scipy.stats.reciprocal¶
- scipy.stats.reciprocal = <scipy.stats._continuous_distns.reciprocal_gen object at 0x4509544c>[source]¶
A reciprocal continuous random variable.
As an instance of the rv_continuous class, reciprocal 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.
Notes
The probability density function for reciprocal is:
reciprocal.pdf(x, a, b) = 1 / (x*log(b/a))
for a <= x <= b, a, b > 0.
reciprocal takes a and b 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, reciprocal.pdf(x, a, b, loc, scale) is identically equivalent to reciprocal.pdf(y, a, b) / scale with y = (x - loc) / scale.
Examples
>>> from scipy.stats import reciprocal >>> import matplotlib.pyplot as plt >>> fig, ax = plt.subplots(1, 1)
Calculate a few first moments:
>>> a, b = 0.00623, 1.01 >>> mean, var, skew, kurt = reciprocal.stats(a, b, moments='mvsk')
Display the probability density function (pdf):
>>> x = np.linspace(reciprocal.ppf(0.01, a, b), ... reciprocal.ppf(0.99, a, b), 100) >>> ax.plot(x, reciprocal.pdf(x, a, b), ... 'r-', lw=5, alpha=0.6, label='reciprocal 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 = reciprocal(a, b) >>> ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')
Check accuracy of cdf and ppf:
>>> vals = reciprocal.ppf([0.001, 0.5, 0.999], a, b) >>> np.allclose([0.001, 0.5, 0.999], reciprocal.cdf(vals, a, b)) True
Generate random numbers:
>>> r = reciprocal.rvs(a, b, size=1000)
And compare the histogram:
>>> ax.hist(r, normed=True, histtype='stepfilled', alpha=0.2) >>> ax.legend(loc='best', frameon=False) >>> plt.show()
Methods
rvs(a, b, loc=0, scale=1, size=1, random_state=None) Random variates. pdf(x, a, b, loc=0, scale=1) Probability density function. logpdf(x, a, b, loc=0, scale=1) Log of the probability density function. cdf(x, a, b, loc=0, scale=1) Cumulative density function. logcdf(x, a, b, loc=0, scale=1) Log of the cumulative density function. sf(x, a, b, loc=0, scale=1) Survival function (1 - cdf — sometimes more accurate). logsf(x, a, b, loc=0, scale=1) Log of the survival function. ppf(q, a, b, loc=0, scale=1) Percent point function (inverse of cdf — percentiles). isf(q, a, b, loc=0, scale=1) Inverse survival function (inverse of sf). moment(n, a, b, loc=0, scale=1) Non-central moment of order n stats(a, b, loc=0, scale=1, moments='mv') Mean(‘m’), variance(‘v’), skew(‘s’), and/or kurtosis(‘k’). entropy(a, b, loc=0, scale=1) (Differential) entropy of the RV. fit(data, a, b, loc=0, scale=1) Parameter estimates for generic data. expect(func, a, b, 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, loc=0, scale=1) Median of the distribution. mean(a, b, loc=0, scale=1) Mean of the distribution. var(a, b, loc=0, scale=1) Variance of the distribution. std(a, b, loc=0, scale=1) Standard deviation of the distribution. interval(alpha, a, b, loc=0, scale=1) Endpoints of the range that contains alpha percent of the distribution