("0.625"), D("0.375")])
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      Decimal('0.5625')
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   .. note::
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      The mean is strongly affected by outliers and is not a robust estimator
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      for central location: the mean is not necessarily a typical example of the
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      data points.  For more robust, although less efficient, measures of
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      central location, see :func:`median` and :func:`mode`.  (In this case,
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      "efficient" refers to statistical efficiency rather than computational
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      efficiency.)
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      The sample mean gives an unbiased estimate of the true population mean,
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      which means that, taken on average over all the possible samples,
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      ``mean(sample)`` converges on the true mean of the entire population.  If
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      *data* represents the entire population rather than a sample, then
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      ``mean(data)`` is equivalent to calculating the true population mean μ.
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.. function:: fmean(data)
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   Convert *data* to floats and compute the arithmetic mean.
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   This runs faster than the :func:`mean` function and it always returns a
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   :class:`float`.  The result is highly accurate but not as perfect as
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   :func:`mean`.  If the input dataset is empty, raises a
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   :exc:`StatisticsError`.
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   .. doctest::
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      >>> fmean([3.5, 4.0, 5.25])
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      4.25
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   .. versionadded:: 3.8
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.. function:: geometric_mean(data)
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   Convert *data* to floats and compute the geometric mean.
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   Raises a :exc:`StatisticsError` if the input dataset is empty,
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   if it contains a zero, or if it contains a negative value.
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   No special efforts are made to achieve exact results.
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   (However, this may change in the future.)
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   .. doctest::
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      >>> round(geometric_mean([54, 24, 36]), 9)
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      36.0
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   .. versionadded:: 3.8
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.. function:: harmonic_mean(data)
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   Return the harmonic mean of *data*, a sequence or iterator of
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   real-valued numbers.
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   The harmonic mean, sometimes called the subcontrary mean, is the
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   reciprocal of the arithmetic :func:`mean` of the reciprocals of the
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   data. For example, the harmonic mean of three values *a*, *b* and *c*
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   will be equivalent to ``3/(1/a + 1/b + 1/c)``.
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   The harmonic mean is a type of average, a measure of the central
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   location of the data.  It is often appropriate when averaging quantities
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   which are rates or ratios, for example speeds. For example:
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   Suppose an investor purchases an equal value of shares in each of
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   three companies, with P/E (price/earning) ratios of 2.5, 3 and 10.
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   What is the average P/E ratio for the investor's portfolio?
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   .. doctest::
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      >>> harmonic_mean([2.5, 3, 10])  # For an equal investment portfolio.
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      3.6
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   Using the arithmetic mean would give an average of about 5.167, which
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   is too high.
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   :exc:`StatisticsError` is raised if *data* is empty, or any element
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   is less than zero.
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   .. versionadded:: 3.6
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.. function:: median(data)
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   Return the median (middle value) of numeric data, using the common "mean of
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   middle two" method.  If *data* is empty, :exc:`StatisticsError` is raised.
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   *data* can be a sequence or iterator.
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   The median is a robust measure of central location, and is less affected by
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   the presence of outliers in your data.  When the number of data points is
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   odd, the middle data point is returned:
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   .. doctest::
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      >>> median([1, 3, 5])
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      3
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   When the number of data points is even, the median is interpolated by taking
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   the average of the two middle values:
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   .. doctest::
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      >>> median([1, 3, 5, 7])
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      4.0
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   This is suited for when your data is discrete, and you don't mind that the
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   median may not be an actual data point.
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   If your data is ordinal (supports order operations) but not numeric (doesn't
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   support addition), you should use :func:`median_low` or :func:`median_high`
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   instead.
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   .. seealso:: :func:`median_low`, :func:`median_high`, :func:`median_grouped`
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.. function:: median_low(data)
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   Return the low median of numeric data.  If *data* is empty,
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   :exc:`StatisticsError` is raised.  *data* can be a sequence or iterator.
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   The low median is always a member of the data set.  When the number of data
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   points is odd, the middle value is returned.  When it is even, the smaller of
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   the two middle values is returned.
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   .. doctest::
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      >>> median_low([1, 3, 5])
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      3
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      >>> median_low([1, 3, 5, 7])
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      3
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   Use the low median when your data are discrete and you prefer the median to
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   be an actual data point rather than interpolated.
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.. function:: median_high(data)
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   Return the high median of data.  If *data* is empty, :exc:`StatisticsError`
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   is raised.  *data* can be a sequence or iterator.
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   The high median is always a member of the data set.  When the number of data
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   points is odd, the middle value is returned.  When it is even, the larger of
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   the two middle values is returned.
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   .. doctest::
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      >>> median_high([1, 3, 5])
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      3
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      >>> median_high([1, 3, 5, 7])
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      5
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   Use the high median when your data are discrete and you prefer the median to
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   be an actual data point rather than interpolated.
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.. function:: median_grouped(data, interval=1)
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   Return the median of grouped continuous data, calculated as the 50th
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   percentile, using interpolation.  If *data* is empty, :exc:`StatisticsError`
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   is raised.  *data* can be a sequence or iterator.
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   .. doctest::
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      >>> median_grouped([52, 52, 53, 54])
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      52.5
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   In the following example, the data are rounded, so that each value represents
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   the midpoint of data classes, e.g. 1 is the midpoint of the class 0.5--1.5, 2
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   is the midpoint of 1.5--2.5, 3 is the midpoint of 2.5--3.5, etc.  With the data
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   given, the middle value falls somewhere in the class 3.5--4.5, and
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   interpolation is used to estimate it:
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   .. doctest::
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      >>> median_grouped([1, 2, 2, 3, 4, 4, 4, 4, 4, 5])
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      3.7
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   Optional argument *interval* represents the class interval, and defaults
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   to 1.  Changing the class interval naturally will change the interpolation:
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   .. doctest::
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      >>> median_grouped([1, 3, 3, 5, 7], interval=1)
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      3.25
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      >>> median_grouped([1, 3, 3, 5, 7], interval=2)
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      3.5
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   This function does not check whether the data points are at least
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   *interval* apart.
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   .. impl-detail::
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      Under some circumstances, :func:`median_grouped` may coerce data points to
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      floats.  This behaviour is likely to change in the future.
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   .. seealso::
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      * "Statistics for the Behavioral Sciences", Frederick J Gravetter and
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        Larry B Wallnau (8th Edition).
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      * The `SSMEDIAN
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        <https://help.gnome.org/users/gnumeric/stable/gnumeric.html#gnumeric-function-SSMEDIAN>`_
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        function in the Gnome Gnumeric spreadsheet, including `this discussion
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        <https://mail.gnome.org/archives/gnumeric-list/2011-April/msg00018.html>`_.
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.. function:: mode(data)
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   Return the single most common data point from discrete or nominal *data*.
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   The mode (when it exists) is the most typical value and serves as a
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   measure of central location.
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   If there are multiple modes, returns the first one encountered in the *data*.
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   If *data* is empty, :exc:`StatisticsError` is raised.
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   ``mode`` assumes discrete data, and returns a single value. This is the
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   standard treatment of the mode as commonly taught in schools:
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   .. doctest::
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      >>> mode([1, 1, 2, 3, 3, 3, 3, 4])
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      3
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   The mode is unique in that it is the only statistic which also applies
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   to nominal (non-numeric) data:
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   .. doctest::
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      >>> mode(["red", "blue", "blue", "red", "green", "red", "red"])
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      'red'
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   .. versionchanged:: 3.8
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      Now handles multimodal datasets by returning the first mode encountered.
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      Formerly, it raised :exc:`StatisticsError` when more than one mode was
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      found.
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.. function:: multimode(data)
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   Return a list of the most frequently occurring values in the order they
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   were first encountered in the *data*.  Will return more than one result if
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   there are multiple modes or an empty list if the *data* is empty:
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   .. doctest::
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        >>> multimode('aabbbbccddddeeffffgg')
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        ['b', 'd', 'f']
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        >>> multimode('')
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        []
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   .. versionadded:: 3.8
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.. function:: pstdev(data, mu=None)
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   Return the population standard deviation (the square root of the population
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   variance).  See :func:`pvariance` for arguments and other details.
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   .. doctest::
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      >>> pstdev([1.5, 2.5, 2.5, 2.75, 3.25, 4.75])
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      0.986893273527251
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.. function:: pvariance(data, mu=None)
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   Return the population variance of *data*, a non-empty iterable of real-valued
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   numbers.  Variance, or second moment about the mean, is a measure of the
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   variability (spread or dispersion) of data.  A large variance indicates that
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   the data is spread out; a small variance indicates it is clustered closely
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   around the mean.
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   If the optional second argument *mu* is given, it should be the mean of
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   *data*.  If it is missing or ``None`` (the default), the mean is
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   automatically calculated.
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   Use this function to calculate the variance from the entire population.  To
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   estimate the variance from a sample, the :func:`variance` function is usually
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   a better choice.
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   Raises :exc:`StatisticsError` if *data* is empty.
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   Examples:
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   .. doctest::
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      >>> data = [0.0, 0.25, 0.25, 1.25, 1.5, 1.75, 2.75, 3.25]
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      >>> pvariance(data)
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      1.25
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   If you have already calculated the mean of your data, you can pass it as the
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   optional second argument *mu* to avoid recalculation:
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   .. doctest::
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      >>> mu = mean(data)
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      >>> pvariance(data, mu)
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      1.25
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   This function does not attempt to verify that you have passed the actual mean
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   as *mu*.  Using arbitrary values for *mu* may lead to invalid or impossible
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   results.
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   Decimals and Fractions are supported:
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   .. doctest::
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      >>> from decimal import Decimal as D
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      >>> pvariance([D("27.5"), D("30.25"), D("30.25"), D("34.5"), D("41.75")])
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      Decimal('24.815')
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      >>> from fractions import Fraction as F
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      >>> pvariance([F(1, 4), F(5, 4), F(1, 2)])
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      Fraction(13, 72)
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   .. note::
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      When called with the entire population, this gives the population variance
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      σ².  When called on a sample instead, this is the biased sample variance
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      s², also known as variance with N degrees of freedom.
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      If you somehow know the true population mean μ, you may use this function
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      to calculate the variance of a sample, giving the known population mean as
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      the second argument.  Provided the data points are representative
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      (e.g. independent and identically distributed), the result will be an
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      unbiased estimate of the population variance.
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.. function:: stdev(data, xbar=None)
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   Return the sample standard deviation (the square root of the sample
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   variance).  See :func:`variance` for arguments and other details.
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   .. doctest::
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      >>> stdev([1.5, 2.5, 2.5, 2.75, 3.25, 4.75])
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      1.0810874155219827
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.. function:: variance(data, xbar=None)
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   Return the sample variance of *data*, an iterable of at least two real-valued
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   numbers.  Variance, or second moment about the mean, is a measure of the
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   variability (spread or dispersion) of data.  A large variance indicates that
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   the data is spread out; a small variance indicates it is clustered closely
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   around the mean.
 | 
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   If the optional second argument *xbar* is given, it should be the mean of
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   *data*.  If it is missing or ``None`` (the default), the mean is
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   automatically calculated.
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   Use this function when your data is a sample from a population. To calculate
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   the variance from the entire population, see :func:`pvariance`.
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 | 
						|
   Raises :exc:`StatisticsError` if *data* has fewer than two values.
 | 
						|
 | 
						|
   Examples:
 | 
						|
 | 
						|
   .. doctest::
 | 
						|
 | 
						|
      >>> data = [2.75, 1.75, 1.25, 0.25, 0.5, 1.25, 3.5]
 | 
						|
      >>> variance(data)
 | 
						|
      1.3720238095238095
 | 
						|
 | 
						|
   If you have already calculated the mean of your data, you can pass it as the
 | 
						|
   optional second argument *xbar* to avoid recalculation:
 | 
						|
 | 
						|
   .. doctest::
 | 
						|
 | 
						|
      >>> m = mean(data)
 | 
						|
      >>> variance(data, m)
 | 
						|
      1.3720238095238095
 | 
						|
 | 
						|
   This function does not attempt to verify that you have passed the actual mean
 | 
						|
   as *xbar*.  Using arbitrary values for *xbar* can lead to invalid or
 | 
						|
   impossible results.
 | 
						|
 | 
						|
   Decimal and Fraction values are supported:
 | 
						|
 | 
						|
   .. doctest::
 | 
						|
 | 
						|
      >>> from decimal import Decimal as D
 | 
						|
      >>> variance([D("27.5"), D("30.25"), D("30.25"), D("34.5"), D("41.75")])
 | 
						|
      Decimal('31.01875')
 | 
						|
 | 
						|
      >>> from fractions import Fraction as F
 | 
						|
      >>> variance([F(1, 6), F(1, 2), F(5, 3)])
 | 
						|
      Fraction(67, 108)
 | 
						|
 | 
						|
   .. note::
 | 
						|
 | 
						|
      This is the sample variance s² with Bessel's correction, also known as
 | 
						|
      variance with N-1 degrees of freedom.  Provided that the data points are
 | 
						|
      representative (e.g. independent and identically distributed), the result
 | 
						|
      should be an unbiased estimate of the true population variance.
 | 
						|
 | 
						|
      If you somehow know the actual population mean μ you should pass it to the
 | 
						|
      :func:`pvariance` function as the *mu* parameter to get the variance of a
 | 
						|
      sample.
 | 
						|
 | 
						|
.. function:: quantiles(dist, *, n=4, method='exclusive')
 | 
						|
 | 
						|
   Divide *dist* into *n* continuous intervals with equal probability.
 | 
						|
   Returns a list of ``n - 1`` cut points separating the intervals.
 | 
						|
 | 
						|
   Set *n* to 4 for quartiles (the default).  Set *n* to 10 for deciles.  Set
 | 
						|
   *n* to 100 for percentiles which gives the 99 cuts points that separate
 | 
						|
   *dist* in to 100 equal sized groups.  Raises :exc:`StatisticsError` if *n*
 | 
						|
   is not least 1.
 | 
						|
 | 
						|
   The *dist* can be any iterable containing sample data or it can be an
 | 
						|
   instance of a class that defines an :meth:`~inv_cdf` method.
 | 
						|
   Raises :exc:`StatisticsError` if there are not at least two data points.
 | 
						|
 | 
						|
   For sample data, the cut points are linearly interpolated from the
 | 
						|
   two nearest data points.  For example, if a cut point falls one-third
 | 
						|
   of the distance between two sample values, ``100`` and ``112``, the
 | 
						|
   cut-point will evaluate to ``104``.  Other selection methods may be
 | 
						|
   offered in the future (for example choose ``100`` as the nearest
 | 
						|
   value or compute ``106`` as the midpoint).  This might matter if
 | 
						|
   there are too few samples for a given number of cut points.
 | 
						|
 | 
						|
   If *method* is set to *inclusive*, *dist* is treated as population data.
 | 
						|
   The minimum value is treated as the 0th percentile and the maximum
 | 
						|
   value is treated as the 100th percentile.  If *dist* is an instance of
 | 
						|
   a class that defines an :meth:`~inv_cdf` method, setting *method*
 | 
						|
   has no effect.
 | 
						|
 | 
						|
   .. doctest::
 | 
						|
 | 
						|
        # Decile cut points for empirically sampled data
 | 
						|
        >>> data = [105, 129, 87, 86, 111, 111, 89, 81, 108, 92, 110,
 | 
						|
        ...         100, 75, 105, 103, 109, 76, 119, 99, 91, 103, 129,
 | 
						|
        ...         106, 101, 84, 111, 74, 87, 86, 103, 103, 106, 86,
 | 
						|
        ...         111, 75, 87, 102, 121, 111, 88, 89, 101, 106, 95,
 | 
						|
        ...         103, 107, 101, 81, 109, 104]
 | 
						|
        >>> [round(q, 1) for q in quantiles(data, n=10)]
 | 
						|
        [81.0, 86.2, 89.0, 99.4, 102.5, 103.6, 106.0, 109.8, 111.0]
 | 
						|
 | 
						|
        >>> # Quartile cut points for the standard normal distibution
 | 
						|
        >>> Z = NormalDist()
 | 
						|
        >>> [round(q, 4) for q in quantiles(Z, n=4)]
 | 
						|
        [-0.6745, 0.0, 0.6745]
 | 
						|
 | 
						|
   .. versionadded:: 3.8
 | 
						|
 | 
						|
 | 
						|
Exceptions
 | 
						|
----------
 | 
						|
 | 
						|
A single exception is defined:
 | 
						|
 | 
						|
.. exception:: StatisticsError
 | 
						|
 | 
						|
   Subclass of :exc:`ValueError` for statistics-related exceptions.
 | 
						|
 | 
						|
 | 
						|
:class:`NormalDist` objects
 | 
						|
---------------------------
 | 
						|
 | 
						|
:class:`NormalDist` is a tool for creating and manipulating normal
 | 
						|
distributions of a `random variable
 | 
						|
<http://www.stat.yale.edu/Courses/1997-98/101/ranvar.htm>`_.  It is a
 | 
						|
composite class that treats the mean and standard deviation of data
 | 
						|
measurements as a single entity.
 | 
						|
 | 
						|
Normal distributions arise from the `Central Limit Theorem
 | 
						|
<https://en.wikipedia.org/wiki/Central_limit_theorem>`_ and have a wide range
 | 
						|
of applications in statistics.
 | 
						|
 | 
						|
.. class:: NormalDist(mu=0.0, sigma=1.0)
 | 
						|
 | 
						|
    Returns a new *NormalDist* object where *mu* represents the `arithmetic
 | 
						|
    mean <https://en.wikipedia.org/wiki/Arithmetic_mean>`_ and *sigma*
 | 
						|
    represents the `standard deviation
 | 
						|
    <https://en.wikipedia.org/wiki/Standard_deviation>`_.
 | 
						|
 | 
						|
    If *sigma* is negative, raises :exc:`StatisticsError`.
 | 
						|
 | 
						|
    .. attribute:: mean
 | 
						|
 | 
						|
       A read-only property for the `arithmetic mean
 | 
						|
       <https://en.wikipedia.org/wiki/Arithmetic_mean>`_ of a normal
 | 
						|
       distribution.
 | 
						|
 | 
						|
    .. attribute:: stdev
 | 
						|
 | 
						|
       A read-only property for the `standard deviation
 | 
						|
       <https://en.wikipedia.org/wiki/Standard_deviation>`_ of a normal
 | 
						|
       distribution.
 | 
						|
 | 
						|
    .. attribute:: variance
 | 
						|
 | 
						|
       A read-only property for the `variance
 | 
						|
       <https://en.wikipedia.org/wiki/Variance>`_ of a normal
 | 
						|
       distribution. Equal to the square of the standard deviation.
 | 
						|
 | 
						|
    .. classmethod:: NormalDist.from_samples(data)
 | 
						|
 | 
						|
       Makes a normal distribution instance computed from sample data.  The
 | 
						|
       *data* can be any :term:`iterable` and should consist of values that
 | 
						|
       can be converted to type :class:`float`.
 | 
						|
 | 
						|
       If *data* does not contain at least two elements, raises
 | 
						|
       :exc:`StatisticsError` because it takes at least one point to estimate
 | 
						|
       a central value and at least two points to estimate dispersion.
 | 
						|
 | 
						|
    .. method:: NormalDist.samples(n, *, seed=None)
 | 
						|
 | 
						|
       Generates *n* random samples for a given mean and standard deviation.
 | 
						|
       Returns a :class:`list` of :class:`float` values.
 | 
						|
 | 
						|
       If *seed* is given, creates a new instance of the underlying random
 | 
						|
       number generator.  This is useful for creating reproducible results,
 | 
						|
       even in a multi-threading context.
 | 
						|
 | 
						|
    .. method:: NormalDist.pdf(x)
 | 
						|
 | 
						|
       Using a `probability density function (pdf)
 | 
						|
       <https://en.wikipedia.org/wiki/Probability_density_function>`_,
 | 
						|
       compute the relative likelihood that a random variable *X* will be near
 | 
						|
       the given value *x*.  Mathematically, it is the ratio ``P(x <= X <
 | 
						|
       x+dx) / dx``.
 | 
						|
 | 
						|
       The relative likelihood is computed as the probability of a sample
 | 
						|
       occurring in a narrow range divided by the width of the range (hence
 | 
						|
       the word "density").  Since the likelihood is relative to other points,
 | 
						|
       its value can be greater than `1.0`.
 | 
						|
 | 
						|
    .. method:: NormalDist.cdf(x)
 | 
						|
 | 
						|
       Using a `cumulative distribution function (cdf)
 | 
						|
       <https://en.wikipedia.org/wiki/Cumulative_distribution_function>`_,
 | 
						|
       compute the probability that a random variable *X* will be less than or
 | 
						|
       equal to *x*.  Mathematically, it is written ``P(X <= x)``.
 | 
						|
 | 
						|
    .. method:: NormalDist.inv_cdf(p)
 | 
						|
 | 
						|
       Compute the inverse cumulative distribution function, also known as the
 | 
						|
       `quantile function <https://en.wikipedia.org/wiki/Quantile_function>`_
 | 
						|
       or the `percent-point
 | 
						|
       <https://www.statisticshowto.datasciencecentral.com/inverse-distribution-function/>`_
 | 
						|
       function.  Mathematically, it is written ``x : P(X <= x) = p``.
 | 
						|
 | 
						|
       Finds the value *x* of the random variable *X* such that the
 | 
						|
       probability of the variable being less than or equal to that value
 | 
						|
       equals the given probability *p*.
 | 
						|
 | 
						|
    .. method:: NormalDist.overlap(other)
 | 
						|
 | 
						|
       Compute the `overlapping coefficient (OVL)
 | 
						|
       <http://www.iceaaonline.com/ready/wp-content/uploads/2014/06/MM-9-Presentation-Meet-the-Overlapping-Coefficient-A-Measure-for-Elevator-Speeches.pdf>`_
 | 
						|
       between two normal distributions, giving a measure of agreement.
 | 
						|
       Returns a value between 0.0 and 1.0 giving `the overlapping area for
 | 
						|
       the two probability density functions
 | 
						|
       <https://www.rasch.org/rmt/rmt101r.htm>`_.
 | 
						|
 | 
						|
    Instances of :class:`NormalDist` support addition, subtraction,
 | 
						|
    multiplication and division by a constant.  These operations
 | 
						|
    are used for translation and scaling.  For example:
 | 
						|
 | 
						|
    .. doctest::
 | 
						|
 | 
						|
        >>> temperature_february = NormalDist(5, 2.5)             # Celsius
 | 
						|
        >>> temperature_february * (9/5) + 32                     # Fahrenheit
 | 
						|
        NormalDist(mu=41.0, sigma=4.5)
 | 
						|
 | 
						|
    Dividing a constant by an instance of :class:`NormalDist` is not supported
 | 
						|
    because the result wouldn't be normally distributed.
 | 
						|
 | 
						|
    Since normal distributions arise from additive effects of independent
 | 
						|
    variables, it is possible to `add and subtract two independent normally
 | 
						|
    distributed random variables
 | 
						|
    <https://en.wikipedia.org/wiki/Sum_of_normally_distributed_random_variables>`_
 | 
						|
    represented as instances of :class:`NormalDist`.  For example:
 | 
						|
 | 
						|
    .. doctest::
 | 
						|
 | 
						|
        >>> birth_weights = NormalDist.from_samples([2.5, 3.1, 2.1, 2.4, 2.7, 3.5])
 | 
						|
        >>> drug_effects = NormalDist(0.4, 0.15)
 | 
						|
        >>> combined = birth_weights + drug_effects
 | 
						|
        >>> round(combined.mean, 1)
 | 
						|
        3.1
 | 
						|
        >>> round(combined.stdev, 1)
 | 
						|
        0.5
 | 
						|
 | 
						|
    .. versionadded:: 3.8
 | 
						|
 | 
						|
 | 
						|
:class:`NormalDist` Examples and Recipes
 | 
						|
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
 | 
						|
 | 
						|
:class:`NormalDist` readily solves classic probability problems.
 | 
						|
 | 
						|
For example, given `historical data for SAT exams
 | 
						|
<https://blog.prepscholar.com/sat-standard-deviation>`_ showing that scores
 | 
						|
are normally distributed with a mean of 1060 and a standard deviation of 192,
 | 
						|
determine the percentage of students with test scores between 1100 and
 | 
						|
1200, after rounding to the nearest whole number:
 | 
						|
 | 
						|
.. doctest::
 | 
						|
 | 
						|
    >>> sat = NormalDist(1060, 195)
 | 
						|
    >>> fraction = sat.cdf(1200 + 0.5) - sat.cdf(1100 - 0.5)
 | 
						|
    >>> round(fraction * 100.0, 1)
 | 
						|
    18.4
 | 
						|
 | 
						|
Find the `quartiles <https://en.wikipedia.org/wiki/Quartile>`_ and `deciles
 | 
						|
<https://en.wikipedia.org/wiki/Decile>`_ for the SAT scores:
 | 
						|
 | 
						|
.. doctest::
 | 
						|
 | 
						|
    >>> [round(sat.inv_cdf(p)) for p in (0.25, 0.50, 0.75)]
 | 
						|
    [928, 1060, 1192]
 | 
						|
    >>> [round(sat.inv_cdf(p / 10)) for p in range(1, 10)]
 | 
						|
    [810, 896, 958, 1011, 1060, 1109, 1162, 1224, 1310]
 | 
						|
 | 
						|
What percentage of men and women will have the same height in `two normally
 | 
						|
distributed populations with known means and standard deviations
 | 
						|
<http://www.usablestats.com/lessons/normal>`_?
 | 
						|
 | 
						|
    >>> men = NormalDist(70, 4)
 | 
						|
    >>> women = NormalDist(65, 3.5)
 | 
						|
    >>> ovl = men.overlap(women)
 | 
						|
    >>> round(ovl * 100.0, 1)
 | 
						|
    50.3
 | 
						|
 | 
						|
To estimate the distribution for a model than isn't easy to solve
 | 
						|
analytically, :class:`NormalDist` can generate input samples for a `Monte
 | 
						|
Carlo simulation <https://en.wikipedia.org/wiki/Monte_Carlo_method>`_:
 | 
						|
 | 
						|
.. doctest::
 | 
						|
 | 
						|
    >>> def model(x, y, z):
 | 
						|
    ...     return (3*x + 7*x*y - 5*y) / (11 * z)
 | 
						|
    ...
 | 
						|
    >>> n = 100_000
 | 
						|
    >>> X = NormalDist(10, 2.5).samples(n)
 | 
						|
    >>> Y = NormalDist(15, 1.75).samples(n)
 | 
						|
    >>> Z = NormalDist(5, 1.25).samples(n)
 | 
						|
    >>> NormalDist.from_samples(map(model, X, Y, Z))     # doctest: +SKIP
 | 
						|
    NormalDist(mu=19.640137307085507, sigma=47.03273142191088)
 | 
						|
 | 
						|
Normal distributions commonly arise in machine learning problems.
 | 
						|
 | 
						|
Wikipedia has a `nice example of a Naive Bayesian Classifier
 | 
						|
<https://en.wikipedia.org/wiki/Naive_Bayes_classifier#Sex_classification>`_.
 | 
						|
The challenge is to predict a person's gender from measurements of normally
 | 
						|
distributed features including height, weight, and foot size.
 | 
						|
 | 
						|
We're given a training dataset with measurements for eight people.  The
 | 
						|
measurements are assumed to be normally distributed, so we summarize the data
 | 
						|
with :class:`NormalDist`:
 | 
						|
 | 
						|
.. doctest::
 | 
						|
 | 
						|
    >>> height_male = NormalDist.from_samples([6, 5.92, 5.58, 5.92])
 | 
						|
    >>> height_female = NormalDist.from_samples([5, 5.5, 5.42, 5.75])
 | 
						|
    >>> weight_male = NormalDist.from_samples([180, 190, 170, 165])
 | 
						|
    >>> weight_female = NormalDist.from_samples([100, 150, 130, 150])
 | 
						|
    >>> foot_size_male = NormalDist.from_samples([12, 11, 12, 10])
 | 
						|
    >>> foot_size_female = NormalDist.from_samples([6, 8, 7, 9])
 | 
						|
 | 
						|
Next, we encounter a new person whose feature measurements are known but whose
 | 
						|
gender is unknown:
 | 
						|
 | 
						|
.. doctest::
 | 
						|
 | 
						|
    >>> ht = 6.0        # height
 | 
						|
    >>> wt = 130        # weight
 | 
						|
    >>> fs = 8          # foot size
 | 
						|
 | 
						|
Starting with a 50% `prior probability
 | 
						|
<https://en.wikipedia.org/wiki/Prior_probability>`_ of being male or female,
 | 
						|
we compute the posterior as the prior times the product of likelihoods for the
 | 
						|
feature measurements given the gender:
 | 
						|
 | 
						|
.. doctest::
 | 
						|
 | 
						|
   >>> prior_male = 0.5
 | 
						|
   >>> prior_female = 0.5
 | 
						|
   >>> posterior_male = (prior_male * height_male.pdf(ht) *
 | 
						|
   ...                   weight_male.pdf(wt) * foot_size_male.pdf(fs))
 | 
						|
 | 
						|
   >>> posterior_female = (prior_female * height_female.pdf(ht) *
 | 
						|
   ...                     weight_female.pdf(wt) * foot_size_female.pdf(fs))
 | 
						|
 | 
						|
The final prediction goes to the largest posterior. This is known as the
 | 
						|
`maximum a posteriori
 | 
						|
<https://en.wikipedia.org/wiki/Maximum_a_posteriori_estimation>`_ or MAP:
 | 
						|
 | 
						|
.. doctest::
 | 
						|
 | 
						|
  >>> 'male' if posterior_male > posterior_female else 'female'
 | 
						|
  'female'
 | 
						|
 | 
						|
 | 
						|
..
 | 
						|
   # This modelines must appear within the last ten lines of the file.
 | 
						|
   kate: indent-width 3; remove-trailing-space on; replace-tabs on; encoding utf-8;
 |