With the help of sympy.stats.Skellam() method, we can create a discrete random variable with a Skellam distribution.
The Skellam is the distribution of the difference N1 – N2 of two statistically independent random variables N1 and N2 each Poisson-distributed with respective expected values mu1 and mu2.
Syntax: sympy.stats.Skellam(name, mu1, mu2) Parameters: mu1: A non-negative value mu2: A non-negative value Returns: discrete random variable with a Skellam distribution.
Example #1 :
Python3
# import sympy, Skellam, density, Symbol from sympy.stats import Skellam, density
from sympy import Symbol
mu1 = Symbol( "mu1" , positive = True )
mu2 = Symbol( "mu2" , positive = True )
# using sympy.stats.Skellam() method X = Skellam( "x" , mu1, mu2)
skeDist = density(X)(z)
print (skeDist)
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Output:
(mu1/mu2)**(z/2)*exp(-mu1 - mu2)*besseli(z, 2*sqrt(mu1)*sqrt(mu2))
Example #2 :
Python3
# import sympy, Skellam, density from sympy.stats import Skellam, density
# using sympy.stats.Skellam() method X = Skellam( "x" , 1 , 2 )
skeDist = density(X)( 3 )
print (skeDist)
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Output:
sqrt(2)*exp(-3)*besseli(3, 2*sqrt(2))/4