scipy.stats.rdist#

scipy.stats.rdist=<scipy.stats._continuous_distns.rdist_gen object>[source] #

An R-distributed (symmetric beta) continuous random variable.

As an instance of the rv_continuous class, rdist 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(c, loc=0, scale=1, size=1, random_state=None)

Random variates.

pdf(x, c, loc=0, scale=1)

Probability density function.

logpdf(x, c, loc=0, scale=1)

Log of the probability density function.

cdf(x, c, loc=0, scale=1)

Cumulative distribution function.

logcdf(x, c, loc=0, scale=1)

Log of the cumulative distribution function.

sf(x, c, loc=0, scale=1)

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

logsf(x, c, loc=0, scale=1)

Log of the survival function.

ppf(q, c, loc=0, scale=1)

Percent point function (inverse of cdf — percentiles).

isf(q, c, loc=0, scale=1)

Inverse survival function (inverse of sf).

moment(order, c, loc=0, scale=1)

Non-central moment of the specified order.

stats(c, loc=0, scale=1, moments=’mv’)

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

entropy(c, loc=0, scale=1)

(Differential) entropy of the RV.

fit(data)

Parameter estimates for generic data. See scipy.stats.rv_continuous.fit for detailed documentation of the keyword arguments.

expect(func, args=(c,), loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds)

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

median(c, loc=0, scale=1)

Median of the distribution.

mean(c, loc=0, scale=1)

Mean of the distribution.

var(c, loc=0, scale=1)

Variance of the distribution.

std(c, loc=0, scale=1)

Standard deviation of the distribution.

interval(confidence, c, loc=0, scale=1)

Confidence interval with equal areas around the median.

Notes

The probability density function for rdist is:

\[f(x, c) = \frac{(1-x^2)^{c/2-1}}{B(1/2, c/2)}\]

for \(-1 \le x \le 1\), \(c > 0\). rdist is also called the symmetric beta distribution: if B has a beta distribution with parameters (c/2, c/2), then X = 2*B - 1 follows a R-distribution with parameter c.

rdist takes c as a shape parameter for \(c\).

This distribution includes the following distribution kernels as special cases:

c = 2: uniform
c = 3: `semicircular`
c = 4: Epanechnikov (parabolic)
c = 6: quartic (biweight)
c = 8: triweight

The probability density above is defined in the "standardized" form. To shift and/or scale the distribution use the loc and scale parameters. Specifically, rdist.pdf(x, c, loc, scale) is identically equivalent to rdist.pdf(y, c) / scale with y = (x - loc) / scale. Note that shifting the location of a distribution does not make it a "noncentral" distribution; noncentral generalizations of some distributions are available in separate classes.

Examples

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

Get the support:

>>> c = 1.6
>>> lb, ub = rdist.support(c)

Calculate the first four moments:

>>> mean, var, skew, kurt = rdist.stats(c, moments='mvsk')

Display the probability density function (pdf):

>>> x = np.linspace(rdist.ppf(0.01, c),
...  rdist.ppf(0.99, c), 100)
>>> ax.plot(x, rdist.pdf(x, c),
...  'r-', lw=5, alpha=0.6, label='rdist pdf')

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

Freeze the distribution and display the frozen pdf:

>>> rv = rdist(c)
>>> ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')

Check accuracy of cdf and ppf:

>>> vals = rdist.ppf([0.001, 0.5, 0.999], c)
>>> np.allclose([0.001, 0.5, 0.999], rdist.cdf(vals, c))
True

Generate random numbers:

>>> r = rdist.rvs(c, size=1000)

And compare the histogram:

>>> ax.hist(r, density=True, bins='auto', histtype='stepfilled', alpha=0.2)
>>> ax.set_xlim([x[0], x[-1]])
>>> ax.legend(loc='best', frameon=False)
>>> plt.show()

../../_images/scipy-stats-rdist-1.png