scipy.stats.t¶

scipy.stats.t()

Student’s T continuous random variable.

Continuous random variables are defined from a standard form and may require some shape parameters to complete its specification. Any optional keyword parameters can be passed to the methods of the RV object as given below:

Parameters: x : array-like quantiles q : array-like lower or upper tail probability df : array-like shape parameters loc : array-like, optional location parameter (default=0) scale : array-like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : string, optional composed of letters [‘mvsk’] specifying which moments to compute where ‘m’ = mean, ‘v’ = variance, ‘s’ = (Fisher’s) skew and ‘k’ = (Fisher’s) kurtosis. (default=’mv’) t.rvs(df,loc=0,scale=1,size=1) : random variates t.pdf(x,df,loc=0,scale=1) : probability density function t.cdf(x,df,loc=0,scale=1) : cumulative density function t.sf(x,df,loc=0,scale=1) : survival function (1-cdf — sometimes more accurate) t.ppf(q,df,loc=0,scale=1) : percent point function (inverse of cdf — percentiles) t.isf(q,df,loc=0,scale=1) : inverse survival function (inverse of sf) t.stats(df,loc=0,scale=1,moments=’mv’) : mean(‘m’), variance(‘v’), skew(‘s’), and/or kurtosis(‘k’) t.entropy(df,loc=0,scale=1) : (differential) entropy of the RV. t.fit(data,df,loc=0,scale=1) : Parameter estimates for t data Alternatively, the object may be called (as a function) to fix the shape, : location, and scale parameters returning a “frozen” continuous RV object: : rv = t(df,loc=0,scale=1) : frozen RV object with the same methods but holding the given shape, location, and scale fixed

Examples

```>>> import matplotlib.pyplot as plt
>>> numargs = t.numargs
>>> [ df ] = [0.9,]*numargs
>>> rv = t(df)
```

Display frozen pdf

```>>> x = np.linspace(0,np.minimum(rv.dist.b,3))
>>> h=plt.plot(x,rv.pdf(x))
```

Check accuracy of cdf and ppf

```>>> prb = t.cdf(x,df)
>>> h=plt.semilogy(np.abs(x-t.ppf(prb,c))+1e-20)
```

Random number generation

```>>> R = t.rvs(df,size=100)
```

Student’s T distribution

gamma((df+1)/2)
t.pdf(x,df) = ———————————————–
sqrt(pi*df)*gamma(df/2)*(1+x**2/df)**((df+1)/2)

for df > 0.

scipy.stats.ncf

scipy.stats.nct