python泊松_python – 泊松过程的测试

警告：快速写入,一些细节未经验证

什么是适合于chisquare测试的指数,自由度的估计

根据讲义

三种测试中的任何一种都不会拒绝同质性的含义.

说明如何使用scipy.stats的kstest和chisquare测试

# -*- coding: utf-8 -*-

"""Tests for homogeneity of Poissson Process

Created on Tue Sep 17 13:50:25 2013

Author: Josef Perktold

"""

import numpy as np

from scipy import stats

# create an example dataset

nobs = 100

times_ia = stats.expon.rvs(size=nobs) # inter-arrival times

times_a = np.cumsum(times_ia) # arrival times

t_total = times_a.max()

# not used

#times_as = np.sorted(times_a)

#times_ia = np.diff(times_as)

bin_limits = np.array([ 0.,0.5,1.,1.5,2.,np.inf])

nfreq_ia,bins_ia = np.histogram(times_ia,bin_limits)

# implication: arrival times are uniform for fixed interval

#