Module « scipy.stats »
Signature de la fonction gamma
def gamma(*args, **kwds)
Description
gamma.__doc__
A gamma continuous random variable.
As an instance of the `rv_continuous` class, `gamma` 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(a, loc=0, scale=1, size=1, random_state=None)
Random variates.
pdf(x, a, loc=0, scale=1)
Probability density function.
logpdf(x, a, loc=0, scale=1)
Log of the probability density function.
cdf(x, a, loc=0, scale=1)
Cumulative distribution function.
logcdf(x, a, loc=0, scale=1)
Log of the cumulative distribution function.
sf(x, a, loc=0, scale=1)
Survival function (also defined as ``1 - cdf``, but `sf` is sometimes more accurate).
logsf(x, a, loc=0, scale=1)
Log of the survival function.
ppf(q, a, loc=0, scale=1)
Percent point function (inverse of ``cdf`` --- percentiles).
isf(q, a, loc=0, scale=1)
Inverse survival function (inverse of ``sf``).
moment(n, a, loc=0, scale=1)
Non-central moment of order n
stats(a, loc=0, scale=1, moments='mv')
Mean('m'), variance('v'), skew('s'), and/or kurtosis('k').
entropy(a, 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=(a,), 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(a, loc=0, scale=1)
Median of the distribution.
mean(a, loc=0, scale=1)
Mean of the distribution.
var(a, loc=0, scale=1)
Variance of the distribution.
std(a, loc=0, scale=1)
Standard deviation of the distribution.
interval(alpha, a, loc=0, scale=1)
Endpoints of the range that contains fraction alpha [0, 1] of the
distribution
See Also
--------
erlang, expon
Notes
-----
The probability density function for `gamma` is:
.. math::
f(x, a) = \frac{x^{a-1} e^{-x}}{\Gamma(a)}
for :math:`x \ge 0`, :math:`a > 0`. Here :math:`\Gamma(a)` refers to the
gamma function.
`gamma` takes ``a`` as a shape parameter for :math:`a`.
When :math:`a` is an integer, `gamma` reduces to the Erlang
distribution, and when :math:`a=1` to the exponential distribution.
Gamma distributions are sometimes parameterized with two variables,
with a probability density function of:
.. math::
f(x, \alpha, \beta) = \frac{\beta^\alpha x^{\alpha - 1} e^{-\beta x }}{\Gamma(\alpha)}
Note that this parameterization is equivalent to the above, with
``scale = 1 / beta``.
The probability density above is defined in the "standardized" form. To shift
and/or scale the distribution use the ``loc`` and ``scale`` parameters.
Specifically, ``gamma.pdf(x, a, loc, scale)`` is identically
equivalent to ``gamma.pdf(y, a) / 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 gamma
>>> import matplotlib.pyplot as plt
>>> fig, ax = plt.subplots(1, 1)
Calculate the first four moments:
>>> a = 1.99
>>> mean, var, skew, kurt = gamma.stats(a, moments='mvsk')
Display the probability density function (``pdf``):
>>> x = np.linspace(gamma.ppf(0.01, a),
... gamma.ppf(0.99, a), 100)
>>> ax.plot(x, gamma.pdf(x, a),
... 'r-', lw=5, alpha=0.6, label='gamma 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 = gamma(a)
>>> ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')
Check accuracy of ``cdf`` and ``ppf``:
>>> vals = gamma.ppf([0.001, 0.5, 0.999], a)
>>> np.allclose([0.001, 0.5, 0.999], gamma.cdf(vals, a))
True
Generate random numbers:
>>> r = gamma.rvs(a, size=1000)
And compare the histogram:
>>> ax.hist(r, density=True, histtype='stepfilled', alpha=0.2)
>>> ax.legend(loc='best', frameon=False)
>>> plt.show()
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