[SciPy-User] deterministic random variable

[nicky van foreest]

Hi Josef,

Thanks for the answer.

> Actually, if the onepoint distribution directly subclasses rv_generic
> then it wouldn't rely on or interfere with the generic framework in
> rv_continuous or rv_discrete (where it wouldn't really fit in if
> onepoint is on reals), and it might be relatively easy to provide all
> the methods of the distributions for a single point distribution.

I must admit that I haven't had a look at the innards of rv_generic,
so I am afraid I cannot be of any relevant help in this respect.

>
> Choice of name:
> to me, "deterministic random variable" sounds like an oxymoron,
> although I found some references to deterministic distribution (mainly
> or exclusively in queuing theory and
> http://isi.cbs.nl/glossary/term902.htm)
> I would prefer a boring "onepoint" distribution, or "degenerate", or ... ?

Degenerate seems nice to me. I just checked the book Probability by
Shiryaev, and he also uses the word `degenerate'. Interestingly, he
introduces the degenerate distribution as the normal distribution with
sigma = 0. I suspect that implementing the degenerate distribution
like this is utterly stupid.

> Can you file a ticket with what you would like to have?

Sure. Sorry for bothering you with this, but how?

> <rambling ahead>
> I started to work again a bit on enhancing the distributions, mainly
> I'm experimenting with several generic estimation methods. My target
> is to have a working estimator for any distribution in scipy.stats and
> for several additional distributions.

This seems a nice idea, but quite ambitious. Have you also thought
about estimators for heavy tailed distributions? This is, as far as I
know, a very delicate topic.

>
> I worry a bit that a deterministic distribution might not fit into a
> general framework for distributions and might need to be special cased
> for some methods. (but see above)

This must be fairly easy. Just the mean can be relevant.

> http://bazaar.launchpad.net/~josef-pktd/statsmodels/statsmodels-josef-experimental/files/head:/scikits/statsmodels/sandbox/stats/

I'll have a look. Thanks.

Nicky