Status: Valid
Owner: ----
Labels: Type-Enhancement Priority-Low Statistics

New issue 3555 by [email protected]: Simplify Stats expressions
http://code.google.com/p/sympy/issues/detail?id=3555

SymPy.stats doesn't attempt to simplify expressions given statistical knowledge. Instead it generates integrals and trusts in those more mature algorithms.

This fails in a number of solvable cases.  A simple example

X = Normal('X', mu, sigma)
expr = X**2
density(expr)

This fails (the integral is difficult to solve/simplify) but the density of X**2 is well known as a special case of the chi-squared distribution.

By adding another simplification layer at the higher statistical level we can likely simplify many more problems.

I was motivated to post this because I stumbled across this visual database of relations between distributions

http://www.math.wm.edu/~leemis/chart/UDR/UDR.html

These would be relatively simple to implement with unification and rewrite rules if anyone wants to give it a try.

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