# Calculus in SymPy

Working with densities involves calculus which can sometimes be time-consuming. This course gives you two ways of reducing the amount of calculus involved.

- Probabilistic methods can help reduce algebra and calculus. You’ve seen this with algebra in the discrete case. You’ll see it with calculus as we learn more about densities.
- Python has a symbolic math module called
`SymPy`

that does algebra, calculus, and much other symbolic math. In this section we will show you how to do calculus using`SymPy`

.

We will demonstrate the methods in the context of an example. Suppose $X$ has density given by

As you can see from its graph below, $f$ could be used to model the distribution of a random proportion that you think is likely to be somewhere between 0.2 and 0.4.

The density $f$ is a polynomial on the unit interval, and in principle the algebra and calculus involved in integrating it are straightforward. But they are tedious. So let’s get `SymPy`

to do the work.

First, we will import all the functions in `SymPy`

and set up some printing methods that make the output look nicer than the retro typewritten pgf output you saw in a previous section. In future sections of this text, you can assume that this importing and initialization will have been done at the start.

```
from sympy import *
init_printing()
```

Next, we have to create tell Python that an object is symbolic. In our example, the variable $x$ is the natural candidate to be a symbol. You can use `Symbol`

for this, by using the argument `'x'`

. We have assinged the symbol to the name `x`

.

```
x = Symbol('x')
```

Now we will assign the name `density`

to the expression that defines $f$. The expression looks just like a numerical calculation, but the output is algebraic!

```
density = 105 * x**2 * (1-x)**4
density
```

That’s the expression for $f(x)$ defined by the equation at the start of the section. Notice that what we naturally think of as $1 - x$ is expressed as $-x + 1$. That’s because `SymPy`

is writing the polynomial leading with the term of highest degree.

Let’s not simply accept that this function is a density. Let’s check that it is a density by integrating it from 0 to 1. To display this, we use the method `Integral`

that takes the name of a function and a *tuple* (a sequence in parentheses) consisting of the variable of integration and the lower and upper limits of integration. We have assigned this integral to the name `total_area`

.

```
total_area = Integral(density, (x, 0, 1))
total_area
```

The output of displays the integral, which is nice, but what we really want is its numerical value. In `SymPy`

, this is achieved by abruptly instructing the method to `doit()`

.

```
total_area.doit()
```

This confirms that the function $f$ is a density.

We can use `Integral`

to find the chance that $X$ is in any interval. Here is $P(0.2 < X < 0.4)$.

```
prob_02_04 = Integral(density, (x, 0.2, 0.4)).doit()
prob_02_04
```

For $x$ in the unit interval, the cdf of $X$ is

where $I$ is the indefinite integral of $f$.

To get the indefinite integral, simply ask `SymPy`

to integrate the density; there are no limits of integration.

```
indefinite = Integral(density).doit()
indefinite
```

Now $F(x) = I(x) - I(0)$. You can see at a glance that $I(0) = 0$ but here is how `SymPy`

would figure that out.

To evaluate $I(0)$, `SymPy`

must substitute $x$ with 0 in the expression for $I$. This is achieved by the method `subs`

that takes the variable as its first argument and the specified value as the second.

```
I_0 = indefinite.subs(x, 0)
I_0
```

```
cdf = indefinite - I_0
cdf
```

To find the value of the cdf at a specified point, say 0.4, we have to substitute $x$ with 0.4 in the formula for the cdf.

```
cdf_at_04 = cdf.subs(x, 0.4)
cdf_at_04
```

Thus $P(X \le 0.4)$ is roughly 58%. Earlier we calulated $P(0.2 < X < 0.4) = 43.2\%$, which we can confirm by using the cdf:

```
cdf_at_02 = cdf.subs(x, 0.2)
cdf_at_04 - cdf_at_02
```

The expectation $E(X)$ is a definite integral from 0 to 1:

```
expectation = Integral(x*density, (x, 0, 1)).doit()
expectation
```

Notice how simple the answer is. Later in the course, you will see why.

Here is $E(X^2)$, which turns out to be another simple fraction. Clearly, the density $f$ has interesting properties. We will study them later. For now, let’s just get the numerical answers.

```
expected_square = Integral((x**2)*density, (x, 0, 1)).doit()
expected_square
```

Now you can find $SD(X)$.

```
sd = (expected_square - expectation**2)**0.5
sd
```

### SymPy and the Exponential Density

One of the primary distributions in probability theory, the exponential distribution has a positive parameter $\lambda$ known as the “rate”, and density given by

The density is 0 on the negative numbers. Here is its graph when $\lambda = 3$.

To check that $f$ is a density, we have to confirm that its integral is 1. We will start by constructing two symbols, `t`

and `lamda`

. Notice the incorrectly spelled `lamda`

instead of `lambda`

. That is because `lambda`

has another meaning in Python, as some of you might know.

Note the use of `positive=True`

to specify that the symbol can take on only positive values.

```
t = Symbol('t', positive=True)
lamda = Symbol('lamda', positive=True)
```

Next we construct the expression for the density. Notice the use of `exp`

for the exponential function.

```
expon_density = lamda * exp(-lamda * t)
expon_density
```

To see that the function is a density, we can check that its integral from 0 to $\infty$ is 1. The symbol that `SymPy`

uses for $\infty$ is `oo`

, a double lower case o. It looks very much like $\infty$.

```
Integral(expon_density, (t, 0, oo)).doit()
```

Suppose $T$ has the exponential $(\lambda)$ density. Then for $t \ge 0$ the cdf of $T$ is

This is a straightforward integral that you can probably do in your head. However, let’s get some more practice using `SymPy`

to find cdf’s.
We will use the same method that we used to find the cdf in the previous example.

where $I$ is the indefinite integral of the density. To get this indefinite integral we will use `Integral`

as before, except that this time we must specify `t`

as the variable of integration. That is because `SymPy`

sees two symbols `t`

and `lamda`

in the density, and doesn’t know which one is the variable unless we tell it.

```
indefinite = Integral(expon_density, t).doit()
indefinite
```

Now use $F_T(t) = I(t) - I(0)$:

```
I_0 = indefinite.subs(t, 0)
I_0
```

```
cdf = indefinite - I_0
cdf
```

Thus the cdf of $T$ is

The expectation of $T$ is

which you can check by integration by parts. But `SymPy`

is faster:

```
expectation = Integral(t*expon_density, (t, 0, oo)).doit()
expectation
```

Calculating $E(T^2)$ is just as easy.

```
expected_square = Integral(t**2 * expon_density, (t, 0, oo)).doit()
expected_square
```

The variance and SD follow directly.

```
variance = expected_square - (expectation ** 2)
variance
```

```
sd = variance ** 0.5
sd
```

That’s a pretty funny way of writing $\frac{1}{\lambda}$ but we’ll take it. It’s a small price to pay for not having to do all the integrals by hand.