scipy.stats.betanbinom#

scipy.stats.betanbinom=<scipy.stats._discrete_distns.betanbinom_gen object>[source] #

A beta-negative-binomial discrete random variable.

As an instance of the rv_discrete class, betanbinom object inherits from it a collection of generic methods (see below for the full list), and completes them with details specific for this particular distribution.

Methods

rvs(n, a, b, loc=0, size=1, random_state=None)

Random variates.

pmf(k, n, a, b, loc=0)

Probability mass function.

logpmf(k, n, a, b, loc=0)

Log of the probability mass function.

cdf(k, n, a, b, loc=0)

Cumulative distribution function.

logcdf(k, n, a, b, loc=0)

Log of the cumulative distribution function.

sf(k, n, a, b, loc=0)

Survival function (also defined as 1 - cdf, but sf is sometimes more accurate).

logsf(k, n, a, b, loc=0)

Log of the survival function.

ppf(q, n, a, b, loc=0)

Percent point function (inverse of cdf — percentiles).

isf(q, n, a, b, loc=0)

Inverse survival function (inverse of sf).

stats(n, a, b, loc=0, moments=’mv’)

Mean(‘m’), variance(‘v’), skew(‘s’), and/or kurtosis(‘k’).

entropy(n, a, b, loc=0)

(Differential) entropy of the RV.

expect(func, args=(n, a, b), loc=0, lb=None, ub=None, conditional=False)

Expected value of a function (of one argument) with respect to the distribution.

median(n, a, b, loc=0)

Median of the distribution.

mean(n, a, b, loc=0)

Mean of the distribution.

var(n, a, b, loc=0)

Variance of the distribution.

std(n, a, b, loc=0)

Standard deviation of the distribution.

interval(confidence, n, a, b, loc=0)

Confidence interval with equal areas around the median.

See also

betabinom

Beta binomial distribution

Notes

The beta-negative-binomial distribution is a negative binomial distribution with a probability of success p that follows a beta distribution.

The probability mass function for betanbinom is:

\[f(k) = \binom{n + k - 1}{k} \frac{B(a + n, b + k)}{B(a, b)}\]

for \(k \ge 0\), \(n \geq 0\), \(a > 0\), \(b > 0\), where \(B(a, b)\) is the beta function.

betanbinom takes \(n\), \(a\), and \(b\) as shape parameters.

The probability mass function above is defined in the "standardized" form. To shift distribution use the loc parameter. Specifically, betanbinom.pmf(k, n, a, b, loc) is identically equivalent to betanbinom.pmf(k - loc, n, a, b).

References

Added in version 1.12.0.

Examples

>>> importnumpyasnp
>>> fromscipy.statsimport betanbinom
>>> importmatplotlib.pyplotasplt
>>> fig, ax = plt.subplots(1, 1)

Get the support:

>>> n, a, b = 5, 9.3, 1
>>> lb, ub = betanbinom.support(n, a, b)

Calculate the first four moments:

>>> mean, var, skew, kurt = betanbinom.stats(n, a, b, moments='mvsk')

Display the probability mass function (pmf):

>>> x = np.arange(betanbinom.ppf(0.01, n, a, b),
...  betanbinom.ppf(0.99, n, a, b))
>>> ax.plot(x, betanbinom.pmf(x, n, a, b), 'bo', ms=8, label='betanbinom pmf')
>>> ax.vlines(x, 0, betanbinom.pmf(x, n, a, b), colors='b', lw=5, alpha=0.5)

Alternatively, the distribution object can be called (as a function) to fix the shape and location. This returns a "frozen" RV object holding the given parameters fixed.

Freeze the distribution and display the frozen pmf:

>>> rv = betanbinom(n, a, b)
>>> ax.vlines(x, 0, rv.pmf(x), colors='k', linestyles='-', lw=1,
...  label='frozen pmf')
>>> ax.legend(loc='best', frameon=False)
>>> plt.show()
../../_images/scipy-stats-betanbinom-1_00_00.png

Check accuracy of cdf and ppf:

>>> prob = betanbinom.cdf(x, n, a, b)
>>> np.allclose(x, betanbinom.ppf(prob, n, a, b))
True

Generate random numbers:

>>> r = betanbinom.rvs(n, a, b, size=1000)
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