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Module « scipy.stats »

Fonction pearson3 - module scipy.stats

Signature de la fonction pearson3

def pearson3(*args, **kwds) 

Description

help(scipy.stats.pearson3)

A pearson type III continuous random variable.

As an instance of the `rv_continuous` class, `pearson3` 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(skew, loc=0, scale=1, size=1, random_state=None)
    Random variates.
pdf(x, skew, loc=0, scale=1)
    Probability density function.
logpdf(x, skew, loc=0, scale=1)
    Log of the probability density function.
cdf(x, skew, loc=0, scale=1)
    Cumulative distribution function.
logcdf(x, skew, loc=0, scale=1)
    Log of the cumulative distribution function.
sf(x, skew, loc=0, scale=1)
    Survival function  (also defined as ``1 - cdf``, but `sf` is sometimes more accurate).
logsf(x, skew, loc=0, scale=1)
    Log of the survival function.
ppf(q, skew, loc=0, scale=1)
    Percent point function (inverse of ``cdf`` --- percentiles).
isf(q, skew, loc=0, scale=1)
    Inverse survival function (inverse of ``sf``).
moment(order, skew, loc=0, scale=1)
    Non-central moment of the specified order.
stats(skew, loc=0, scale=1, moments='mv')
    Mean('m'), variance('v'), skew('s'), and/or kurtosis('k').
entropy(skew, 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=(skew,), 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(skew, loc=0, scale=1)
    Median of the distribution.
mean(skew, loc=0, scale=1)
    Mean of the distribution.
var(skew, loc=0, scale=1)
    Variance of the distribution.
std(skew, loc=0, scale=1)
    Standard deviation of the distribution.
interval(confidence, skew, loc=0, scale=1)
    Confidence interval with equal areas around the median.

Notes
-----
The probability density function for `pearson3` is:

.. math::

    f(x, \kappa) = \frac{|\beta|}{\Gamma(\alpha)}
                   (\beta (x - \zeta))^{\alpha - 1}
                   \exp(-\beta (x - \zeta))

where:

.. math::

        \beta = \frac{2}{\kappa}

        \alpha = \beta^2 = \frac{4}{\kappa^2}

        \zeta = -\frac{\alpha}{\beta} = -\beta

:math:`\Gamma` is the gamma function (`scipy.special.gamma`).
Pass the skew :math:`\kappa` into `pearson3` as the shape parameter
``skew``.

The probability density above is defined in the "standardized" form. To shift
and/or scale the distribution use the ``loc`` and ``scale`` parameters.
Specifically, ``pearson3.pdf(x, skew, loc, scale)`` is identically
equivalent to ``pearson3.pdf(y, skew) / 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
--------
>>> import numpy as np
>>> from scipy.stats import pearson3
>>> import matplotlib.pyplot as plt
>>> fig, ax = plt.subplots(1, 1)

Calculate the first four moments:

>>> skew = -2
>>> mean, var, skew, kurt = pearson3.stats(skew, moments='mvsk')

Display the probability density function (``pdf``):

>>> x = np.linspace(pearson3.ppf(0.01, skew),
...                 pearson3.ppf(0.99, skew), 100)
>>> ax.plot(x, pearson3.pdf(x, skew),
...        'r-', lw=5, alpha=0.6, label='pearson3 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 = pearson3(skew)
>>> ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')

Check accuracy of ``cdf`` and ``ppf``:

>>> vals = pearson3.ppf([0.001, 0.5, 0.999], skew)
>>> np.allclose([0.001, 0.5, 0.999], pearson3.cdf(vals, skew))
True

Generate random numbers:

>>> r = pearson3.rvs(skew, size=1000)

And compare the histogram:

>>> ax.hist(r, density=True, bins='auto', histtype='stepfilled', alpha=0.2)
>>> ax.set_xlim([x[0], x[-1]])
>>> ax.legend(loc='best', frameon=False)
>>> plt.show()


References
----------
R.W. Vogel and D.E. McMartin, "Probability Plot Goodness-of-Fit and
Skewness Estimation Procedures for the Pearson Type 3 Distribution", Water
Resources Research, Vol.27, 3149-3158 (1991).

L.R. Salvosa, "Tables of Pearson's Type III Function", Ann. Math. Statist.,
Vol.1, 191-198 (1930).

"Using Modern Computing Tools to Fit the Pearson Type III Distribution to
Aviation Loads Data", Office of Aviation Research (2003).



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