Classe « Generator »
Signature de la méthode chisquare
Description
chisquare.__doc__
chisquare(df, size=None)
Draw samples from a chi-square distribution.
When `df` independent random variables, each with standard normal
distributions (mean 0, variance 1), are squared and summed, the
resulting distribution is chi-square (see Notes). This distribution
is often used in hypothesis testing.
Parameters
----------
df : float or array_like of floats
Number of degrees of freedom, must be > 0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``df`` is a scalar. Otherwise,
``np.array(df).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized chi-square distribution.
Raises
------
ValueError
When `df` <= 0 or when an inappropriate `size` (e.g. ``size=-1``)
is given.
Notes
-----
The variable obtained by summing the squares of `df` independent,
standard normally distributed random variables:
.. math:: Q = \sum_{i=0}^{\mathtt{df}} X^2_i
is chi-square distributed, denoted
.. math:: Q \sim \chi^2_k.
The probability density function of the chi-squared distribution is
.. math:: p(x) = \frac{(1/2)^{k/2}}{\Gamma(k/2)}
x^{k/2 - 1} e^{-x/2},
where :math:`\Gamma` is the gamma function,
.. math:: \Gamma(x) = \int_0^{-\infty} t^{x - 1} e^{-t} dt.
References
----------
.. [1] NIST "Engineering Statistics Handbook"
https://www.itl.nist.gov/div898/handbook/eda/section3/eda3666.htm
Examples
--------
>>> np.random.default_rng().chisquare(2,4)
array([ 1.89920014, 9.00867716, 3.13710533, 5.62318272]) # random
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