python scipy stats_python scipy stats学习笔记

from scipy.stats import chi2 # 卡方分布

from scipy.stats import norm # 正态分布

from scipy.stats import t # t分布

from scipy.stats import f # F分布

import matplotlib.pyplot as plt

import numpy as np

import pandas as pd

import scipy.stats as stats

from scipy.stats import chi2_contingency # 列联表分析

# matplotlib画图注释中文需要设置

from matplotlib.font_manager import FontProperties

xy_font_set = FontProperties(fname=r"c:\windows\fonts\方正稚艺简体.ttf", size=12)

zhushi_font_set = FontProperties(fname=r"c:\windows\fonts\方正粗倩简体.ttf", size=12)

titleYW_font_set = FontProperties(fname=r"c:\windows\fonts\Gabriola.ttf", size=20)

titleZW_font_set = FontProperties(fname=r"c:\windows\fonts\汉仪细行楷简.ttf", size=18)

# rvs: Random Variates

# pdf: Probability Density Function 概率密度函数

# cdf: Cumulative Distribution Function 概率密度函数的积分函数

# sf: Survival Function (1-CDF)

# ppf: Percent Point Function (Inverse of CDF) 百分点函数，概率密度函数的积分值

# isf: Inverse Survival Function (Inverse of SF)

# stats: Return mean, variance, (Fisher’s) skew, or (Fisher’s) kurtosis

# moment: non-central moments of the distribution

# ppf以概率的形式，查询函数值-----------类似分布临界表

plt.figure()

# example ------------------------------------------- 卡方分布(右侧单边)

plt.subplot2grid((2, 2), (0, 0))

df = 20 # 自由度

# print(chi2.ppf(0.01, df)) # 计算函q=0.01概率时数值。其中 q = 1-a

# print(chi2.cdf(8.260, df)) # 知道x值求a

x = np.linspace(chi2.ppf(0.01, df), # 绘制概率密度图

chi2.ppf(0.99, df), 100)

plt.plot(x, chi2.pdf(x, df), alpha=0.6, label='chi2 pdf')

plt.title(u'自由度为20时的卡方概率密度函数图', fontproperties=titleZW_font_set, size=10)

# 计算平均数、方差、标准差

# print(chi2.mean(df))

# print(chi2.var(df))

# print(chi2.std(df))

# example ---------------------------------------------------- 标准正态分布(左侧单边)

plt.subplot2grid((2, 2), (0, 1))

# print(norm.ppf(0.6179)) # 知道q时求x, q=a

# print(norm.cdf(0.3)) # 知道x时求q

x = np.linspace(norm.ppf(0.01), norm.ppf(0.99), 100)

plt.plot(x, norm.pdf(x), alpha=0.6, label='norm pdf')

plt.title(u'标准正态分布概率密度函数图', fontproperties=titleZW_font_set, size=10)

# example ----------------------------------------------------- t分布(双边分布)

plt.subplot2grid((2, 2), (1, 0))

df = 15

x = np.linspace(t.ppf(0.01, df), t.ppf(0.99, df), 100)

# print(t.ppf(0.95, df)) # q=0.95,a=(1-q)*2

# print(t.cdf(1.753, df))

plt.plot(x, t.pdf(x, df), alpha=0.6, label='t pdf')

plt.title(u'自由度为15时的t分布概率密度函数图', fontproperties=titleZW_font_set, size=10)

# example ------------------------------------------------------ F分布(右侧单边分布)

plt.subplot2grid((2, 2), (1, 1))

df = 5

dn = 8

x = np.linspace(f.ppf(0.01, df, dn), f.ppf(0.99, df, dn), 100)

# print(f.ppf(0.95, df, dn))

plt.plot(x, f.pdf(x, df, dn), alpha=0.6, label='f pdf')

plt.title(u'自由度为5和8时的f分布概率密度函数图', fontproperties=titleZW_font_set, size=10)

# example ------------------------------------------------------- 非标准正态分布

plt.figure()

std = 1

mean = 2

normalDistribution = stats.norm(mean, std) # 构建统计分布

x = np.linspace(normalDistribution.ppf(0.01), normalDistribution.ppf(0.99), 100)

plt.plot(x, normalDistribution.pdf(x))

# plt.show()

# example -------------------------------------------------------- 对连续数据进行正态拟合

plt.figure()

train = pd.read_csv("csv/Titanic/train.csv")

train_Age = train.dropna(subset=['Age'])

M_S = stats.norm.fit(train_Age['Age']) # 正态拟合的平均值与标准差

train_Age['Age'].plot(kind='kde') # 原本的概率密度分布图

normalDistribution = stats.norm(M_S[0], M_S[1]) # 绘制拟合的正态分布图

x = np.linspace(normalDistribution.ppf(0.01), normalDistribution.ppf(0.99), 100)

plt.plot(x, normalDistribution.pdf(x), c='orange')

plt.xlabel('Age about Titanic')

plt.title('Titanic[Age] on NormalDistribution', size=20)

plt.legend(['Origin', 'NormDistribution'])

# ----------------------------------------------------------------- R x C列联表，独立性检验

# 建立关于性别与存活

train_pclass_0 = train['Pclass'][train['Survived'] == 0].value_counts()

train_pclass_1 = train['Pclass'][train['Survived'] == 1].value_counts()

train_pclass_01 = pd.concat([train_pclass_0, train_pclass_1], axis=1, sort=True)

train_pclass_01.columns = ['Not_Survived', 'Survived']

g, p, dof, expctd = chi2_contingency(train_pclass_01.values) # g为chi2值，服从自由度为dof的卡方分布

print(g)

# 拟合优度检验，判断两个分类型变量是否独立

# 首先绘制卡方自由度为dof的曲线

plt.figure()

x = np.linspace(chi2.ppf(0.01, dof), chi2.ppf(0.99, dof), 100)

plt.plot(x, chi2.pdf(x, dof))

# 以95%置信区间，查看小概率事件区间

plt.axvline(chi2.ppf(0.975, dof), color='r')

plt.axvline(chi2.ppf(0.025, dof), color='r')

plt.title('chi2 distribution'+'whose dof is '+str(dof))

plt.text(chi2.ppf(0.975, dof), 0.02, 'q=0.95,z='+str(round(chi2.ppf(0.975, dof), 2)), ha='right', va='top', color='g', alpha=0.8, size=15)

plt.text(chi2.ppf(0.025, dof), 0.02, 'q=0.05,z='+str(round(chi2.ppf(0.025, dof), 2)), ha='left', va='top', color='g', alpha=0.8, size=15)

plt.show()