FBA_FML_AIforTrading Term1_Lesson 12 Quiz2.ipynb

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    "# Quiz\n",
    "\n",
    "To use the Kolmogorov-Smirnov test, complete the function `is_normal_ks`.\n",
    "\n",
    "To set the variable normal_args, create a tuple with two values.  An example of a tuple is `(\"apple\",\"banana\")`\n",
    "The first is the mean of the sample. The second is the standard deviation of the sample.\n",
    "\n",
    "**hint:** Hint: Numpy has functions np.mean() and np.std()"
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    "def is_normal_ks(sample, test=stats.kstest, p_level=0.05, **kwargs):\n",
    "    \"\"\"\n",
    "    sample: a sample distribution\n",
    "    test: a function that tests for normality\n",
    "    p_level: if the test returns a p-value > than p_level, assume normality\n",
    "    \n",
    "    return: True if distribution is normal, False otherwise\n",
    "    \"\"\"\n",
    "    normal_args = \n",
    "    \n",
    "    t_stat, p_value = test(sample, 'norm', normal_args, **kwargs)\n",
    "    print(\"Test statistic: {}, p-value: {}\".format(t_stat, p_value))\n",
    "    print(\"Is the distribution Likely Normal? {}\".format(p_value > p_level))\n",
    "    return p_value > p_level\n",
    "\n",
    "quiz_tests.test_is_normal_ks(is_normal_ks)"
   ]
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   "execution_count": null,
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   "source": [
    "# Using Kolmogorov-Smirnov test\n",
    "print(\"Sample A:-\"); is_normal_ks(sample_a);\n",
    "print(\"Sample B:-\"); is_normal_ks(sample_b);"
   ]
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   "source": [
    "## Quiz Solution"
   ]
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   "outputs": [],
   "source": [
    "def is_normal_ks(sample, test=stats.kstest, p_level=0.05, **kwargs):    \n",
    "    \"\"\"\n",
    "    sample: a sample distribution\n",
    "    test: a function that tests for normality\n",
    "    p_level: if the test returns a p-value > than p_level, assume normality\n",
    "    \n",
    "    return: True if distribution is normal, False otherwise\n",
    "    \"\"\"\n",
    "    normal_args = (np.mean(sample),np.std(sample))\n",
    "    \n",
    "    t_stat, p_value = test(sample, 'norm', normal_args, **kwargs)\n",
    "    print(\"Test statistic: {}, p-value: {}\".format(t_stat, p_value))\n",
    "    print(\"Is the distribution Likely Normal? {}\".format(p_value > p_level))\n",
    "    return p_value > p_level\n",
    "\n",
    "quiz_tests.test_is_normal_ks(is_normal_ks)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Using Kolmogorov-Smirnov test\n",
    "print(\"Sample A:-\"); is_normal_ks(sample_a);\n",
    "print(\"Sample B:-\"); is_normal_ks(sample_b);"
   ]
  }
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