my Poisson simulation

2010-03-19 12:21:02

# -*- coding:utf-8 -*-
"""
Created on 2010-3-18

@author: Cross
"""
from scipy.stats import poisson

p1 = poisson(1.725)
p2 = poisson(0.935)
margin_HAD = 1.12
margin_HILO = 1.08

psize = 100000


a1 = p1.rvs(psize)
a2 = p2.rvs(psize)

h=0
d=0
a=0
HI = 0
LO = 0

for i in range(psize):
    if a1[i]>a2[i]:
        h = h + 1
    elif a1[i]        a = a + 1
    else:
        d = d + 1

    if a1[i] + a2[i]<2 .5:=".5:" br="br">        LO = LO + 1
    else:
        HI = HI + 1


print "======================="
print "HDA"
print 1/margin_HAD/(h/float(psize))
print 1/margin_HAD/(d/float(psize))
print 1/margin_HAD/(a/float(psize))
print "======================="
print "HILO 2.5"
print 1/margin_HILO/(LO/float(psize))
print 1/margin_HILO/(HI/float(psize))

possion function example (from scipy)

>>> from scipy.stats import poisson, lognorm >>> myShape = 5;myMu=10 >>> ln = lognorm(myShape) >>> p = poisson(myMu) >>> ln.rvs((10,)) generate 10 RVs from ln array([ 2.09164812e+00, 3.29062874e-01, 1.22453941e-03, 3.80101527e+02, 7.67464...... http://bit.ly/9MkbZC