started lecture

This commit is contained in:
Fabian Sinz 2014-10-05 19:39:53 +02:00
parent 001a2aab55
commit f210d00ca5
145 changed files with 3 additions and 5449 deletions

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@ -3,12 +3,9 @@ DOTSOURCES = $(wildcard figs/*.dot)
all: $(DOTSOURCES:dot=pdf)
python figs/generate.py
python figs/generate03.py
python figs/generateTPlots.py
pdflatex talk*.tex
pdflatex talk*.tex
pdflatex talk*.tex
pdflatex lecture_statistics*.tex
pdflatex lecture_statistics*.tex
pdflatex lecture_statistics*.tex
figs/prob%.pdf : figs/prob%.dot

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@ -1,218 +0,0 @@
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Dr.
rer.
nat.
Fabian Sinz
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University Tübingen
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Auf der Morgenstelle 28
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72076 Tübingen
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http:/
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/www.epagoge.de
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fabian.sinz@epagoge.de
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University Tübingen
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Auf der Morgenstelle 28
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72076 Tübingen
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today
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To whom it may concern,
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Best regards
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\begin_layout Signature
Dr.
Fabian Sinz
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\begin_layout Encl.
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\begin_layout Letter
this letter certifies that
\emph on
Lakshmi Channappa
\emph default
attended the course
\emph on
Statistics in a Nutshell
\emph default
held at the Neurochip research group at the
\emph on
Naturwissenschaftliches und Medizinisches Institut Reutlingen
\emph default
in 2013
\emph on
.
\emph default
The course was organized in two lectures of four hours each and covered
topics such as basics of probability theory, errorbars and confidence intervals
, statistical tests, p-values, multiple hypothesis testing, basics of study
design, and basics of ANOVA.
Small calculation and programming exercises were used to clarify selected
material.
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from __future__ import division
import seaborn as sns
import sys
sys.path.append('/home/fabee/code/')
from matplotlib.pyplot import *
from fabee.Plotting import *
from scipy import stats
from numpy import *
sns.set_context("talk", font_scale=1.5, rc={"lines.linewidth": 2.5})
# ---------------------------------------------------------------------------
fig, ax = subplots()
fig.subplots_adjust(bottom=.3, left=.3)
n = 50
x = loadtxt('scripts/thymusglandweights.dat')[:n]
ax.bar([0,1],[mean(x),mean(x)],yerr = [std(x,ddof=1), std(x,ddof=1)/sqrt(n)],
facecolor='dodgerblue', alpha=.8,width=.7, align='center',
error_kw={'color':'k','lw':2}, capsize=10, ecolor='k')
ax.set_title('standard deviation or standard error?',fontsize=14, fontweight='bold')
ax.set_xlim([-.5,1.5])
box_off(ax)
#disjoint_axes(ax)
ax.set_xticks([0,1])
ax.set_xticklabels([r'$\hat\sigma$', r'$\frac{\hat\sigma}{\sqrt{n}}$'], fontsize=30)
ax.set_ylabel(r'$\frac{1}{n}\sum_{i=1}^n x_i$',fontsize=30, fontweight='bold')
fig.savefig('figs/StandardErrorOrStandardDeviation.pdf')
# ---------------------------------------------------------------------------
fig, ax = subplots()
t = linspace(-5,5,1000)
t2 = linspace(stats.laplace.ppf(0.025),stats.laplace.ppf(1-0.025),1000)
ax.fill_between(t,stats.laplace.pdf(t),color='dodgerblue')
ax.set_xticks([])
ax.text(5,-0.05, r'$\hat m$',fontsize=30)
ax.text(0,0.7, r'$m$',fontsize=30)
ax.set_yticks([])
#disjoint_axes(ax)
box_off(ax)
ax.set_title('putative sampling distribution of the median',fontsize=14, fontweight='bold')
ax.axis([-5,5,0,.8])
ax.plot([0,0],[0,.7],'--k',lw=2)
fig.savefig('figs/samplingDistributionMedian00.pdf')
ax.fill_between(t2,stats.laplace.pdf(t2),color='crimson')
fig.savefig('figs/samplingDistributionMedian01.pdf')
# ---------------------------------------------------------------------------
fig, ax = subplots()
k = 7
N = 21
F = stats.f
t = linspace(1e-6,8,1000)
t2= linspace(F.ppf(0.95,k-1,N-k),8,1000)
ax.fill_between(t,F.pdf(t,k-1,N-k),color='dodgerblue')
ax.fill_between(t2,F.pdf(t2,k-1,N-k),color='crimson')
ax.set_xlabel('group MS/ error MS')
ax.set_ylabel(r'p(group MS/ error MS| $H_0$)')
ax.set_title('F-distribution',fontsize=14, fontweight='bold')
ax.set_ylim((0,0.8))
box_off(ax)
fig.savefig('figs/Fdistribution00.pdf')
# ---------------------------------------------------------------------------
fig, ax = subplots()
n = 5
p = stats.t.pdf
t = linspace(-5,8,1000)
t0 = 1.5
t00 = 1.
mu0 = 3
t1 = linspace(-5,t00,1000)
t2 = linspace(t0,8,1000)
t3 = linspace(-5,-t0,1000)
ax.fill_between(t,p(t,n-1),color='dodgerblue',alpha=1)
ax.fill_between(t2,p(t2,n-1),color='indigo',alpha=1)
ax.fill_between(t3,p(t3,n-1),color='indigo',alpha=1)
ax.set_xlabel('t')
ax.set_ylabel(r'sampling distribution')
ax.set_ylim((0,0.8))
box_off(ax)
fig.savefig('figs/experimentalDesign00.pdf')
ax.fill_between(t,p(t,n-1,loc=mu0),color='lime',alpha=.5)
ax.fill_between(t1,p(t1,n-1,loc=mu0),color='magenta',alpha=1)
ax.arrow(0,.4,mu0,0,head_width=0.05)
ax.arrow(mu0,.4,-mu0,0,head_width=0.05)
ax.text(mu0/2,.45,r'$\delta$',fontsize=20)
ax.set_xlabel('t')
ax.set_ylabel(r'sampling distribution')
ax.set_ylim((0,0.8))
box_off(ax)
fig.savefig('figs/experimentalDesign01.pdf')

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@ -1,265 +0,0 @@
import sys
import seaborn as sns
sys.path.append('/home/fabee/code/')
from matplotlib.pyplot import *
from fabee.Plotting import *
from scipy import stats
from numpy import *
sns.set_context("talk", font_scale=1.5, rc={"lines.linewidth": 2.5})
def hinton(matrix, max_weight=None, ax=None):
"""Draw Hinton diagram for visualizing a weight matrix."""
ax = ax if ax is not None else gca()
if not max_weight:
max_weight = 2**np.ceil(np.log(np.abs(matrix).max())/np.log(2))
ax.patch.set_facecolor('gray')
ax.set_aspect('equal', 'box')
ax.xaxis.set_major_locator(NullLocator())
ax.yaxis.set_major_locator(NullLocator())
for (x,y),w in np.ndenumerate(matrix):
color = 'white' if w > 0 else 'black'
size = np.sqrt(np.abs(w))
rect = Rectangle([x - size / 2, y - size / 2], size, size,
facecolor=color, edgecolor=color)
ax.add_patch(rect)
ax.autoscale_view()
ax.invert_yaxis()
# ---------------------------------------------------------------------------
fig, ax = subplots()
fig.subplots_adjust(bottom=.2)
ax.bar([0,1],[.2,.8],facecolor='dodgerblue', alpha=.8,width=.7, align='center')
ax.set_title('Bernoulli distribution',fontsize=16, fontweight='bold')
ax.set_xlim([-.5,1.5])
box_off(ax)
#disjoint_axes(ax)
ax.set_xlabel('outcomes',fontsize=14, fontweight='bold')
ax.set_ylabel('P(outcome)',fontsize=14, fontweight='bold')
ax.set_xticks([0,1])
ax.set_xticklabels([0,1])
ax.set_ylim((0,1))
fig.savefig('figs/Bernoulli.pdf')
# ---------------------------------------------------------------------------
fig, ax = subplots()
fig.subplots_adjust(bottom=.2)
n = 5
k = arange(0,n)
ax.bar(k,0*k+1./n,facecolor='dodgerblue', alpha=.8,width=.7, align='center')
ax.set_title('uniform distribution',fontsize=16, fontweight='bold')
box_off(ax)
#disjoint_axes(ax)
ax.set_xlabel('k',fontsize=14, fontweight='bold')
ax.set_ylabel('P(X=k)',fontsize=14, fontweight='bold')
ax.set_xticks(k)
ax.set_xticklabels(k+1)
ax.set_ylim((0,1))
fig.savefig('figs/Uniform.pdf')
# ---------------------------------------------------------------------------
for i,(n,p) in enumerate(zip([10,20],[.5,.8])):
fig, ax = subplots()
fig.subplots_adjust(bottom=.2)
k = arange(n+1)
ax.bar(k,stats.binom.pmf(k,n,p),facecolor='dodgerblue', alpha=.8,width=.7, align='center')
ax.set_title(r'binomial distribution $B\left(%.2f, %i\right)$' % (p,n),fontsize=16, fontweight='bold')
box_off(ax)
#disjoint_axes(ax)
ax.set_xlabel('k',fontsize=14, fontweight='bold')
ax.set_ylabel('P(k)',fontsize=14, fontweight='bold')
ax.set_xticks(k)
ax.set_xticklabels(k)
ax.set_xlim((-1,n+1))
ax.set_ylim((0,1))
fig.savefig('figs/Binomial%02i.pdf' % (i,))
# ---------------------------------------------------------------------------
n = 20
for i, lam in enumerate([5, 0.05]):
fig, ax = subplots()
fig.subplots_adjust(bottom=.2)
k = arange(n+1)
ax.bar(k,stats.poisson.pmf(k,lam),facecolor='dodgerblue', alpha=.8,width=.7, align='center')
ax.set_title(r'Poisson distribution $\lambda=%.2f$' % (lam,),fontsize=16, fontweight='bold')
box_off(ax)
#disjoint_axes(ax)
ax.set_xlabel('k',fontsize=14, fontweight='bold')
ax.set_ylabel('P(k)',fontsize=14, fontweight='bold')
ax.set_xticks(k)
ax.set_xticklabels(k)
ax.set_xlim((-1,n+1))
ax.set_ylim((0,1))
fig.savefig('figs/Poisson%02i.pdf' % (i,))
# ---------------------------------------------------------------------------
fig, ax = subplots()
fig.subplots_adjust(bottom=.2)
t = linspace(-3,3,200)
ax.fill_between(t,stats.norm.pdf(t),facecolor='dodgerblue', alpha=.8)
ax.set_title(r'Gaussian/Normal distribution $N(\mu,\sigma)$',fontsize=16, fontweight='bold')
box_off(ax)
#disjoint_axes(ax)
ax.set_xlabel('x',fontsize=14, fontweight='bold')
ax.set_ylabel('p(x)',fontsize=14, fontweight='bold')
fig.savefig('figs/Gaussian00.pdf')
# ---------------------------------------------------------------------------
fig, ax = subplots()
n = 10
kk = 5
p = .5
fig.subplots_adjust(bottom=.2)
k = arange(n+1)
ax.bar(k,stats.binom.pmf(k,n,p),facecolor='dodgerblue', alpha=.8,width=.7, align='center')
ax.bar(k[:kk+1],stats.binom.pmf(k[:kk+1],n,p),facecolor='crimson', alpha=.5,width=.7, align='center')
ax.set_title(r'binomial distribution $B\left(\frac{1}{2}, %i\right)$' % (n,), fontsize=16, fontweight='bold')
box_off(ax)
#disjoint_axes(ax)
ax.set_xlabel('k',fontsize=14, fontweight='bold')
ax.set_ylabel('P(k)',fontsize=14, fontweight='bold')
ax.set_xticks(k)
ax.set_xticklabels(k)
ax.set_xlim((-1,n+1))
ax.set_ylim((0,1))
fig.savefig('figs/BinomialCdf00.pdf' )
fig, ax = subplots()
n = 10
kk = 5
p = .5
fig.subplots_adjust(bottom=.2)
k = arange(n+1)
ax.bar(k,stats.binom.pmf(k,n,p),facecolor='dodgerblue', alpha=.8,width=.7, align='center',label='p.m.f.')
ax.bar(k[:kk+1],stats.binom.pmf(k[:kk+1],n,p),facecolor='crimson', alpha=.5,width=.7, align='center')
ax.plot(k,stats.binom.cdf(k,n,p),'ok',mfc='crimson', alpha=1.,label='c.d.f.', ms=15)
ax.set_title(r'binomial distribution $B\left(\frac{1}{2}, %i\right)$' % (n,), fontsize=16, fontweight='bold')
ax.legend(frameon=False, loc='best')
box_off(ax)
#disjoint_axes(ax)
ax.set_xlabel('k',fontsize=14, fontweight='bold')
ax.set_ylabel('P(k)',fontsize=14, fontweight='bold')
ax.set_xticks(k)
ax.set_xticklabels(k)
ax.set_xlim((-1,n+1))
ax.set_ylim((0,1.1))
fig.savefig('figs/BinomialCdf01.pdf' )
fig, ax = subplots()
n = 10
kk = 2
p = .5
fig.subplots_adjust(bottom=.2)
k = arange(n+1)
ax.bar(k,stats.binom.pmf(k,n,p),facecolor='dodgerblue', alpha=.8,width=.7, align='center',label='p.m.f.')
ax.bar(k[:kk+1],stats.binom.pmf(k[:kk+1],n,p),facecolor='crimson', alpha=.5,width=.7, align='center')
ax.bar(k[-kk-1:],stats.binom.pmf(k[-kk-1:],n,p),facecolor='crimson', alpha=.5,width=.7, align='center')
ax.set_title(r'binomial distribution $B\left(\frac{1}{2}, %i\right)$' % (n,), fontsize=16, fontweight='bold')
ax.legend(frameon=False, loc='best')
box_off(ax)
#disjoint_axes(ax)
ax.set_xlabel('k',fontsize=14, fontweight='bold')
ax.set_ylabel('P(k)',fontsize=14, fontweight='bold')
ax.set_xticks(k)
ax.set_xticklabels(k)
ax.set_xlim((-1,n+1))
ax.set_ylim((0,1.1))
fig.savefig('figs/BinomialExample00.pdf' )
#------------------------------------------------------
fig = figure(figsize=(10,3.5))
ax = fig.add_axes([.1,.13,.6,.3])
n = 10
p = [.5,.8]
q = [.7, .3]
fig.subplots_adjust(bottom=0.2)
k = arange(n+1)
P = vstack((stats.binom.pmf(k,n,p[0])*q[0], stats.binom.pmf(k,n,p[1])*q[1])).T
hinton(P, ax = None)
#disjoint_axes(ax)
ax.set_xticks(k)
ax.set_xticklabels(k)
ax.set_yticks([0,1])
ax.set_ylim((-.5,1.5))
ax.set_xlim((-.5,n+.5))
ax.set_yticklabels(['subject #1', 'subject #2'])
fig.savefig('figs/Joint00.pdf' )
ax = fig.add_axes([.75,.13,.2,.3])
ax.barh([0,1],q, facecolor='dodgerblue',alpha=.8, align='center')
box_off(ax)
#disjoint_axes(ax)
ax.set_xticks([0,.5,1.])
ax.set_yticks([])
ax.set_ylim((-.5,1.5))
fig.savefig('figs/Joint01.pdf' )
ax = fig.add_axes([.1,.6,.6,.2])
ax.bar(k,sum(P,axis=1), facecolor='dodgerblue',alpha=.8, align='center')
a = .7
ax.axis([-a,n-a+1.5,0,1])
box_off(ax)
#disjoint_axes(ax)
ax.set_xticks([])
ax.set_yticks([0,.3])
ax.set_ylim((0,.3))
fig.savefig('figs/Joint02.pdf' )
#------------------------------------------------------
n = 10
k = arange(n+1)
p = [.5,.8]
q = [.7, .3]
P = vstack((stats.binom.pmf(k,n,p[0])*q[0], stats.binom.pmf(k,n,p[1])*q[1]))
Pk = sum(P,axis=0)
fig = figure()
for i,kk in enumerate(k):
ax = fig.add_subplot(3,4,i+1)
fig.subplots_adjust(bottom=0.2)
ax.bar([0,1],P[:,i]/Pk[i], facecolor='dodgerblue',alpha=.8, align='center')
#disjoint_axes(ax)
ax.set_xticks([0,1])
ax.set_xticklabels(['#1','#2'], fontsize=8)
ax.set_yticks([0,.5,1])
ax.set_yticklabels([0,.5,1],fontsize=8)
ax.set_xlim((-.5,1.5))
ax.set_ylim((0,1))
ax.set_title('P({#1,#2}| %i successes)' % (i,), fontsize=8)
fig.subplots_adjust(wspace=.8, hspace=.8)
fig.savefig('figs/Posterior00.pdf')

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import sys
sys.path.append('/home/fabee/code/')
import seaborn as sns
from matplotlib.pyplot import *
from scipy import stats
from numpy import *
from matplotlib.ticker import NullFormatter
sns.set_context("talk", font_scale=1.5, rc={"lines.linewidth": 2.5})
# --------------- PLOT 1 -------------------------
# the random data
distr = stats.uniform
col = '+*0<>v'
for k,distr in enumerate([stats.laplace, stats.norm, stats.expon,stats.uniform]):
col = [col[i] for i in random.permutation(6)]
x = random.randn(5000)
nullfmt = NullFormatter() # no labels
# definitions for the axes
left, width = 0.1, 0.65
bottom, height = 0.1, 0.65
bottom_h = left_h = left+width+0.02
rect_scatter = [left + 0.22, bottom + 0.22 , width, height]
rect_histx = [left + 0.22, bottom, width, 0.2]
rect_histy = [left, bottom + 0.22 , 0.2, height]
# start with a rectangular Figure
fig = figure(figsize=(8,8))
axQQ = axes(rect_scatter)
axHistx = axes(rect_histx)
axHisty = axes(rect_histy)
# no labels
axHistx.yaxis.set_major_formatter(nullfmt)
axHisty.xaxis.set_major_formatter(nullfmt)
axQQ.xaxis.set_major_formatter(nullfmt)
axQQ.yaxis.set_major_formatter(nullfmt)
# the scatter plot:
z = distr.ppf(stats.norm.cdf(x))
y = linspace(amin(z),amax(z),1000)
z = distr.ppf(stats.norm.cdf(x))
if distr != stats.norm:
if distr == stats.uniform:
axQQ.plot(x, z,'ok',marker=col[0],ms=5,label='c.d.f.')
else:
axQQ.plot(x, z,'ok',marker=col[0],ms=5,label='correct')
if distr != stats.expon:
axQQ.plot((z-amin(z))/(amax(z)-amin(z))*(amax(x)-amin(x)) + amin(x),\
(x-amin(x))/(amax(x)-amin(x))*(amax(z)-amin(z)) + amin(z),'ok',marker=col[1],ms=5)
axQQ.plot(x, (x-amin(x))/(amax(x)-amin(x))*(amax(z)-amin(z)) + amin(z),'ok',marker=col[2],ms=5)
# now determine nice limits by hand:
axHistx.hist(x, bins=100,normed=True)
if distr != stats.expon:
axHisty.plot(distr.pdf(y),y)
z2 = distr.pdf(y)
y = hstack((y[0],y,y[-1]))
z2 = hstack((0,z2,0))
axHisty.fill(z2,y,color=(.0,.0,1.))
axQQ.set_xlim(axHistx.get_xlim())
axQQ.set_ylim(axHisty.get_ylim())
if distr == stats.uniform:
axQQ.set_ylim((-.1,1.1))
axHisty.set_ylim((-.1,1.1))
axHisty.set_xlim((.0,1.1))
axHistx.set_xlabel('x',fontsize=16)
axHistx.set_ylabel('p(x)',fontsize=16)
axHisty.set_ylabel('y',fontsize=16)
axHisty.set_xlabel('p(y)',fontsize=16)
fig.savefig('figs/HE%i.png' % (k,))
if distr == stats.norm:
axQQ.plot(x, z,'ok',marker=col[0],ms=5)
elif distr == stats.expon:
axHisty.plot(distr.pdf(y),y)
z2 = distr.pdf(y)
y = hstack((y[0],y,y[-1]))
z2 = hstack((0,z2,0))
axHisty.fill(z2,y,color=(.0,.0,1.))
else:
axQQ.legend(loc=2)
fig.savefig('figs/HE%iSolution.png' % (k,))
# ####################################################3
fig = figure()
ax = fig.add_subplot(111)
xx = linspace(-3.,stats.norm.ppf(1-0.2),1000)
x = linspace(-3.,3.,1000)
y = stats.norm.pdf(x,scale=1)
yy = stats.norm.pdf(xx,scale=1)
yy[0] = 0
yy[-1] = 0
ax.plot(x,y,'k-',lw=2)
ax.plot(x,stats.norm.pdf(x),'k-',lw=1)
ax.set_xlabel('x',fontsize=16)
ax.set_ylabel('pdf',fontsize=16)
ax.fill(xx,yy,'b')
ax.set_xlim(-3.,3.)
ax.text(xx[-1],-.1,'b');
ax.text(xx[-1],.4,'p(x)',color='k');
ax.text(xx[0],.3,'F(b) = P(x <= b)',color='b');
#XKCDify(ax, expand_axes=True,yaxis_loc=0,xaxis_loc=0)
fig.savefig('figs/cdf.png')
#-----------------------------
fig = figure()
ax = fig.add_subplot(111)
xx = linspace(-3.,stats.norm.ppf(1-0.2),1000)
x = linspace(-3.,3.,1000)
y = stats.norm.pdf(x,scale=1)
yy = stats.norm.pdf(xx,scale=1)
yy[0] = 0
yy[-1] = 0
ax.plot(x,y,'k-',lw=2)
ax.plot(x,stats.norm.cdf(x),'b-',lw=1)
ax.set_xlabel('x/b',fontsize=16)
ax.set_ylabel('pdf/cdf',fontsize=16)
ax.set_xlim(-3.,3.)
ax.text(xx[-1],.4,'p(x)',color='k');
ax.text(xx[0],.3,'F(b) = P(x <= b)',color='b');
#XKCDify(ax, expand_axes=True,yaxis_loc=0,xaxis_loc=0)
fig.savefig('figs/cdf2.png')
# ####################################################3
fig = figure()
ax = fig.add_subplot(111)
x = hstack((linspace(-3.,stats.norm.ppf(0.13),1000),\
linspace(stats.norm.ppf(1-0.13),3.,1000)))
xx = hstack((linspace(-3.,stats.norm.ppf(0.2),1000),\
linspace(stats.norm.ppf(1-0.2),3.,1000)))
y = stats.norm.pdf(x,scale=1)
yy = stats.norm.pdf(xx,scale=1)
y[[0,999,1000,-1]] = 0
yy[[0,999,1000,-1]] = 0
t = linspace(-3.,3.,1000)
ax.plot(t,stats.norm.pdf(t),'k-',lw=2)
ax.fill(xx[:1000],yy[:1000],'b')
ax.fill(xx[1000:],yy[1000:],'b')
ax.text(xx[1000],-.1,'b')
ax.text(xx[999],-.1,'-b')
ax.text(.2,.7,'P(|x|>b) =$\\alpha$',color='b');
#XKCDify(ax, expand_axes=True,yaxis_loc=0,xaxis_loc=0)
fig.savefig('figs/pval0.png')
#---------------------------------------------------
fig = figure()
ax = fig.add_subplot(111)
t = linspace(-3.,3.,1000)
ax.plot(t,stats.norm.pdf(t),'k-',lw=2)
ax.fill(x[:1000],y[:1000],'r')
ax.fill(x[1000:],y[1000:],'r')
ax.text(x[1000],-.1,'t')
ax.text(x[999],-.1,'-t')
ax.text(.2,.5,'P(|x| > t) = p-value',color='r');
#XKCDify(ax, expand_axes=True,yaxis_loc=0,xaxis_loc=0)
fig.savefig('figs/ pval1.png')
# show()
#-----------------------------

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import sys
import seaborn as sns
sys.path.append('/home/fabee/code')
from matplotlib.pyplot import *
from scipy import stats
from numpy import *
sns.set_context("talk", font_scale=1.5, rc={"lines.linewidth": 2.5})
# define the curves
x = np.linspace(2, 20, 200)
n = 16.
X =random.randn(n)*4.+12.5
fig = figure()
ax = fig.add_subplot(111)
ax.set_xlim(5, 18)
#ax.set_ylim(0, .5)
ax.plot([10,10],[-.2,.2],'k-',lw=2)
ax.text(10,.3,r'stimulus position',rotation=-30);
ax.plot([12.5,12.5],[-.2,.2],'b-',lw=2)
ax.text(12.5,.3,r'$\hat\mu$',rotation=-45);
ax.set_xlabel('x eye position')
#XKCDify(ax, expand_axes=True,yaxis_loc=0,xaxis_loc=0)
ax.plot(X,0*X,'ob',label='fixations',mfc='orange',ms=10)
fig.savefig('figs/repetition0.png')
# ####################################################3
fig = figure()
ax = fig.add_subplot(111)
ax.plot(x,-stats.norm.pdf(x,loc=10,scale=4),'orange',label=r'Null distribution of x')
ax.set_xlim(5, 18)
# ax.set_ylim(0, .5)
ax.plot([10,10],[-.2,.2],'k-',lw=2)
ax.text(10,.3,r'stimulus position',rotation=-30);
ax.plot([12.5,12.5],[-.2,.2],'b-',lw=2)
ax.text(12.5,.3,r'$\hat\mu$',rotation=-45);
ax.legend()
ax.set_xlabel('x eye position')
#XKCDify(ax, expand_axes=True,yaxis_loc=0,xaxis_loc=0)
ax.plot(X,0*X,'ob',label='fixations',mfc='orange',ms=10)
fig.savefig('figs/repetition1.png')
# ####################################################3
fig = figure()
ax = fig.add_subplot(111)
ax.plot(x,-stats.norm.pdf(x,loc=10,scale=4),'orange',label=r'Null distribution of x')
ax.plot(x,-stats.t.pdf(x,n-1,loc=10,scale=1),'b',label=r'Null distribution of $t$')
ax.set_xlim(5, 18)
# ax.set_ylim(0, .5)
ax.plot([10,10],[-.2,.2],'k-',lw=2)
ax.text(10,.3,r'stimulus position',rotation=-30);
ax.plot([12.5,12.5],[-.2,.2],'b-',lw=2)
ax.text(12.5,.3,r'$\hat\mu$',rotation=-45);
ax.legend()
ax.set_xlabel('x eye position')
#XKCDify(ax, expand_axes=True,yaxis_loc=0,xaxis_loc=0)
ax.plot(X,0*X,'ob',label='fixations',mfc='orange',ms=10)
fig.savefig('figs/repetition2.png')
# ####################################################3
fig = figure()
ax = fig.add_subplot(111)
xx = linspace(stats.norm.ppf(0.05),stats.norm.ppf(1-0.05),100)
xx += 10.
yy = -stats.norm.pdf(xx,loc=10.,scale=1)
xx = hstack((xx[0],xx,xx[-1]))
yy = hstack((0,yy,0))
ax.plot(x,-stats.norm.pdf(x,loc=10,scale=4),'orange',label=r'Null distribution of x')
ax.plot(x,-stats.t.pdf(x,n-1,loc=10,scale=1),'b',label=r'Null distribution of $t$')
ax.fill(xx,yy,'c')
ax.set_xlim(5, 18)
# ax.set_ylim(0, .5)
ax.plot([10,10],[-.2,.2],'k-',lw=2)
ax.text(10,.3,r'stimulus position',rotation=-30);
ax.plot([12.5,12.5],[-.2,.2],'b-',lw=2)
ax.text(12.5,.3,r'$\hat\mu$',rotation=-45);
ax.legend()
ax.set_xlabel('x eye position')
#XKCDify(ax, expand_axes=True,yaxis_loc=0,xaxis_loc=0)
ax.plot(X,0*X,'ob',label='fixations',mfc='orange',ms=10)
fig.savefig('figs/repetition3.png')
# ####################################################3
fig = figure()
ax = fig.add_subplot(111)
xx = linspace(stats.norm.ppf(0.05),stats.norm.ppf(1-0.05),100)
xx += 10.
yy = -stats.norm.pdf(xx,loc=10.,scale=1)
xx = hstack((xx[0],xx,xx[-1]))
yy = hstack((0,yy,0))
ax.plot(x,-stats.norm.pdf(x,loc=10,scale=4),'orange',label=r'Null distribution of x')
ax.plot(x,-stats.t.pdf(x,n-1,loc=10,scale=1),'b',label=r'Null distribution of $t$')
ax.fill(xx,yy,'c')
ax.set_xlim(5, 18)
# ax.set_ylim(0, .5)
ax.plot([10,10],[-.2,.2],'k-',lw=2)
ax.text(10,.3,r'stimulus position',rotation=-30);
ax.plot([12.5,12.5],[-.2,.2],'b-',lw=2)
ax.text(12.5,.3,r'$\hat\mu$',rotation=-45)
ax.plot([xx[0],xx[-1]],[0,0],'-g',label=r'$H_0$',lw=4)
ax.plot([0,xx[0]],[0,0],'-r',label=r'$H_1$',lw=4)
ax.plot([xx[-1],20],[0,0],'-r',lw=4)
ax.legend()
ax.set_xlabel('x eye position')
#XKCDify(ax, expand_axes=True,yaxis_loc=0,xaxis_loc=0)
ax.plot(X,0*X,'ob',label='fixations',mfc='orange',ms=10)
fig.savefig('figs/repetition4.png')
# ####################################################3
fig = figure()
ax = fig.add_subplot(111)
ax.plot(x,-stats.norm.pdf(x,loc=10,scale=4),'orange',label=r'Null distribution of x')
ax.plot(x,-stats.t.pdf(x,n-1,loc=10,scale=1),'b',label=r'Null distribution of $t$')
xx = linspace(0,stats.norm.ppf(0.05)+10.,100)
yy = -stats.norm.pdf(xx,loc=10.,scale=1)
xx = hstack((xx[0],xx,xx[-1]))
yy = hstack((0,yy,0))
ax.fill(xx,yy,'magenta')
xx = linspace(stats.norm.ppf(1-0.05)+10.,20,100)
yy = -stats.norm.pdf(xx,loc=10.,scale=1)
xx = hstack((xx[0],xx,xx[-1]))
yy = hstack((0,yy,0))
ax.fill(xx,yy,'magenta')
ax.set_xlim(5, 18)
# ax.set_ylim(0, .5)
ax.plot([10,10],[-.2,.2],'k-',lw=2)
ax.text(10,.3,r'stimulus position',rotation=-30);
ax.plot([12.5,12.5],[-.2,.2],'b-',lw=2)
ax.text(12.5,.3,r'$\hat\mu$',rotation=-45);
ax.legend()
ax.set_xlabel('x eye position')
#XKCDify(ax, expand_axes=True,yaxis_loc=0,xaxis_loc=0)
ax.plot(X,0*X,'ob',label='fixations',mfc='orange',ms=10)
fig.savefig('figs/repetition5.png')

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from __future__ import division
from numpy import *
from scipy import stats
from matplotlib.pyplot import *
N = random.randn
m = 2000
n = 20
T = zeros((m,))
R = zeros((m,))
pT = zeros((m,))
pR = zeros((m,))
for k in xrange(m):
x = N(n)
y = N(n)
T[k], pT[k] = stats.ttest_ind(x,y)
R[k], pR[k] = stats.ranksums(x,y)
a = stats.t.ppf([0.025,1.-0.025], n-1)
b = stats.norm.ppf([0.025,1.-0.025])
fig = figure(figsize=(8,8),dpi=100)
ax = fig.add_axes([.3,.3,.6,.6])
axb = fig.add_axes([.3,.1,.6,.2])
axl = fig.add_axes([.1,.3,.2,.6])
ax.plot(T,R,'ok',mfc=(.7,.7,.7))
axb.hist(T,bins=50,facecolor=(1.,.7,.7),normed=True)
axl.hist(R,bins=50,facecolor=(.7,.7,1.),normed=True,orientation='horizontal')
axl.axis([0,1,-5,5])
axb.plot([a[0],a[0]],[0,1],'k--',lw=2)
axb.plot([a[1],a[1]],[0,1],'k--',lw=2)
axl.plot([0,1],[b[0],b[0]],'k--',lw=2)
axl.plot([0,1],[b[1],b[1]],'k--',lw=2)
axl.set_ylabel('standardized U statistic', fontsize=16)
axb.set_xlabel('t statistic', fontsize=16)
# print sum(1.*(T < a[0] ))/m + sum(1.*(T > a[1]))/m
# print sum(1.*(R < b[0] ))/m + sum(1.*(R > b[1]))/m
ax.fill([-5,a[0],a[0],-5],[-5,-5,5,5],color=(1.,.7,.7),alpha=.5)
ax.fill([a[1],5,5,a[1]],[-5,-5,5,5],color=(1.,.7,.7),alpha=.5)
axb.fill([-5,a[0],a[0],-5],[0,0,1,1],color=(1.,.7,.7),alpha=.5)
axb.fill([a[1],5,5,a[1]],[0,0,1,1],color=(1.,.7,.7),alpha=.5)
ax.fill([-5,-5,5,5],[-5,b[0],b[0],-5],color=(.7,.7,1.),alpha=.5)
ax.fill([-5,-5,5,5],[b[1],5,5,b[1]],color=(.7,.7,1.),alpha=.5)
axl.fill([0,0,1,1],[-5,b[0],b[0],-5],color=(.7,.7,1.),alpha=.5)
axl.fill([0,0,1,1],[b[1],5,5,b[1]],color=(.7,.7,1.),alpha=.5)
axb.axis([-5,5,0,1])
ax.axis([-5,5,-5,5])
axl.set_xticks([])
axb.set_yticks([])
axl = axl.twiny()
axb = axb.twinx()
axl.set_xticks([0,.5,1.])
axb.set_yticks([0,.5,1.])
fig.savefig('multipletesting.pdf')

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