A standard deviation plot is generally used to measure the scale, the same scale measure can also be found with mean absolute plot and average deviation plot. How to calculate probability in a normal distribution given mean and standard deviation in Python? Site design / logo 2022 Stack Exchange Inc; user contributions licensed under CC BY-SA. There is a main thread object; this corresponds to the initial thread of control in the Python program. WebA quick Python Code to see how to calculate the Variance, Standard Deviation We will also learn how to use various Python modules to get the answers we need. Does balls to the wall mean full speed ahead or full speed ahead and nosedive? One can calculate the average by using numpy.average() function in python. This metric has many practical applications in statistics, ranging from measuring the risk of an error in hypothesis testing to identifying the confidence interval of a forecast or pricing the risk of an event in finance or insurance. So, to remove this problem, we define standard deviation. Python; Machine Learning. A-143, 9th Floor, Sovereign Corporate Tower, We use cookies to ensure you have the best browsing experience on our website. standard deviation: Variance is another number that indicates how spread out the values are. In this tutorial we will go back to mathematics and study statistics, and how to calculate important numbers based on data sets. When would I give a checkpoint to my D&D party that they can return to if they die? http://en.wikipedia.org/wiki/Normal_distribution#Probability_density_function, SO asks users to post their code here on SO, docs.python.org/2/library/math.html#math.erf. Get certifiedby completinga course today! freeCodeCamp Use px.box () to review the values of fare_amount. Find the Mean and Standard Deviation in Python. You can play around with a fixed interval value, depending on the results you want to achieve. What is Standard Deviation? That thick line near 0 is the box part of our box plot. Question 1: Find out the range of the following data: Therefore the result is about 1 standard deviation above the expected mean when tossing a fair coin. dtype: Type to use in computing the variance. The array containing 10 elements is passed to the function and this function calculates the standard deviation and returns it to the main() function. Just wondering if there is a library function call will allow you to do this. In my imagine it would like this: There is a similar question in Perl: How can I compute the probability at a point given a normal distribution in Perl?. These groups can be generated manually or can be decided based on some property of the dataset. Article Contributed By : pawangfg. converting pixel array to hounsfield unit and then trying to Standard Deviation. To understand this example, you should have the knowledge of the following C++ programming As you can see, a higher standard deviation indicates that the values are The mathematical formula for calculating standard deviation is as follows. By default, this will generate the sample standard deviation, so be sure to make the appropriate adjustment (multiply by sqrt((n-1)/n)) if you are going to use it to generate the population standard deviation. acknowledge that you have read and understood our, Data Structure & Algorithm Classes (Live), Full Stack Development with React & Node JS (Live), Fundamentals of Java Collection Framework, Full Stack Development with React & Node JS(Live), GATE CS Original Papers and Official Keys, ISRO CS Original Papers and Official Keys, ISRO CS Syllabus for Scientist/Engineer Exam, Split() String method in Java with examples, Object Oriented Programming (OOPs) Concept in Java. It is commonly included in a table of summary statistics as part of exploratory analysis. variance! It can be used to get the probability density function (pdf - likelihood that a random sample X will be near the given value x) for a given mean (mu) and standard deviation (sigma): Ready to optimize your JavaScript with Rust? [One thing to beware of -- just a tip -- is that the parameter passing is a little broad. As you can see, calculating standard deviation in R is as simple as that- the basic R function computes the standard deviation for you easily. How can I compute the probability at a point given a normal distribution in Perl? Parewa Labs Pvt. deviation! The standard deviation of a sample is one of the most commonly cited descriptive statistics, explaining the degree of spread around a samples central tendency (the mean or median). And we will learn how to make functions that are able to predict the outcome based on what we have learned. Consider an example that consists of 6 numbers and then to calculate the standard deviation, first we need to calculate the sum of 6 numbers, and then the mean will be calculated. How can I import a module dynamically given the full path? Connect and share knowledge within a single location that is structured and easy to search. This tutorial will explain how to use the Numpy standard deviation function (AKA, np.std). Calculating Probability of a Random Variable in a Distribution in Python. The standard deviation plot is used to answer the following questions: A standard deviation plot is generally used to measure the scale, the same scale measure can also be used to find with mean absolute plot and average deviation plot. Where does the idea of selling dragon parts come from? WebPortfolio standard deviation. Python Code: 15th percentile = 47.52. Hey, this is a really nice answer. value, which is 77.4. Why does the distance from light to subject affect exposure (inverse square law) while from subject to lens does not? How to calculate probability in a normal distribution given mean and standard deviation in Python? You can get the standard deviation of a list of numbers in Python is with the statistics module pstdsv() function. A standard deviation plot is used to check if there is a deviation between different groups of data. Python - Calculate the standard deviation of a column in a Pandas DataFrame; Variance and Standard Deviation; Print the standard deviation of Pandas series; What is Standard Deviation of Return? In the above code, we created the function standardDeviation() that calculates the standard deviation of the elements of a list of doubles in C#. / 7 = 1432.2. As an approximation, you can simply multiply the probability density by the interval you're interested in and that will give you the actual probability. Note that probability is different than probability density pdf(), which some of the previous answers refer to. The dataloader has to incorporate these normalization values in order to use them in the training process. acknowledge that you have read and understood our, Data Structure & Algorithm Classes (Live), Full Stack Development with React & Node JS (Live), Fundamentals of Java Collection Framework, Full Stack Development with React & Node JS(Live), GATE CS Original Papers and Official Keys, ISRO CS Original Papers and Official Keys, ISRO CS Syllabus for Scientist/Engineer Exam, Calculate the average, variance and standard deviation in Python using NumPy, stdev() method in Python statistics module, Python | Check if two lists are identical, Python | Check if all elements in a list are identical, Python | Check if all elements in a List are same, Adding new column to existing DataFrame in Pandas, How to get column names in Pandas dataframe. But the details of exactly how the function works are a little complex and require some explanation. Finally, the mean and standard deviation are calculated for the CIFAR dataset. Visit this page to learn about Standard Deviation.. To calculate the standard deviation, calculateSD() function is created. 4. Lets see how to calculate standard deviation in Python. These techniques can be used to calculate sample standard deviation in r, standard deviation of rows in r, and much more. topics: This program calculates the standard deviation of an individual series using arrays. Then the standard deviation will be calculated using the standard deviation formula. It provides a high-performance multidimensional array object and tools for working with these arrays. and Get Certified. Is there any distinct pattern in the shift of the variation? The Standard Deviation and Variance are terms that are often used in Machine Learning, so it is important to understand how to get them, and the concept behind them. That formula computes the value for the probability density function. Average We then calculated the sum of the square of the difference of the individual values from the mean and saved it in the sum variable. 516 which is +16 above the mean.But in actual fact one has won 516 tosses and lost 484. the formula for Binomial Distribution. After that, the value will be returned by that class and then print. function is robust enough to be used to calculate. It is the fundamental package for scientific computing with Python. What is the magnitude of the shift in the variation? Many data science and statistical learning algorithms incorporate some form of the standard deviation for automated screening & analysis. In fact, if you take the square root of the variance, you get the standard An otter at the 15th percentile weighs about 47.52 pounds. A high standard deviation means that the values are spread out over a wider range. Not the answer you're looking for? Example: This time we have registered the speed of 7 cars: Meaning that most of the values are within the range of 0.9 from the mean The standard deviation is the measure of how spread out numbers are.Its symbol is sigma( ).It is the square root of variance. Solution: The procedure to find the mean deviation are: Step 1: Calculate the mean value for the data given. Would salt mines, lakes or flats be reasonably found in high, snowy elevations? Now, use the for-loop and iterate through this array and increment it by 1 as we need to print all the elements of the array. Numpy has a random.normal function, but it's like sampling, not exactly what I want. CGAC2022 Day 10: Help Santa sort presents! Try Programiz PRO: genshin emotes. Nave algorithm. 1 -- Generate random numbers from a normal distribution. Variance is the sum of squares of differences between all numbers and means. Just to offer another approach, you can calculate it directly using, This uses the formula found here: http://en.wikipedia.org/wiki/Normal_distribution#Probability_density_function. I was looking everywhere to solve this but couldn't able to find it. Python Foundation; Java Programming Foundation; function which will calculate the standard deviation and then the length() function to find the total number of observation. If you are doing an R programming project that requires this Now, the standard deviation will be calculated with the help of mean, which is done by iterating through for-loop again and with the help of Mathematical predefined methods like Math.pow and Math.sqrt. Average a number expressing the central or typical value in a set of data, in particular the mode, median, or (most commonly) the mean, which is calculated by dividing the sum of the values in the set by their number. JAVA Programming Foundation- Self Paced Course, Data Structures & Algorithms- Self Paced Course, Standard Normal Distribution (SND) - Java Program, Java Program for Program to calculate volume of a Tetrahedron, Standard Practices for Protecting Sensitive Data in Java, Standard Practice For Protecting Sensitive Data in Java Application, Java Program to Calculate Simple Interest, Java Program to Calculate Sum of Two Byte Values Using Type Casting, Java Program to Calculate Difference Between Two Time Periods, Java Program to Calculate Interest For FDs, RDs using Inheritance, Java Program to Calculate Power of a Number, Java Program to Calculate and Display Area of a Circle. How to find values below (or above) average, OpenCV: quick access to the columns of the image array. How to calculate probability in a normal distribution given mean and standard deviation in Python? Help us identify new roles for community members, Proposing a Community-Specific Closure Reason for non-English content. We can calculate z-scores in Python using scipy.stats.zscore, which uses the following syntax: scipy.stats.zscore(a, axis=0, ddof=0, nan_policy=propagate) where: a: an array like object containing data; axis: the axis along which to calculate the z-scores. Standard Deviation. The formula cited from wikipedia mentioned in the answers cannot be used to calculate normal probabilites. Probability is the chance that the variable has a specific value, whereas the probability density is the chance that the variable will be near a specific value, meaning probability over a range. I can always explicitly code my own function according to the definition like the OP in this question did: Calculating Probability of a Random Variable in a Distribution in Python. > sd.result = sqrt(var(x)) # calculate standard deviation > print (sd.result) [1] Learn C++ practically This is something I only learned recently and I think it is so cool! Would you mind providing a step-by step explanation, perhaps? So to obtain the probability you need to compute the integral of the probability density function over a given interval. Python Math: Exercise-57 with Solution. 3. Mean: tensor([0.4914, 0.4822, 0.4465]) Standard deviation: tensor([0.2471, 0.2435, 0.2616]) Integrate the normalization in your Pytorch pipeline. Input : [12, 32, 11, 55, 10, 23, 14, 30]Output : 14.438988, Input : [10, 12, 22, 34, 21]Output : 8.541663. if(typeof ez_ad_units!='undefined'){ez_ad_units.push([[300,250],'programmingr_com-box-2','ezslot_15',133,'0','0'])};__ez_fad_position('div-gpt-ad-programmingr_com-box-2-0');The standard deviation of a sample is one of the most commonly cited descriptive statistics, explaining the degree of spread around a samples central tendency (the mean or median). acknowledge that you have read and understood our, Data Structure & Algorithm Classes (Live), Full Stack Development with React & Node JS (Live), Fundamentals of Java Collection Framework, Full Stack Development with React & Node JS(Live), GATE CS Original Papers and Official Keys, ISRO CS Original Papers and Official Keys, ISRO CS Syllabus for Scientist/Engineer Exam, Linear Regression (Python Implementation), Elbow Method for optimal value of k in KMeans, Best Python libraries for Machine Learning, ML | Label Encoding of datasets in Python, Introduction to Hill Climbing | Artificial Intelligence, ML | One Hot Encoding to treat Categorical data parameters, Multiple Linear Regression Model with Normal Equation. How to Plot Mean and Standard Deviation in Pandas? Calculating the mean of truncated log normal distribution, Given a mean and standard deviation generate random numbers based on a geometric distribution and binomial distribution. Ask Question Asked 5 years, 3 months ago. How to calculate probability in normal distribution given mean, std in Python? Advertisements. A low standard deviation relative to the mean value of a sample means the observations are tightly clustered. Join our newsletter for the latest updates. Examples might be simplified to improve reading and learning. ], Scipy.stats is a great module. To subscribe to this RSS feed, copy and paste this URL into your RSS reader. Then declare an array in this class with the values given in the above example. For each value: find the difference from the mean: 32 - 77.4 = -45.4111 - 77.4 = 33.6138 We can use this function to calculate the 1st, 2nd (median), and 3rd quartile values. rev2022.12.9.43105. (19.6)2 = 384.16. By clicking Accept all cookies, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy. Below shows you how to use pstdev() to get the standard deviation of a list in Python. First you are dealing with a frozen distribution (frozen in this case means its parameters are set to specific values). To answer this, we must find the z-score that is closest to the value 0.15 in the z table. The formula to calculate a weighted standard deviation is: where: N: The total number of observations M: The number of non-zero weights w i: A vector of weights; x i: A vector of data (-49.4)2 = 2440.36 Since the normal distribution is continuous, you have to compute an integral to get probabilities. The array containing 10 elements is passed to the function and this function calculates the standard deviation and returns it to the main() function. to understand the interest of calculating a log-likelihood using a normal distribution in python. It contains well written, well thought and well explained computer science and programming articles, quizzes and practice/competitive programming/company interview Questions. How do I calculate the probability for a given quantile in R? It calculates the standard deviation of the values in a Numpy array. (-0.4)2 = 0.16 This method needs less computation time than scipy, But scipy can handle arrays of means, stdevs and samples: mean = [ 5, 10, 20] stddev = [20, 30, 40] for x in ( [ 5, 10, 20], [10, 20, 40], [15, 30, 50], ): prob = scipy.stats.norm(mean, stddev).cdf(x) print(f'prob = {prob}') outputs: prob = [0.5 0.5 0.5] prob = [0.59870633 0.63055866 0.69146246] prob = [0.69146246 0.74750746 0.77337265]. Why does my stock Samsung Galaxy phone/tablet lack some features compared to other Samsung Galaxy models. Calculate standard deviation of a Matrix in Python. A low standard deviation means that most of the numbers are close to the mean (average) value. Standard Deviation indicates the dispersion of returns or how much the returns deviate relative to the average return, and the usual normal range of returns expected. Starting Python 3.8, the standard library provides the NormalDist object as part of the statistics module. instead of "How to calculate probability in a normal distribution given mean & standard deviation?". The standard deviation is usually calculated for a given column and its normalised by N-1 by default. spread out over a wider range. Try hands-on C++ with Programiz PRO. The mathematical formula for variance is as follows. Tutorials, references, and examples are constantly reviewed to avoid errors, but we cannot warrant full correctness of all content. Standard Deviation in R Programming Language. You would have to write a numerical integration approximation function using that formula in order to calculate the probability. 516 + 484 = 1000.So if the standard deviation is worked out as follows:-. - 77.4 = - 0.497 - 77.4 = 19.6. Use the sapply () function to map it across the relevant items. To create a frozen distribution: Starting Python 3.8, the standard library provides the NormalDist object as part of the statistics module. Weve got you covered here. Need to get the standard deviation for an entire data set? sqr root 1000 x .5x.5= 15.81. The basic formula for the average of n numbers x1, x2, xn is. 9. How to correct it? The Pandas DataFrame std() function allows to calculate the standard deviation of a data set. How to Plot Mean and Standard Deviation in Pandas? array_like this parameter is used to calculate the standard deviation of the array elements. Just want to ask one question, how to calculate these probabilities when the data is not normally distributed? Here, we calculate ymin and ymax values to plot the errorbar vertically, and these values are created by a separate function in which average of( x-sd(x)/sqrt(length(x)) is calculated for a minimum of y or ymin and the average of (x+sd(x)/sqrt(length(x)) is calculated for a maximum of y or ymax. A small bolt/nut came off my mtn bike while washing it, can someone help me identify it? It is the fundamental package for scientific computing with Python. Say from 98 - 102? Lets write the code to calculate the mean and standard deviation in Python. Notice how closely it matches up with the RMS values though! We can also verify the constant variance assumptions of univariate data by dividing the data into equal size partitions and plotting variance for each of the partitions. Need to work with standard error? Larger values indicates that many observation(s) lie distant from the sample mean. Once the main thread exits, the Python process will exit, assuming there are no other non-daemon threads running. Lets see how to calculate these measures in some problems, Sample Problems. 5. Is it cheating if the proctor gives a student the answer key by mistake and the student doesn't report it? We do not currently allow content pasted from ChatGPT on Stack Overflow; read our policy here. Here is more info. To calculate the standard deviation, calculateSD() function is created. If you see the "cross", you're on the right track. cdf means what we refer to as the area under the curve. Standard deviation plots can be formed of : A reference straight line is plotted among the overall standard deviation. Therefore, a nave algorithm to calculate the estimated variance is given by the following: Finally, the mean and standard deviation are calculated for the CIFAR dataset. With a little experimentation I found I could calculate the norm for all combinations of rows with . In the calculation of variance, notice that the units of the variance and the unit of the observations are not the same. Need to calculate mean and standard deviation of dicom images (set of images). It is easy to understand and calculate. how many channels do dicom images has. A-143, 9th Floor, Sovereign Corporate Tower, We use cookies to ensure you have the best browsing experience on our website. For example, lets calculate the standard deviation of the list of values [7, 2, 4, 3, 9, 12, 10, 1]. See the note: How to estimate the mean with a truncated dataset using python ? How to determine length or size of an Array in Java? The code above will give you the probability that the variable will have an exact value of 5 in a normal distribution between -10 and 10 with 21 data points (meaning interval is 1). It is commonly included in a table of summary statistics as part of exploratory analysis. Standard Deviation is the square root of variance. Previous Page Print Page Next Page . It can be used to get the probability density function (pdf - likelihood that a random sample X will be near the given value x) for a given mean (mu) and standard deviation (sigma): Also note that the NormalDist object also provides the cumulative distribution function (cdf - probability that a random sample X will be less than or equal to x): In case you would like to find the area between 2 values of x mean = 1; standard deviation = 2; the probability of x between [0.5,2]. Thank you for your contribution, although it would fit better as a comment to the answer you are referring at: if I understand well, you aren't really. Numpy provides very easy methods to calculate the average, variance, and standard deviation. Thanks a lot. But I didn't see one in Python. @DSM: In your above example, when you say, @ThePredator: no, the probability of getting 98 in a normal distribution with mean 100 and stddev 12 is zero. Browse other questions tagged, Where developers & technologists share private knowledge with coworkers, Reach developers & technologists worldwide. The numpy module in python provides various functions in which one is numpy.std(). :-) The probability. In Python, Standard Deviation can be calculated in many ways the easiest of which is using either Statistics or NumPys standard deviation np.std() function.. Calculate Average of Numbers Using Arrays, Access Elements of an Array Using Pointer, Find Size of int, float, double and char in Your System. Numpy in Python is a general-purpose array-processing package. The Standard Deviation is a measure that describes how spread out values in a data set are. To calculate the variance you have to do as follows: 2. The Standard Deviation of the given numbers is 12.73. We first calculated the mean of the values with the sequence.Average() function. The task is to calculate the standard deviation of some numbers. The data look something like this: For this example, were going to use the ChickWeight dataset in Base R. This will help us calculate the standard deviation of columns in R. if(typeof ez_ad_units!='undefined'){ez_ad_units.push([[580,400],'programmingr_com-large-leaderboard-2','ezslot_5',135,'0','0'])};__ez_fad_position('div-gpt-ad-programmingr_com-large-leaderboard-2-0');Learning how to calculate standard deviation in r is quite simple, but an invaluable skill for any programmer. These plots also provide better accuracy in terms of identifying outliers. For "probability", it must be between 0 and 1, but for "likelihood", it must be non-negative (not necessarily between 0 and 1). For each difference: find the square value: (-45.4)2 = 2061.16 If you want to report an error, or if you want to make a suggestion, do not hesitate to send us an e-mail: W3Schools is optimized for learning and training. The task is to calculate the standard deviation of some numbers. If True, the tuple is returned, otherwise only the average is returned. Numpy provides very easy methods to calculate the average, variance, and standard deviation. Thanks - this formula is very hard to find online, but very useful. I wrote this program to do the math for you. (TA) Is it appropriate to ignore emails from a student asking obvious questions? If you are going to calculate the population standard deviation parameter, you will need to make the appropriate adjustment. A formula for calculating the variance of an entire population of size N is: = = = (=) /. Beginner to advanced resources for the R programming language. Standard Deviation is the square root of variance. Calculate the Mahalanobis distance of each data point from the robust mean by using the mahalanobis() method. If you are doing an R programming project that requires this statistic, you can easily generate it using the sd () function in Base R. This function is robust enough to be used to calculate the standard deviation of an array in R, the standard deviation of a vector in R, and the standard deviation of a data frame variable in R. You can calculate standard deviation in R using the sd() function. Time Complexity: O(N) where N is the number of elements in the array.Auxiliary Space: O(1), as constant space is used. By using our site, you The formula to calculate a weighted standard deviation is: where: N: The total number of observations M: The number of non-zero weights w i: A vector of weights; x i: A vector of data Output. The transpose of a numpy array can be calculated using the .T attribute. Standard deviation is a number that describes how spread out the values are. The weighted standard deviation is a useful way to measure the dispersion of values in a dataset when some values in the dataset have higher weights than others.. Natural Language Processing (NLP) Standard Deviation: A measure that is used to quantify the amount of variation or dispersion of a set of data values. Learn to code interactively with step-by-step guidance. While using W3Schools, you agree to have read and accepted our. Using Bessel's correction to calculate an unbiased estimate of the population variance from a finite sample of n observations, the formula is: = (= (=)). How to efficiently calculate a running standard deviation. This function returns the standard deviation of the numpy array elements. While the link might provide a valuable answer. Custom ArrayAdapter with ListView in Android. Find centralized, trusted content and collaborate around the technologies you use most. Then, again use the for-loop and iterate through the array in order to calculate the sum of the elements of the array. Why do American universities have so many gen-eds? The standard deviation is the measure of how spread out numbers are. WebLink to medium blog post:-https://tracyrenee61.medium.com/how-to-calculate-a-populations-standard-deviation-in-python-and-r-fe1b1e1b2c24 Statology Study is the ultimate online statistics study guide that helps you study and practice all of the core concepts taught in any elementary statistics course and makes your life so much easier as a student. Luckily, NumPy has a method to calculate the variance: Use the NumPy var() method to find the variance: As we have learned, the formula to find the standard deviation is the square root of the variance: Or, as in the example from before, use the NumPy to calculate the standard deviation: Use the NumPy std() method to find the standard deviation: Standard Deviation is often represented by the symbol Sigma: , Variance is often represented by the symbol Sigma Squared: 2. 2.1705094128132942 13.829962297231946. Lets find out how. None of the columns need to be removed before computation proceeds, as each columns standard deviation is calculated. It is the square root of variance. Numpy in Python is a general-purpose array-processing package. Then create the main method and then in the main method create an object of the above class and call it using the object. So I can apply this to your code by adding the axis parameter to your Gaussian: A standard deviation plot can be used to verify that. One can calculate the variance by using numpy.var() function in python. By using our site, you The np.dot () function is the dot-product of two arrays. As a native speaker why is this usage of I've so awkward? In this tutorial, youll learn what the standard deviation is, how to calculate it using built-in functions, and While the metric is broadly applicable, there is an underlying assumption the data values were generated by a random variable from the normal distribution if you intend to use the statistic for risk estimation or quantitative analysis. keepdims: If this is set to True, the axes which are reduced are left in the result as dimensions with size one. I think the questioner is referring to "likelihood" instead of real "probability". The link to the dataset can be found. And adding the comments with the code really helped me understand what is happening. The weighted standard deviation is a useful way to measure the dispersion of values in a dataset when some values in the dataset have higher weights than others.. The statistics module has many great functions for performing different calculations. Learn C++ practically I would like to say: the questioner is asking "How to calculate the likelihood of a given data point in a normal distribution given mean & standard deviation?" 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