import numpy as np import scipy import scipy.special import holoviews as hv from holoviews import opts hv.extension('matplotlib') hv.output(fig='svg') def get_overlay(hist, x, pdf, cdf, label): pdf = hv.Curve((x, pdf), label='PDF') cdf = hv.Curve((x, cdf), label='CDF') return (hv.Histogram(hist, vdims='P(r)') * pdf * cdf).relabel(label) label = "Normal Distribution (μ=0, σ=0.5)" mu, sigma = 0, 0.5 measured = np.random.normal(mu, sigma, 1000) hist = np.histogram(measured, density=True, bins=50) x = np.linspace(-2, 2, 1000) pdf = 1/(sigma * np.sqrt(2*np.pi)) * np.exp(-(x-mu)**2 / (2*sigma**2)) cdf = (1+scipy.special.erf((x-mu)/np.sqrt(2*sigma**2)))/2 norm = get_overlay(hist, x, pdf, cdf, label) np.seterr(divide='ignore', invalid='ignore') label = "Log Normal Distribution (μ=0, σ=0.5)" mu, sigma = 0, 0.5 measured = np.random.lognormal(mu, sigma, 1000) hist = np.histogram(measured, density=True, bins=50) x = np.linspace(0, 8.0, 1000) pdf = 1/(x* sigma * np.sqrt(2*np.pi)) * np.exp(-(np.log(x)-mu)**2 / (2*sigma**2)) cdf = (1+scipy.special.erf((np.log(x)-mu)/(np.sqrt(2)*sigma)))/2 lognorm = get_overlay(hist, x, pdf, cdf, label) label = "Gamma Distribution (k=1, θ=2)" k, theta = 1.0, 2.0 measured = np.random.gamma(k, theta, 1000) hist = np.histogram(measured, density=True, bins=50) x = np.linspace(0, 20.0, 1000) pdf = x**(k-1) * np.exp(-x/theta) / (theta**k * scipy.special.gamma(k)) cdf = scipy.special.gammainc(k, x/theta) / scipy.special.gamma(k) gamma = get_overlay(hist, x, pdf, cdf, label) label = "Beta Distribution (α=2, β=2)" alpha, beta = 2.0, 2.0 measured = np.random.beta(alpha, beta, 1000) hist = np.histogram(measured, density=True, bins=50) x = np.linspace(0, 1, 1000) pdf = x**(alpha-1) * (1-x)**(beta-1) / scipy.special.beta(alpha, beta) cdf = scipy.special.btdtr(alpha, beta, x) beta = get_overlay(hist, x, pdf, cdf, label) label = "Weibull Distribution (λ=1, k=1.25)" lam, k = 1, 1.25 measured = lam*(-np.log(np.random.uniform(0, 1, 1000)))**(1/k) hist = np.histogram(measured, density=True, bins=50) x = np.linspace(0, 8, 1000) pdf = (k/lam)*(x/lam)**(k-1) * np.exp(-(x/lam)**k) cdf = 1 - np.exp(-(x/lam)**k) weibull = get_overlay(hist, x, pdf, cdf, label) (norm + lognorm + gamma + beta + weibull).opts( opts.Curve(axiswise=True), opts.Histogram(facecolor="#036564", axiswise=True, bgcolor="#E8DDCB"), opts.Layout(hspace=0.2)).cols(2)