File:Convergence of multinomial distribution to the gaussian distribution.webm
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Convergence_of_multinomial_distribution_to_the_gaussian_distribution.webm (file size: 3.68 MB, MIME type: video/webm)
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Summary
| DescriptionConvergence of multinomial distribution to the gaussian distribution.webm |
English: See
https://en.wikipedia.org/wiki/Multinomial_distribution#Large_deviation_theory for details of what this image shows. Pythonimport numpy as np
import matplotlib.pyplot as plt
from scipy.stats import multinomial
from matplotlib.patches import RegularPolygon
import os
from tqdm import trange
M, N = 100000, 10
for N in trange(2, 200):
p = np.array([0.2, 0.3, 0.5])
samples = multinomial.rvs(N, p, size=M).T
K = np.array([[-np.sqrt(1/2), np.sqrt(1/2), 0], [-np.sqrt(1/6), -np.sqrt(1/6), np.sqrt(4/6)]])
result = np.dot(K, samples) / N
triangle_vertices = np.array([K[:, 0], K[:, 1], K[:, 2]])
def f(x, y):
return -N/2 * np.sum((np.array([1/3, 1/3, 1/3]) + x * K[0,:] + y*K[1,:] - p)**2 / p, axis=0)
x_values = np.linspace(-np.sqrt(1/2), np.sqrt(1/2), 50)
y_values = np.linspace(-np.sqrt(1/6), np.sqrt(4/6), 50)
X, Y = np.meshgrid(x_values, y_values)
Z = np.zeros_like(X)
for i in range(X.shape[0]):
for j in range(X.shape[1]):
Z[i, j] = f(X[i, j], Y[i, j])
hexbin_x = result[0]
hexbin_y = result[1]
plt.figure(figsize=(10, 10 * np.sqrt(3)))
plt.hexbin(hexbin_x, hexbin_y, gridsize=50, cmap='YlGnBu', extent=(min(result[0]), max(result[0]), min(result[1]), max(result[1])),
bins='log', mincnt=1, alpha=0.7, edgecolors='gray', linewidths=0.1)
# Overlay heatmap of function f within the equilateral triangle
plt.imshow(Z, extent=(-np.sqrt(1/2), np.sqrt(1/2), -np.sqrt(1/6), np.sqrt(4/6)),
origin='lower', cmap='coolwarm', alpha=0.5)
# Plot equilateral triangle
triangle = plt.Polygon(triangle_vertices, edgecolor='black', closed=True, fill=False)
plt.gca().add_patch(triangle)
plt.xlim(-np.sqrt(1/2), np.sqrt(1/2))
plt.ylim(-np.sqrt(1/6), np.sqrt(4/6))
plt.title(f"N={N}, p={p}")
plt.gca().set_aspect('equal', adjustable='box')
plt.axis('off')
dir_path = f"./multinomial"
if not os.path.exists(dir_path):
os.makedirs(dir_path)
plt.savefig(f"{dir_path}/{N:03d}.png",bbox_inches='tight')
plt.close()
import imageio.v3 as iio
import os
from natsort import natsorted
import moviepy.editor as mp
for dir_path in ["./multinomial"]:
file_names = natsorted((fn for fn in os.listdir(dir_path) if fn.endswith('.png')))
# Create a list of image files and set the frame rate
images = []
fps = 12
# Iterate over the file names and append the images to the list
for file_name in file_names:
file_path = os.path.join(dir_path, file_name)
images.append(iio.imread(file_path))
filename = dir_path[2:]
clip = mp.ImageSequenceClip(images, fps=fps)
clip.write_videofile(f"{filename}.mp4")
!ffmpeg -i multinomial.mp4 -c:v libvpx-vp9 -b:v 0 -crf 10 -c:a libvorbis multinomial.webm
|
| Date | |
| Source | Own work |
| Author | Cosmia Nebula |
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14 September 2023
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| Date/Time | Dimensions | User | Comment | |
|---|---|---|---|---|
| current | 03:25, 15 September 2023 | (3.68 MB) | Cosmia Nebula | Uploaded while editing "Multinomial distribution" on en.wikipedia.org |
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