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Module « scipy.stats »

Fonction f - module scipy.stats

Signature de la fonction f

def f(*args, **kwds) 

Description

f.__doc__

An F continuous random variable.

    For the noncentral F distribution, see `ncf`.

    As an instance of the `rv_continuous` class, `f` object inherits from it
    a collection of generic methods (see below for the full list),
    and completes them with details specific for this particular distribution.
    
    Methods
    -------
    rvs(dfn, dfd, loc=0, scale=1, size=1, random_state=None)
        Random variates.
    pdf(x, dfn, dfd, loc=0, scale=1)
        Probability density function.
    logpdf(x, dfn, dfd, loc=0, scale=1)
        Log of the probability density function.
    cdf(x, dfn, dfd, loc=0, scale=1)
        Cumulative distribution function.
    logcdf(x, dfn, dfd, loc=0, scale=1)
        Log of the cumulative distribution function.
    sf(x, dfn, dfd, loc=0, scale=1)
        Survival function  (also defined as ``1 - cdf``, but `sf` is sometimes more accurate).
    logsf(x, dfn, dfd, loc=0, scale=1)
        Log of the survival function.
    ppf(q, dfn, dfd, loc=0, scale=1)
        Percent point function (inverse of ``cdf`` --- percentiles).
    isf(q, dfn, dfd, loc=0, scale=1)
        Inverse survival function (inverse of ``sf``).
    moment(n, dfn, dfd, loc=0, scale=1)
        Non-central moment of order n
    stats(dfn, dfd, loc=0, scale=1, moments='mv')
        Mean('m'), variance('v'), skew('s'), and/or kurtosis('k').
    entropy(dfn, dfd, loc=0, scale=1)
        (Differential) entropy of the RV.
    fit(data)
        Parameter estimates for generic data.
        See `scipy.stats.rv_continuous.fit <https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.rv_continuous.fit.html#scipy.stats.rv_continuous.fit>`__ for detailed documentation of the
        keyword arguments.
    expect(func, args=(dfn, dfd), loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds)
        Expected value of a function (of one argument) with respect to the distribution.
    median(dfn, dfd, loc=0, scale=1)
        Median of the distribution.
    mean(dfn, dfd, loc=0, scale=1)
        Mean of the distribution.
    var(dfn, dfd, loc=0, scale=1)
        Variance of the distribution.
    std(dfn, dfd, loc=0, scale=1)
        Standard deviation of the distribution.
    interval(alpha, dfn, dfd, loc=0, scale=1)
        Endpoints of the range that contains fraction alpha [0, 1] of the
        distribution

    See Also
    --------
    ncf

    Notes
    -----
    The probability density function for `f` is:

    .. math::

        f(x, df_1, df_2) = \frac{df_2^{df_2/2} df_1^{df_1/2} x^{df_1 / 2-1}}
                                {(df_2+df_1 x)^{(df_1+df_2)/2}
                                 B(df_1/2, df_2/2)}

    for :math:`x > 0`.

    `f` takes ``dfn`` and ``dfd`` as shape parameters.

    The probability density above is defined in the "standardized" form. To shift
    and/or scale the distribution use the ``loc`` and ``scale`` parameters.
    Specifically, ``f.pdf(x, dfn, dfd, loc, scale)`` is identically
    equivalent to ``f.pdf(y, dfn, dfd) / scale`` with
    ``y = (x - loc) / scale``. Note that shifting the location of a distribution
    does not make it a "noncentral" distribution; noncentral generalizations of
    some distributions are available in separate classes.

    Examples
    --------
    >>> from scipy.stats import f
    >>> import matplotlib.pyplot as plt
    >>> fig, ax = plt.subplots(1, 1)
    
    Calculate the first four moments:
    
    >>> dfn, dfd = 29, 18
    >>> mean, var, skew, kurt = f.stats(dfn, dfd, moments='mvsk')
    
    Display the probability density function (``pdf``):
    
    >>> x = np.linspace(f.ppf(0.01, dfn, dfd),
    ...                 f.ppf(0.99, dfn, dfd), 100)
    >>> ax.plot(x, f.pdf(x, dfn, dfd),
    ...        'r-', lw=5, alpha=0.6, label='f pdf')
    
    Alternatively, the distribution object can be called (as a function)
    to fix the shape, location and scale parameters. This returns a "frozen"
    RV object holding the given parameters fixed.
    
    Freeze the distribution and display the frozen ``pdf``:
    
    >>> rv = f(dfn, dfd)
    >>> ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')
    
    Check accuracy of ``cdf`` and ``ppf``:
    
    >>> vals = f.ppf([0.001, 0.5, 0.999], dfn, dfd)
    >>> np.allclose([0.001, 0.5, 0.999], f.cdf(vals, dfn, dfd))
    True
    
    Generate random numbers:
    
    >>> r = f.rvs(dfn, dfd, size=1000)
    
    And compare the histogram:
    
    >>> ax.hist(r, density=True, histtype='stepfilled', alpha=0.2)
    >>> ax.legend(loc='best', frameon=False)
    >>> plt.show()