On Monday, 11 January 2016 11:16:47 UTC+1, Qcode wrote:
>
> Hi Francesco,
>
> Can  you higlights those 2 items ?
>
>
> 1)  Do you expect to manage algebric forms of expectation as base 
> structure  ?
>

My intention is to add expressions. Once you have a class for *Variance* 
and a class for *Expectation*, you can easily write a function to expand 
the variance expression into expectations, and (maybe less easily) vice 
versa.


> 2)  How would you expect to manage when X and Y are not independant ?
>

Well, that's a hard problem. I am not away of dependent RV management in 
the current code. RV and created by *RandomSymbol* or something similar, 
and they are meant to represent a single variable distribution.

Adding a concept like independence may require some review of the existing 
code, and has to be pondered carefully.
 

>
> 3) What is the current status of functionnality/architecture ?
>
>
These are various links to get an idea of what SymPy currently can do:

   - 
   
https://github.com/sympy/sympy/wiki/GSoC-2011-Report-Matthew-Rocklin%3A-Random-Variables
   - http://people.cs.uchicago.edu/~mrocklin/tempspace/sympystats.pdf
   - 
   http://matthewrocklin.com/blog/work/2012/12/03/Characteristic-Functions/
   

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