Friday, March 9, 2018

convolution - Deconvolution in Python


I'm trying to use and understand SciPy's deconvolve for a project I'm working on. I'm having some trouble understanding how to use it.


What I would like to do is to take two PMFs from discrete gaussian distributions and recover an unknown distribution using deconvolution. My understanding is that if I deconvolve the PMF from ~N(10, 1) and the PMF from ~N(30, 2), I should recover the PMF for the distribution ~N(20, 1). How can I do this in SciPy. It would be great, if I could see an example. Thanks in advance for the help.




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