Programming & Scientific Computing · Python & Data Science

Probability, simulation, and sampling methods in Python · Academic chalkboard

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Computational Treatment of Uncertainty

Overview

Topics covered

  • Introduction
  • Python: Probability, Simulation and Sampling
  • Pseudorandom number generation and Python APIs
  • 1.1 Evolution of Python APIs: from Mersenne Twister to PCG64
  • Discrete probability distributions
  • 2.2 Treatment in SciPy: evaluation of the discrete probability space

Related concepts

Main connections

  • Variance & standard deviation
  • Bootstrap resampling
  • Calculus & differentiation
  • Markov chain Monte Carlo (MCMC)
  • Monte Carlo simulation
  • Poisson distribution

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

Xn+1=(a⋅Xn+c)(modm)
View LaTeX sourceX_{n+1} = (a \cdot X_n + c) \pmod{m}