Mean of Sampleset and powered Sampleset
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Milla Well
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Published on 2012-12-10T16:47:53Z
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2012/12/10
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I am working on an ICA implementation wich is based on the assumption, that all source signals are independent. So I checked on the basic concepts of Dependence vs. Correlation and tried to show this example on sample data
from numpy import *
from numpy.random import *
k = 1000
s = 10000
mn = 0
mnPow = 0
for i in arange(1,k):
a = randn(s)
a = a-mean(a)
mn = mn + mean(a)
mnPow = mnPow + mean(a**3)
print "Mean X: ", mn/k
print "Mean X^3: ", mnPow/k
But I couldn't produce the last step of this example E(X^3) = 0:
>> Mean X: -1.11174580826e-18
>> Mean X^3: -0.00125229267144
First value I would consider to be zero, but second value is too large, isn't it? Since I subtract the mean of a
, I expected the mean of a^3
to be zero as well. Does the problem lie in
- the random number generator,
- the precision of the numerical values
- in my misunderstanding of the concepts of mean and expected value?
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