Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Does this qualify as expected loss density function? #2

Open
epogrebnyak opened this issue Jan 24, 2021 · 0 comments
Open

Does this qualify as expected loss density function? #2

epogrebnyak opened this issue Jan 24, 2021 · 0 comments

Comments

@epogrebnyak
Copy link
Owner 

from scipy.stats import bernoulli

from matplotlib.pyplot import hist
from numpy import mean

b = bernoulli(0.15)
losses = [mean(sum(b.rvs(100))) for _ in range(10_000)]
hist(losses, bins=10)
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@epogrebnyak