python中scipy_Python-Scipy-科学计算——scipy.stats介绍

统计函数Statistical functions(scipy.stats)

Python有一个很好的统计推断包。那就是scipy里面的stats。

Scipy的stats模块包含了多种概率分布的随机变量，随机变量分为连续的和离散的两种。

所有的连续随机变量都是rv_continuous的派生类的对象，而所有的离散随机变量都是 rv_discrete的派生类的对象。

This module contains a large number of probability distributions as well as a growing library of statistical functions.

Each univariate distribution is an instance of a subclass of rv_continuous(rv_discrete for discrete distributions):

rv_continuous([momtype, a, b, xtol, ...])

A generic continuous random variable class meant for subclassing.

rv_discrete([a, b, name, badvalue, ...])

A generic discrete random variable class meant for subclassing.

连续分布及其相关的函数

连续分布

An alpha continuous random variable.

An anglit continuous random variable.

An arcsine continuous random variable.

A beta continuous random variable.

A beta prime continuous random variable.

A Bradford continuous random variable.

A Burr (Type III) continuous random variable.

A Burr (Type XII) continuous random variable.

A Cauchy continuous random variable.

A chi continuous random variable.

A chi-squared continuous random variable.

A cosine continuous random variable.

A double gamma continuous random variable.

A double Weibull continuous random variable.

An Erlang continuous random variable.

An exponential continuous random variable.

An exponentially modified Normal continuous random variable.

An exponentiated Weibull continuous random variable.

An exponential power continuous random variable.

An F continuous random variable.

A fatigue-life (Birnbaum-Saunders) continuous random variable.

A Fisk continuous random variable.

A folded Cauchy continuous random variable.

A folded normal continuous random variable.

A Frechet right (or Weibull minimum) continuous random variable.

A Frechet left (or Weibull maximum) continuous random variable.

A generalized logistic continuous random variable.

A generalized normal continuous random variable.

A generalized Pareto continuous random variable.

A generalized exponential continuous random variable.

A generalized extreme value continuous random variable.

A Gauss hypergeometric continuous random variable.

A gamma continuous random variable.

A generalized gamma continuous random variable.

A generalized half-logistic continuous random variable.

A Gilbrat continuous random variable.

A Gompertz (or truncated Gumbel) continuous random variable.

A right-skewed Gumbel continuous random variable.

A left-skewed Gumbel continuous random variable.

A Half-Cauchy continuous random variable.

A half-logistic continuous random variable.

A half-normal continuous random variable.

The upper half of a generalized normal continuous random variable.

A hyperbolic secant continuous random variable.

An inverted gamma continuous random variable.

An inverse Gaussian continuous random variable.

An inverted Weibull continuous random variable.

A Johnson SB continuous random variable.

A Johnson SU continuous random variable.

Kappa 4 parameter distribution.

Kappa 3 parameter distribution.

General Kolmogorov-Smirnov one-sided test.

Kolmogorov-Smirnov two-sided test for large N.

A Laplace continuous random variable.

A Levy continuous random variable.

A left-skewed Levy continuous random variable.

A Levy-stable continuous random variable.

A logistic (or Sech-squared) continuous random variable.

A log gamma continuous random variable.

A log-Laplace continuous random variable.

A lognormal continuous random variable.

A Lomax (Pareto of the second kind) continuous random variable.

A Maxwell continuous random variable.

A Mielke’s Beta-Kappa continuous random variable.

A Nakagami continuous random variable.

A non-central chi-squared continuous random variable.

A non-central F distribution continuous random variable.

A non-central Student’s T continuous random variable.

A normal continuous random variable.

A Pareto continuous random variable.

A pearson type III continuous random variable.

A power-function continuous random variable.

A power log-normal continuous random variable.

A power normal continuous random variable.

An R-distributed continuous random variable.

A reciprocal continuous random variable.

A Rayleigh continuous random variable.

A Rice continuous random variable.

A reciprocal inverse Gaussian continuous random variable.

A semicircular continuous random variable.

A skew-normal random variable.

A Student’s T continuous random variable.

A trapezoidal continuous random variable.

A triangular continuous random variable.

A truncated exponential continuous random variable.

A truncated normal continuous random variable.

A Tukey-Lamdba continuous random variable.

A uniform continuous random variable.

A Von Mises continuous random variable.

A Von Mises continuous random variable.

A Wald continuous random variable.

A Frechet right (or Weibull minimum) continuous random variable.

A Frechet left (or Weibull maximum) continuous random variable.

A wrapped Cauchy continuous random variable.

连续随机变量对象的方法

rvs(*args, **kwds)

Random variates of given type.产生服从这种分布的一个样本，对随机变量进行随机取值，可以通过size参数指定输出的数组大小。

pdf(x, *args, **kwds)

Probability density function at x of the given RV.随机变量的概率密度函数。产生对应x的这种分布的y值。

logpdf(x, *args, **kwds)

Log of the probability density function at x of the given RV.

cdf(x, *args, **kwds)

Cumulative distribution function of the given RV.随机变量的累积分布函数，它是概率密度函数的积分(也就是x时p(X

logcdf(x, *args, **kwds)

Log of the cumulative distribution function at x of the given RV.

sf(x, *args, **kwds)

Survival function (1 - cdf) at x of the given RV.随机变量的生存函数，它的值是1-cdf(t)。

logsf(x, *args, **kwds)

Log of the survival function of the given RV.

ppf(q, *args, **kwds)

Percent point function (inverse of cdf) at q of the given RV.累积分布函数的反函数。q=0.01时，ppf就是p(X

isf(q, *args, **kwds)

Inverse survival function (inverse of sf) at q of the given RV.

moment(n, *args, **kwds)

n-th order non-central moment of distribution.

stats(*args, **kwds)

Some statistics of the given RV.计算随机变量的期望值和方差。

entropy(*args, **kwds)

Differential entropy of the RV.

expect([func, args, loc, scale, lb, ub, ...])

Calculate expected value of a function with respect to the distribution.

median(*args, **kwds)

Median of the distribution.

mean(*args, **kwds)

Mean of the distribution.

std(*args, **kwds)

Standard deviation of the distribution.

var(*args, **kwds)

Variance of the distribution.

interval(alpha, *args, **kwds)

Confidence interval with equal areas around the median.

__call__(*args, **kwds)

Freeze the distribution for the given arguments.

fit(data, *args, **kw