python与经济统计的关系_关于Python实现商业和经济统计的说明（2）,商务,与,笔记,二...

总体方差的置信区间

from scipy.stats import chi2

def CI(n,sigma2,alpha):

"""

n:样本量

sigma2:样本方差

alpha:置信水平

"""

a = (1-alpha)/2

b = (n-1)*sigma2

lower = b/chi2.ppf(a,df=n-1)

upper = b/chi2.ppf(1-a,df=n-1)

return (lower,upper)

方差假设检验(卡方检验)

from scipy.stats import chi2

def chi2_test(n,s,sigma):

chisquare = (n-1)*s/sigma

return chi2.sf(chisquare,df=n-1)

两个总体方差齐性检验(F检验)

两样本方差估计两总体方差大小关系

from scipy.stats import f

def f_test(n1,n2,sig_squre1,sig_square2):

"""

sig_square1>sig_square2

"""

f = sig_sqaure1/sig_square2

return f.sf(f,n1,n2)#单尾p值

多个总体比率相等性检验(观察频率与期望频率的卡方检验)

import pandas as pd

import numpy as np

from scipy import stats

data = pd.read_excel(r"C:\Users\liuhao\Desktop\a.xls")

品牌

是

否

雪佛兰

69

56

福特

120

80

本田

123

52

kf = stats.chi2_contingency(data[["是","否"]])

(7.891045125087675, 0.019341106790498865, 2, array([[ 78. , 47. ],[124.8, 75.2],[109.2, 65.8]]))

(统计量，单尾p值，自由度，各观察项的期望频率)

多重比较方法(Marascuilo produce)

import pandas as pd

import numpy as np

from scipy import stats

data = pd.read_excel(r"C:\Users\liuhao\Desktop\a.xls",index_col=0)

data["sum"] = data.sum(axis="columns")

data["fre"] = data["是"]/data["sum"]

chi_square = stats.chi2.ppf(0.95,df=2)

a = []

for i in list(range(len(data.index))):

for j in list(range(i+1,len(data.index))):

p = abs(data.iloc[i,3] - data.iloc[i+1,3])

cv = np.sqrt(5.991)*np.sqrt((data.iloc[i,3]*(1-data.iloc[i,3])/data.iloc[i,2])+(data.iloc[j,3]*(1-data.iloc[j,3])/data.iloc[j,2]))

a.append([p,cv])

# 若p>cv，则差异显著

输出：

[[0.04799999999999993, 0.13799131381358756],

[0.04799999999999993, 0.13784846145853047],

[0.10285714285714287, 0.11974554538054417]]

两分类变量的独立性检验(卡方检验)

import pandas as pd

import numpy as np

from scipy import stats

data = pd.read_excel(r"C:\Users\liuhao\Desktop\s.xls",index_col=0)

stats.chi2_contingency(data)

啤酒

男

女

淡

51

39

普通

56

21

黑

25

8

(6.446821152703504,

0.03981902059909915,

2,

array([[59.4 , 30.6 ],[50.82, 26.18],[21.78, 11.22]]))

拟合优度检验(卡方检验)

多项概率分布(检验样本分布是否符合历史分布)

import pandas as pd

import numpy as np

from scipy import stats

f_obs = [48,98,54] #观察pinlv

f_exp = [60,100,40] #期望频率

stats.chisquare(f_obs,f_exp)

#Power_divergenceResult(statistic=7.34, pvalue=0.02547646994668102)

正态分布检验

import numpy as np

from scipy import stats

data=[71,66,61,65,54,93,60,86,70,70,73,73,55,63,56,62,76,54,82,79,76,68,53,58,85,80,56,61,61,64,65,62,90,69,76,79,77,54,64,74,65,65,61,56,63,80,56,71,79,84]

stats.normaltest (a, axis=0)

#NormaltestResult(statistic=3.220501948981951, pvalue=0.19983745367770303)

stats.kstest(data, 'norm', (np.mean(data),np.std(data)))

#Power_divergenceResult(statistic=7.34, pvalue=0.02547646994668102)

stats.shapiro(data)

#(0.9567651152610779, 0.06508207321166992)

# p值大于显著水平则不能拒绝原假设，符合正态分布