Module « scipy.stats »
Signature de la fonction genexpon
def genexpon(*args, **kwds)
Description
genexpon.__doc__
A generalized exponential continuous random variable.
As an instance of the `rv_continuous` class, `genexpon` 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, b, c, loc=0, scale=1, size=1, random_state=None)
Random variates.
pdf(x, a, b, c, loc=0, scale=1)
Probability density function.
logpdf(x, a, b, c, loc=0, scale=1)
Log of the probability density function.
cdf(x, a, b, c, loc=0, scale=1)
Cumulative distribution function.
logcdf(x, a, b, c, loc=0, scale=1)
Log of the cumulative distribution function.
sf(x, a, b, c, loc=0, scale=1)
Survival function (also defined as ``1 - cdf``, but `sf` is sometimes more accurate).
logsf(x, a, b, c, loc=0, scale=1)
Log of the survival function.
ppf(q, a, b, c, loc=0, scale=1)
Percent point function (inverse of ``cdf`` --- percentiles).
isf(q, a, b, c, loc=0, scale=1)
Inverse survival function (inverse of ``sf``).
moment(n, a, b, c, loc=0, scale=1)
Non-central moment of order n
stats(a, b, c, loc=0, scale=1, moments='mv')
Mean('m'), variance('v'), skew('s'), and/or kurtosis('k').
entropy(a, b, c, 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, b, c), 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, b, c, loc=0, scale=1)
Median of the distribution.
mean(a, b, c, loc=0, scale=1)
Mean of the distribution.
var(a, b, c, loc=0, scale=1)
Variance of the distribution.
std(a, b, c, loc=0, scale=1)
Standard deviation of the distribution.
interval(alpha, a, b, c, loc=0, scale=1)
Endpoints of the range that contains fraction alpha [0, 1] of the
distribution
Notes
-----
The probability density function for `genexpon` is:
.. math::
f(x, a, b, c) = (a + b (1 - \exp(-c x)))
\exp(-a x - b x + \frac{b}{c} (1-\exp(-c x)))
for :math:`x \ge 0`, :math:`a, b, c > 0`.
`genexpon` takes :math:`a`, :math:`b` and :math:`c` 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, ``genexpon.pdf(x, a, b, c, loc, scale)`` is identically
equivalent to ``genexpon.pdf(y, a, b, c) / 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.
References
----------
H.K. Ryu, "An Extension of Marshall and Olkin's Bivariate Exponential
Distribution", Journal of the American Statistical Association, 1993.
N. Balakrishnan, "The Exponential Distribution: Theory, Methods and
Applications", Asit P. Basu.
Examples
--------
>>> from scipy.stats import genexpon
>>> import matplotlib.pyplot as plt
>>> fig, ax = plt.subplots(1, 1)
Calculate the first four moments:
>>> a, b, c = 9.13, 16.2, 3.28
>>> mean, var, skew, kurt = genexpon.stats(a, b, c, moments='mvsk')
Display the probability density function (``pdf``):
>>> x = np.linspace(genexpon.ppf(0.01, a, b, c),
... genexpon.ppf(0.99, a, b, c), 100)
>>> ax.plot(x, genexpon.pdf(x, a, b, c),
... 'r-', lw=5, alpha=0.6, label='genexpon 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 = genexpon(a, b, c)
>>> ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')
Check accuracy of ``cdf`` and ``ppf``:
>>> vals = genexpon.ppf([0.001, 0.5, 0.999], a, b, c)
>>> np.allclose([0.001, 0.5, 0.999], genexpon.cdf(vals, a, b, c))
True
Generate random numbers:
>>> r = genexpon.rvs(a, b, c, 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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