{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Asymptotic Developments" ] }, { "cell_type": "code", "execution_count": 1, "metadata": { "ExecuteTime": { "end_time": "2021-02-15T09:49:31.540693Z", "start_time": "2021-02-15T09:49:26.352382Z" } }, "outputs": [], "source": [ "from math import log, pi\n", "import poisson_approval as pa" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Asymptotic developments are mostly used internally by *Poisson Approval* in order to compute pivot events and best responses. However, they can also be used directly." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Define an asymptotic developement (manually):" ] }, { "cell_type": "code", "execution_count": 2, "metadata": { "ExecuteTime": { "end_time": "2021-02-15T09:49:31.558545Z", "start_time": "2021-02-15T09:49:31.547570Z" } }, "outputs": [ { "data": { "text/plain": [ "exp(- 0.111111 n - 0.5 log n - 0.513473 + o(1))" ] }, "execution_count": 2, "metadata": {}, "output_type": "execute_result" } ], "source": [ "asymptotic = pa.Asymptotic(mu=-1 / 9, nu=-1 / 2, xi=-1 / 2 * log(8 * pi / 9))\n", "asymptotic" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Access its coefficients:" ] }, { "cell_type": "code", "execution_count": 3, "metadata": { "ExecuteTime": { "end_time": "2021-02-15T09:49:31.593447Z", "start_time": "2021-02-15T09:49:31.564525Z" } }, "outputs": [ { "data": { "text/plain": [ "-0.1111111111111111" ] }, "execution_count": 3, "metadata": {}, "output_type": "execute_result" } ], "source": [ "asymptotic.mu" ] }, { "cell_type": "code", "execution_count": 4, "metadata": { "ExecuteTime": { "end_time": "2021-02-15T09:49:31.624364Z", "start_time": "2021-02-15T09:49:31.600430Z" } }, "outputs": [ { "data": { "text/plain": [ "-0.5" ] }, "execution_count": 4, "metadata": {}, "output_type": "execute_result" } ], "source": [ "asymptotic.nu" ] }, { "cell_type": "code", "execution_count": 5, "metadata": { "ExecuteTime": { "end_time": "2021-02-15T09:49:31.665425Z", "start_time": "2021-02-15T09:49:31.628355Z" } }, "outputs": [ { "data": { "text/plain": [ "-0.5134734250965083" ] }, "execution_count": 5, "metadata": {}, "output_type": "execute_result" } ], "source": [ "asymptotic.xi" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Multiply or add two asymptotic developments:" ] }, { "cell_type": "code", "execution_count": 6, "metadata": { "ExecuteTime": { "end_time": "2021-02-15T09:49:31.705148Z", "start_time": "2021-02-15T09:49:31.669339Z" } }, "outputs": [ { "data": { "text/plain": [ "exp(- 0.5 n - log n - 1 + o(1))" ] }, "execution_count": 6, "metadata": {}, "output_type": "execute_result" } ], "source": [ "asymptotic2 = pa.Asymptotic(mu=-1 / 2, nu=-1, xi=-1)\n", "asymptotic2" ] }, { "cell_type": "code", "execution_count": 7, "metadata": { "ExecuteTime": { "end_time": "2021-02-15T09:49:31.738064Z", "start_time": "2021-02-15T09:49:31.714124Z" } }, "outputs": [ { "data": { "text/plain": [ "exp(- 0.611111 n - 1.5 log n - 1.51347 + o(1))" ] }, "execution_count": 7, "metadata": {}, "output_type": "execute_result" } ], "source": [ "asymptotic * asymptotic2" ] }, { "cell_type": "code", "execution_count": 8, "metadata": { "ExecuteTime": { "end_time": "2021-02-15T09:49:31.801890Z", "start_time": "2021-02-15T09:49:31.747137Z" } }, "outputs": [ { "data": { "text/plain": [ "exp(- 0.111111 n - 0.5 log n - 0.513473 + o(1))" ] }, "execution_count": 8, "metadata": {}, "output_type": "execute_result" } ], "source": [ "asymptotic + asymptotic2" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "We now consider two random variables $X_1 \\sim \\text{Poisson}(\\tau_1 n)$ and $X_2 \\sim \\text{Poisson}(\\tau_2 n)$." ] }, { "cell_type": "code", "execution_count": 9, "metadata": { "ExecuteTime": { "end_time": "2021-02-15T09:49:31.842780Z", "start_time": "2021-02-15T09:49:31.804882Z" } }, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "P(X_1 = 0) = exp(- 0.111111 n + o(1))\n", "P(X_1 = X_2) = exp(- 0.371461 n - 0.5 log n - 0.68676 + o(1))\n", "P(X_1 = X_2 + 1) = exp(- 0.371461 n - 0.5 log n - 1.72648 + o(1))\n", "P(X_1 >= X_2) = exp(- 0.371461 n - 0.5 log n - 0.250496 + o(1))\n", "P(X_1 > X_2) = exp(- 0.371461 n - 0.5 log n - 1.29022 + o(1))\n", "P(X_1 > X_2 + 1) = exp(- 0.371461 n - 0.5 log n - 2.32994 + o(1))\n" ] } ], "source": [ "tau_1, tau_2 = 1 / 9, 8 / 9\n", "print('P(X_1 = 0) = ', pa.Asymptotic.poisson_value(tau_1, 0))\n", "print('P(X_1 = X_2) =', pa.Asymptotic.poisson_eq(tau_1, tau_2))\n", "print('P(X_1 = X_2 + 1) =', pa.Asymptotic.poisson_one_more(tau_1, tau_2))\n", "print('P(X_1 >= X_2) =', pa.Asymptotic.poisson_ge(tau_1, tau_2))\n", "print('P(X_1 > X_2) =', pa.Asymptotic.poisson_gt(tau_1, tau_2))\n", "print('P(X_1 > X_2 + 1) =', pa.Asymptotic.poisson_gt_one_more(tau_1, tau_2))" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Like profiles and tau-vectors, asymptotic developments accept the parameter ``symbolic=True``:" ] }, { "cell_type": "code", "execution_count": 10, "metadata": { "ExecuteTime": { "end_time": "2021-02-15T09:49:33.630705Z", "start_time": "2021-02-15T09:49:31.845847Z" } }, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "P(X_1 = 0) = exp(- n/9 + o(1))\n", "P(X_1 = X_2) = exp(n*(-1 + 4*sqrt(2)/9) - log(n)/2 - 7*log(2)/4 - log(pi)/2 + log(3) + o(1))\n", "P(X_1 = X_2 + 1) = exp(n*(-1 + 4*sqrt(2)/9) - log(n)/2 - 13*log(2)/4 - log(pi)/2 + log(3) + o(1))\n", "P(X_1 >= X_2) = exp(n*(-1 + 4*sqrt(2)/9) - log(n)/2 + log(3*2**(1/4)/(4*sqrt(pi)*(1 - sqrt(2)/4))) + o(1))\n", "P(X_1 > X_2) = exp(n*(-1 + 4*sqrt(2)/9) - log(n)/2 + log(3*2**(3/4)/(16*sqrt(pi)*(1 - sqrt(2)/4))) + o(1))\n", "P(X_1 > X_2 + 1) = exp(n*(-1 + 4*sqrt(2)/9) - log(n)/2 + log(3*2**(1/4)/(32*sqrt(pi)*(1 - sqrt(2)/4))) + o(1))\n" ] } ], "source": [ "from fractions import Fraction\n", "tau_1 = Fraction(1, 9)\n", "tau_2 = Fraction(8, 9)\n", "print('P(X_1 = 0) = ', pa.Asymptotic.poisson_value(tau_1, 0, symbolic=True))\n", "print('P(X_1 = X_2) =', pa.Asymptotic.poisson_eq(tau_1, tau_2, symbolic=True))\n", "print('P(X_1 = X_2 + 1) =', pa.Asymptotic.poisson_one_more(tau_1, tau_2, symbolic=True))\n", "print('P(X_1 >= X_2) =', pa.Asymptotic.poisson_ge(tau_1, tau_2, symbolic=True))\n", "print('P(X_1 > X_2) =', pa.Asymptotic.poisson_gt(tau_1, tau_2, symbolic=True))\n", "print('P(X_1 > X_2 + 1) =', pa.Asymptotic.poisson_gt_one_more(tau_1, tau_2, symbolic=True))" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.7.3" }, "toc": { "base_numbering": 1, "nav_menu": {}, "number_sections": false, "sideBar": true, "skip_h1_title": true, "title_cell": "Table of Contents", "title_sidebar": "Contents", "toc_cell": false, "toc_position": {}, "toc_section_display": true, "toc_window_display": false } }, "nbformat": 4, "nbformat_minor": 2 }