Note
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Estimate moments from sampleΒΆ
In this example we are going to estimate statistical moments from a sample, eventually from an output variable of interest.
import openturns as ot
ot.Log.Show(ot.Log.NONE)
Create a sample
# model f
model = ot.SymbolicFunction(["x1", "x2"], ["x1^2+x2", "x2^2+x1"])
# input vector X
inputDist = ot.JointDistribution([ot.Normal()] * 2, ot.IndependentCopula(2))
inputDist.setDescription(["X1", "X2"])
inputVector = ot.RandomVector(inputDist)
# output vector Y=f(X)
output = ot.CompositeRandomVector(model, inputVector)
# sample Y
size = 1000
sample = output.getSample(size)
Estimate mean
sample.computeMean()
Estimate standard deviation
sample.computeStandardDeviation()
Estimate variance
sample.computeVariance()
Estimate skewness
sample.computeSkewness()
Estimate kurtosis
sample.computeKurtosis()