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Module « scipy.special »

Fonction nbdtrc - module scipy.special

Signature de la fonction nbdtrc

def nbdtrc(*args, **kwargs) 

Description

help(scipy.special.nbdtrc)

nbdtrc(x1, x2, x3, /, out=None, *, where=True, casting='same_kind', order='K', dtype=None, subok=True[, signature])

nbdtrc(k, n, p, out=None)

Negative binomial survival function.

Returns the sum of the terms `k + 1` to infinity of the negative binomial
distribution probability mass function,

.. math::

    F = \sum_{j=k + 1}^\infty {{n + j - 1}\choose{j}} p^n (1 - p)^j.

In a sequence of Bernoulli trials with individual success probabilities
`p`, this is the probability that more than `k` failures precede the nth
success.

Parameters
----------
k : array_like
    The maximum number of allowed failures (nonnegative int).
n : array_like
    The target number of successes (positive int).
p : array_like
    Probability of success in a single event (float).
out : ndarray, optional
    Optional output array for the function results

Returns
-------
F : scalar or ndarray
    The probability of `k + 1` or more failures before `n` successes in a
    sequence of events with individual success probability `p`.

See Also
--------
nbdtr : Negative binomial cumulative distribution function
nbdtrik : Negative binomial percentile function
scipy.stats.nbinom : Negative binomial distribution

Notes
-----
If floating point values are passed for `k` or `n`, they will be truncated
to integers.

The terms are not summed directly; instead the regularized incomplete beta
function is employed, according to the formula,

.. math::
    \mathrm{nbdtrc}(k, n, p) = I_{1 - p}(k + 1, n).

Wrapper for the Cephes [1]_ routine `nbdtrc`.

The negative binomial distribution is also available as
`scipy.stats.nbinom`. Using `nbdtrc` directly can improve performance
compared to the ``sf`` method of `scipy.stats.nbinom` (see last example).

References
----------
.. [1] Cephes Mathematical Functions Library,
       http://www.netlib.org/cephes/

Examples
--------
Compute the function for ``k=10`` and ``n=5`` at ``p=0.5``.

>>> import numpy as np
>>> from scipy.special import nbdtrc
>>> nbdtrc(10, 5, 0.5)
0.059234619140624986

Compute the function for ``n=10`` and ``p=0.5`` at several points by
providing a NumPy array or list for `k`.

>>> nbdtrc([5, 10, 15], 10, 0.5)
array([0.84912109, 0.41190147, 0.11476147])

Plot the function for four different parameter sets.

>>> import matplotlib.pyplot as plt
>>> k = np.arange(130)
>>> n_parameters = [20, 20, 20, 80]
>>> p_parameters = [0.2, 0.5, 0.8, 0.5]
>>> linestyles = ['solid', 'dashed', 'dotted', 'dashdot']
>>> parameters_list = list(zip(p_parameters, n_parameters,
...                            linestyles))
>>> fig, ax = plt.subplots(figsize=(8, 8))
>>> for parameter_set in parameters_list:
...     p, n, style = parameter_set
...     nbdtrc_vals = nbdtrc(k, n, p)
...     ax.plot(k, nbdtrc_vals, label=rf"$n={n},\, p={p}$",
...             ls=style)
>>> ax.legend()
>>> ax.set_xlabel("$k$")
>>> ax.set_title("Negative binomial distribution survival function")
>>> plt.show()

The negative binomial distribution is also available as
`scipy.stats.nbinom`. Using `nbdtrc` directly can be much faster than
calling the ``sf`` method of `scipy.stats.nbinom`, especially for small
arrays or individual values. To get the same results one must use the
following parametrization: ``nbinom(n, p).sf(k)=nbdtrc(k, n, p)``.

>>> from scipy.stats import nbinom
>>> k, n, p = 3, 5, 0.5
>>> nbdtr_res = nbdtrc(k, n, p)  # this will often be faster than below
>>> stats_res = nbinom(n, p).sf(k)
>>> stats_res, nbdtr_res  # test that results are equal
(0.6367187499999999, 0.6367187499999999)

`nbdtrc` can evaluate different parameter sets by providing arrays with
shapes compatible for broadcasting for `k`, `n` and `p`. Here we compute
the function for three different `k` at four locations `p`, resulting in
a 3x4 array.

>>> k = np.array([[5], [10], [15]])
>>> p = np.array([0.3, 0.5, 0.7, 0.9])
>>> k.shape, p.shape
((3, 1), (4,))

>>> nbdtrc(k, 5, p)
array([[8.49731667e-01, 3.76953125e-01, 4.73489874e-02, 1.46902600e-04],
       [5.15491059e-01, 5.92346191e-02, 6.72234070e-04, 9.29610100e-09],
       [2.37507779e-01, 5.90896606e-03, 5.55025308e-06, 3.26346760e-13]])


Vous êtes un professionnel et vous avez besoin d'une formation ? Programmation Python
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Voir le programme détaillé