From sample mean

to population mean
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N

Alexander A. Ramírez M.
CEO @ Synergy Vision
Sample mean review

LAW OF LARGE NUMBERS

The sample mean approaches the
expected value as the sample size
increases.

FOUNDATIONS OF PROBABILITY IN PYTHON

Sample mean review (Cont.)
¯ x1 + x2
Sample mean = X2 =
2

FOUNDATIONS OF PROBABILITY IN PYTHON

Sample mean review (Cont.)
¯ x1 + x2 + x3
Sample mean = X3 =
3

FOUNDATIONS OF PROBABILITY IN PYTHON

Sample mean review (Cont.)
¯ x1 + x2 + ⋯ + xn
Sample mean = Xn =
n

FOUNDATIONS OF PROBABILITY IN PYTHON

Sample mean review (Cont.)
¯ x1 + x2 + ⋯ + xn
Sample mean = Xn = → E(X)
n

FOUNDATIONS OF PROBABILITY IN PYTHON

Generating the sample
# Import binom and describe
from scipy.stats import binom
from scipy.stats import describe

# Sample of 250 fair coin flips

samples = binom.rvs(n=1, p=0.5, size=250, random_state=42)

# Print first 100 values from the sample

print(samples[0:100])

[0 1 1 1 0 0 0 1 1 1 0 1 1 0 0 0 0 1 0 0 1 0 0 0 0 1 0 1 1 0 1 0 0 1 1 1 0
0 1 0 0 0 0 1 0 1 0 1 1 0 1 1 1 1 1 1 0 0 0 0 0 0 1 0 0 1 0 1 0 1 1 0 0 1
1 1 1 0 0 0 1 1 0 0 0 0 1 1 1 0 0 1 1 1 1 0 1 0 0 0]

FOUNDATIONS OF PROBABILITY IN PYTHON

Calculating the sample mean
# Calculate the sample mean
print(describe(samples[0:10]).mean)

0.6

FOUNDATIONS OF PROBABILITY IN PYTHON

FOUNDATIONS OF PROBABILITY IN PYTHON
FOUNDATIONS OF PROBABILITY IN PYTHON
Plotting the sample mean

from scipy.stats import binom

from scipy.stats import describe
import matplotlib.pyplot as plt

# Define our variables

coin_flips, p, sample_size , averages = 1, 0.5, 1000, []

# Generate the sample

samples = binom.rvs(n=coin_flips, p=p, size=sample_size, random_state=42)

FOUNDATIONS OF PROBABILITY IN PYTHON

Plotting the sample mean (Cont.)

# Calculate the sample mean

for i in range(2,sample_size+1):
averages.append(describe(samples[0:i]).mean)

# Print the first values of averages

print(averages[0:10])

[0.5, 0.6666666666666666, 0.75, 0.6, 0.5, 0.42857142857142855, 0.5,

0.5555555555555556,0.6, 0.5454545454545454]

FOUNDATIONS OF PROBABILITY IN PYTHON

Plotting the sample mean (Cont.)

# Add population mean line and sample mean plot

plt.axhline(binom.mean(n=coin_flips, p=p), color='red')
plt.plot(averages, '-')

# Add legend
plt.legend(("Population mean","Sample mean"), loc='upper right')
plt.show()

FOUNDATIONS OF PROBABILITY IN PYTHON

Sample mean plot

FOUNDATIONS OF PROBABILITY IN PYTHON

 Let's practice!
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N
 Adding random
variables
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N

Alexander A. Ramírez M.
CEO @ Synergy Vision
The central limit theorem (CLT)
The sum of random variables tends to a normal distribution as the number of them grows to
in nity.

Conditions:

The variables must have the same distribution.

The variables must be independent.

FOUNDATIONS OF PROBABILITY IN PYTHON

FOUNDATIONS OF PROBABILITY IN PYTHON
FOUNDATIONS OF PROBABILITY IN PYTHON
FOUNDATIONS OF PROBABILITY IN PYTHON
FOUNDATIONS OF PROBABILITY IN PYTHON
Poisson population plot
# Add the imports
from scipy.stats import poisson, describe
from matplotlib import pyplot as plt
import numpy as np

# Generate the population

population = poisson.rvs(mu=2, size=1000, random_state=20)

# Draw the histogram with labels

plt.hist(population, bins=range(9), width=0.8)
plt.show()

FOUNDATIONS OF PROBABILITY IN PYTHON

FOUNDATIONS OF PROBABILITY IN PYTHON
Sample means plot
# Generate 350 sample means, selecting
# from population values
np.random.seed(42)

# Define list of sample means

sample_means = []
for _ in range(350):
# Select 10 from population
sample = np.random.choice(population, 10)
# Calculate sample mean of sample
sample_means.append(describe(sample).mean)

FOUNDATIONS OF PROBABILITY IN PYTHON

Sample means plot (Cont.)

# Draw histogram with labels

plt.xlabel("Sample mean values")
plt.ylabel("Frequency")
plt.title("Sample means histogram")
plt.hist(sample_means)
plt.show()

FOUNDATIONS OF PROBABILITY IN PYTHON

 Let's add random
variables
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N
 Linear regression
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N

Alexander A. Ramírez M.
CEO @ Synergy Vision
Linear functions

FOUNDATIONS OF PROBABILITY IN PYTHON

Linear function parameters

y = slope ∗ x + intercept

FOUNDATIONS OF PROBABILITY IN PYTHON

Linear function with random perturbations

y = slope ∗ x + intercept + random_number

FOUNDATIONS OF PROBABILITY IN PYTHON

Start from the data and find a model that fits

FOUNDATIONS OF PROBABILITY IN PYTHON

What model will fit the data?

What would be the criteria to determine which is the best model?

FOUNDATIONS OF PROBABILITY IN PYTHON

What model will fit the data? (Cont.)

FOUNDATIONS OF PROBABILITY IN PYTHON

FOUNDATIONS OF PROBABILITY IN PYTHON
FOUNDATIONS OF PROBABILITY IN PYTHON
Probability and statistics in action

FOUNDATIONS OF PROBABILITY IN PYTHON

Calculating linear model parameters
# Import LinearRegression
from sklearn.linear_model import LinearRegression

# sklearn linear model

model = LinearRegression()
model.fit(hours_of_study, scores)

# Get parameters
slope = model.coef_[0]
intercept = model.intercept_

# Print parameters
print(slope, intercept)

(1.496703900384545, 52.44845266434719)

FOUNDATIONS OF PROBABILITY IN PYTHON

Predicting scores based on hours of study
# Score prediction
score = model.predict(np.array([[15]]))
print(score)

[74.89901117]

FOUNDATIONS OF PROBABILITY IN PYTHON

Plotting the linear model

import matplotlib.pyplot as plt

plt.scatter(hours_of_study, scores)
plt.plot(hours_of_study_values, model.predict(hours_of_study_values))
plt.show()

FOUNDATIONS OF PROBABILITY IN PYTHON

FOUNDATIONS OF PROBABILITY IN PYTHON
 Let's practice with
linear models
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N
 Logistic regression
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N

Alexander A. Ramírez M.
CEO @ Synergy Vision
Original data

FOUNDATIONS OF PROBABILITY IN PYTHON

New data

FOUNDATIONS OF PROBABILITY IN PYTHON

Where would you draw the line?

FOUNDATIONS OF PROBABILITY IN PYTHON

Solution based on probability

FOUNDATIONS OF PROBABILITY IN PYTHON

The logistic function

logistic(t) = logistic(slope ∗ x + intercept)

FOUNDATIONS OF PROBABILITY IN PYTHON

Changing the slope

FOUNDATIONS OF PROBABILITY IN PYTHON

Changing the intercept

FOUNDATIONS OF PROBABILITY IN PYTHON

From data to probability

FOUNDATIONS OF PROBABILITY IN PYTHON

Outcomes

FOUNDATIONS OF PROBABILITY IN PYTHON

Misclassifications

FOUNDATIONS OF PROBABILITY IN PYTHON

Logistic regression
# Import LogisticRegression
from sklearn.linear_model import LogisticRegression

# sklearn logistic model

model = LogisticRegression(C=1e9)
model.fit(hours_of_study, outcomes)

# Get parameters
beta1 = model.coef_[0][0]
beta0 = model.intercept_[0]

# Print parameters
print(beta1, beta0)

(1.3406531235010786, -15.05906237996095)

FOUNDATIONS OF PROBABILITY IN PYTHON

Predicting outcomes based on hours of study
hours_of_study_test = [[10]]

outcome = model.predict(hours_of_study_test)
print(outcome)

array([False])

FOUNDATIONS OF PROBABILITY IN PYTHON

Probability calculation

# Put value in an array

value = np.asarray(9).reshape(-1,1)
# Calculate the probability for 9 hours of study
print(model.predict_proba(value)[:,1])

array([0.04773474])

FOUNDATIONS OF PROBABILITY IN PYTHON

 Let's practice!
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N
 Wrapping up
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N

Alexander A. Ramírez M.
CEO @ Synergy Vision
Fundamental concepts

FOUNDATIONS OF PROBABILITY IN PYTHON

Important probability distributions

FOUNDATIONS OF PROBABILITY IN PYTHON

The most important results

FOUNDATIONS OF PROBABILITY IN PYTHON

Linear and logistic regression

FOUNDATIONS OF PROBABILITY IN PYTHON

 Keep learning at
DataCamp!
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N