CODEWITHSUNDEEP
pythonscipy
Kritz
Kritz

Reputation: 7331

How to calculate the cumulative distribution function in python without using scipy

How can I calculate the cumulative distribution function of a normal distribution in python without using scipy?

I'm specifically referring to this function:

from scipy.stats import norm
norm.cdf(1.96)

I have a Django app running on Heroku and getting scipy up and running on Heroku is quite a pain. Since I only need this one function from scipy, I'm hoping I can use an alternative. I'm already using numpy and pandas, but I can't find the function in there. Are there any alternative packages I can use or even implement it myself?

Upvotes: 5

Views: 7383

Answers (2)

ClimateUnboxed
ClimateUnboxed

Reputation: 8107

This question seems to be a duplicate of How to calculate cumulative normal distribution in Python where there are many alternatives to scipy listed.

I wanted to highlight the answer of Xavier Guihot https://stackoverflow.com/users/9297144/xavier-guihot which shows that from python3.8 the normal is now a built in:

from statistics import NormalDist

NormalDist(mu=0, sigma=1).cdf(1.96)
# 0.9750021048517796

Upvotes: 3

Jared Wilber
Jared Wilber

Reputation: 6805

Just use math.erf:

import math

def normal_cdf(x):
    "cdf for standard normal"
    q = math.erf(x / math.sqrt(2.0))
    return (1.0 + q) / 2.0

Edit to show comparison with scipy:

scipy.stats.norm.cdf(1.96)
# 0.9750021048517795

normal_cdf(1.96)
# 0.9750021048517796

Upvotes: 9

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