Statistical functions (scipy.stats
)#
This module contains a large number of probability distributions, summary and frequency statistics, correlation functions and statistical tests, masked statistics, kernel density estimation, quasi-Monte Carlo functionality, and more.
Statistics is a very large area, and there are topics that are out of scope for SciPy and are covered by other packages. Some of the most important ones are:
statsmodels: regression, linear models, time series analysis, extensions to topics also covered by
scipy.stats
.Pandas: tabular data, time series functionality, interfaces to other statistical languages.
PyMC: Bayesian statistical modeling, probabilistic machine learning.
scikit-learn: classification, regression, model selection.
Seaborn: statistical data visualization.
rpy2: Python to R bridge.
Probability distributions#
Each univariate distribution is an instance of a subclass of rv_continuous
(rv_discrete
for discrete distributions):
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A generic continuous random variable class meant for subclassing. |
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A generic discrete random variable class meant for subclassing. |
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Generates a distribution given by a histogram. |
Continuous distributions#
An alpha continuous random variable. |
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An anglit continuous random variable. |
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An arcsine continuous random variable. |
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Argus distribution |
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A beta continuous random variable. |
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A beta prime continuous random variable. |
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A Bradford continuous random variable. |
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A Burr (Type III) continuous random variable. |
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A Burr (Type XII) continuous random variable. |
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A Cauchy continuous random variable. |
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A chi continuous random variable. |
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A chi-squared continuous random variable. |
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A cosine continuous random variable. |
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Crystalball distribution |
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A double gamma continuous random variable. |
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A double Weibull continuous random variable. |
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An Erlang continuous random variable. |
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An exponential continuous random variable. |
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An exponentially modified Normal continuous random variable. |
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An exponentiated Weibull continuous random variable. |
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An exponential power continuous random variable. |
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An F continuous random variable. |
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A fatigue-life (Birnbaum-Saunders) continuous random variable. |
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A Fisk continuous random variable. |
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A folded Cauchy continuous random variable. |
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A folded normal continuous random variable. |
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A generalized logistic continuous random variable. |
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A generalized normal continuous random variable. |
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A generalized Pareto continuous random variable. |
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A generalized exponential continuous random variable. |
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A generalized extreme value continuous random variable. |
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A Gauss hypergeometric continuous random variable. |
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A gamma continuous random variable. |
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A generalized gamma continuous random variable. |
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A generalized half-logistic continuous random variable. |
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A generalized hyperbolic continuous random variable. |
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A Generalized Inverse Gaussian continuous random variable. |
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A Gibrat continuous random variable. |
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Deprecated since version 1.9.0. |
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A Gompertz (or truncated Gumbel) continuous random variable. |
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A right-skewed Gumbel continuous random variable. |
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A left-skewed Gumbel continuous random variable. |
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A Half-Cauchy continuous random variable. |
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A half-logistic continuous random variable. |
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A half-normal continuous random variable. |
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The upper half of a generalized normal continuous random variable. |
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A hyperbolic secant continuous random variable. |
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An inverted gamma continuous random variable. |
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An inverse Gaussian continuous random variable. |
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An inverted Weibull continuous random variable. |
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A Johnson SB continuous random variable. |
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A Johnson SU continuous random variable. |
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Kappa 4 parameter distribution. |
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Kappa 3 parameter distribution. |
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Kolmogorov-Smirnov one-sided test statistic distribution. |
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Kolmogorov-Smirnov two-sided test statistic distribution. |
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Limiting distribution of scaled Kolmogorov-Smirnov two-sided test statistic. |
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A Laplace continuous random variable. |
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An asymmetric Laplace continuous random variable. |
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A Levy continuous random variable. |
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A left-skewed Levy continuous random variable. |
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A Levy-stable continuous random variable. |
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A logistic (or Sech-squared) continuous random variable. |
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A log gamma continuous random variable. |
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A log-Laplace continuous random variable. |
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A lognormal continuous random variable. |
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A loguniform or reciprocal continuous random variable. |
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A Lomax (Pareto of the second kind) continuous random variable. |
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A Maxwell continuous random variable. |
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A Mielke Beta-Kappa / Dagum continuous random variable. |
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A Moyal continuous random variable. |
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A Nakagami continuous random variable. |
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A non-central chi-squared continuous random variable. |
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A non-central F distribution continuous random variable. |
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A non-central Student's t continuous random variable. |
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A normal continuous random variable. |
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A Normal Inverse Gaussian continuous random variable. |
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A Pareto continuous random variable. |
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A pearson type III continuous random variable. |
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A power-function continuous random variable. |
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A power log-normal continuous random variable. |
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A power normal continuous random variable. |
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An R-distributed (symmetric beta) continuous random variable. |
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A Rayleigh continuous random variable. |
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A Rice continuous random variable. |
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A reciprocal inverse Gaussian continuous random variable. |
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A semicircular continuous random variable. |
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A skewed Cauchy random variable. |
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A skew-normal random variable. |
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A studentized range continuous random variable. |
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A Student's t continuous random variable. |
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A trapezoidal continuous random variable. |
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A triangular continuous random variable. |
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A truncated exponential continuous random variable. |
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A truncated normal continuous random variable. |
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An upper truncated Pareto continuous random variable. |
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A doubly truncated Weibull minimum continuous random variable. |
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A Tukey-Lamdba continuous random variable. |
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A uniform continuous random variable. |
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A Von Mises continuous random variable. |
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A Von Mises continuous random variable. |
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A Wald continuous random variable. |
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Weibull minimum continuous random variable. |
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Weibull maximum continuous random variable. |
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A wrapped Cauchy continuous random variable. |
Multivariate distributions#
A multivariate normal random variable. |
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A matrix normal random variable. |
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A Dirichlet random variable. |
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A Wishart random variable. |
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An inverse Wishart random variable. |
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A multinomial random variable. |
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A Special Orthogonal matrix (SO(N)) random variable. |
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An Orthogonal matrix (O(N)) random variable. |
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A matrix-valued U(N) random variable. |
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A random correlation matrix. |
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A multivariate t-distributed random variable. |
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A multivariate hypergeometric random variable. |
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Contingency tables from independent samples with fixed marginal sums. |
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A vector-valued uniform direction. |
scipy.stats.multivariate_normal
methods accept instances
of the following class to represent the covariance.
Representation of a covariance matrix |
Discrete distributions#
A Bernoulli discrete random variable. |
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A beta-binomial discrete random variable. |
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A binomial discrete random variable. |
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A Boltzmann (Truncated Discrete Exponential) random variable. |
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A Laplacian discrete random variable. |
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A geometric discrete random variable. |
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A hypergeometric discrete random variable. |
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A Logarithmic (Log-Series, Series) discrete random variable. |
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A negative binomial discrete random variable. |
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A Fisher's noncentral hypergeometric discrete random variable. |
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A Wallenius' noncentral hypergeometric discrete random variable. |
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A negative hypergeometric discrete random variable. |
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A Planck discrete exponential random variable. |
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A Poisson discrete random variable. |
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A uniform discrete random variable. |
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A Skellam discrete random variable. |
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A Yule-Simon discrete random variable. |
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A Zipf (Zeta) discrete random variable. |
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A Zipfian discrete random variable. |
An overview of statistical functions is given below. Many of these functions
have a similar version in scipy.stats.mstats
which work for masked arrays.
Summary statistics#
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Compute several descriptive statistics of the passed array. |
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Compute the weighted geometric mean along the specified axis. |
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Calculate the weighted harmonic mean along the specified axis. |
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Calculate the weighted power mean along the specified axis. |
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Compute the kurtosis (Fisher or Pearson) of a dataset. |
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Return an array of the modal (most common) value in the passed array. |
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Calculate the nth moment about the mean for a sample. |
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Compute the expectile at the specified level. |
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Compute the sample skewness of a data set. |
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Return the nth k-statistic (1<=n<=4 so far). |
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Return an unbiased estimator of the variance of the k-statistic. |
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Compute the trimmed mean. |
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Compute the trimmed variance. |
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Compute the trimmed minimum. |
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Compute the trimmed maximum. |
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Compute the trimmed sample standard deviation. |
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Compute the trimmed standard error of the mean. |
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Compute the coefficient of variation. |
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Find repeats and repeat counts. |
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Return mean of array after trimming distribution from both tails. |
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Calculate the geometric standard deviation of an array. |
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Compute the interquartile range of the data along the specified axis. |
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Compute standard error of the mean. |
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Bayesian confidence intervals for the mean, var, and std. |
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'Frozen' distributions for mean, variance, and standard deviation of data. |
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Calculate the Shannon entropy/relative entropy of given distribution(s). |
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Given a sample of a distribution, estimate the differential entropy. |
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Compute the median absolute deviation of the data along the given axis. |
Frequency statistics#
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Return a cumulative frequency histogram, using the histogram function. |
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Compute the percentile rank of a score relative to a list of scores. |
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Calculate the score at a given percentile of the input sequence. |
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Return a relative frequency histogram, using the histogram function. |
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Compute a binned statistic for one or more sets of data. |
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Compute a bidimensional binned statistic for one or more sets of data. |
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Compute a multidimensional binned statistic for a set of data. |
Correlation functions#
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Perform one-way ANOVA. |
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Performs the Alexander Govern test. |
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Pearson correlation coefficient and p-value for testing non-correlation. |
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Calculate a Spearman correlation coefficient with associated p-value. |
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Calculate a point biserial correlation coefficient and its p-value. |
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Calculate Kendall's tau, a correlation measure for ordinal data. |
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Compute a weighted version of Kendall's \(\tau\). |
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Calculates Somers' D, an asymmetric measure of ordinal association. |
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Calculate a linear least-squares regression for two sets of measurements. |
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Computes the Siegel estimator for a set of points (x, y). |
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Computes the Theil-Sen estimator for a set of points (x, y). |
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Computes the Multiscale Graph Correlation (MGC) test statistic. |
Statistical tests#
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Calculate the T-test for the mean of ONE group of scores. |
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Calculate the T-test for the means of two independent samples of scores. |
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T-test for means of two independent samples from descriptive statistics. |
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Calculate the t-test on TWO RELATED samples of scores, a and b. |
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Calculate a one-way chi-square test. |
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Perform the one-sample Cramér-von Mises test for goodness of fit. |
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Perform the two-sample Cramér-von Mises test for goodness of fit. |
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Cressie-Read power divergence statistic and goodness of fit test. |
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Performs the (one-sample or two-sample) Kolmogorov-Smirnov test for goodness of fit. |
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Performs the one-sample Kolmogorov-Smirnov test for goodness of fit. |
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Performs the two-sample Kolmogorov-Smirnov test for goodness of fit. |
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Compute the Epps-Singleton (ES) test statistic. |
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Perform the Mann-Whitney U rank test on two independent samples. |
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Tie correction factor for Mann-Whitney U and Kruskal-Wallis H tests. |
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Assign ranks to data, dealing with ties appropriately. |
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Compute the Wilcoxon rank-sum statistic for two samples. |
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Calculate the Wilcoxon signed-rank test. |
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Compute the Kruskal-Wallis H-test for independent samples. |
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Compute the Friedman test for repeated samples. |
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Compute the Brunner-Munzel test on samples x and y. |
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Combine p-values from independent tests that bear upon the same hypothesis. |
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Perform the Jarque-Bera goodness of fit test on sample data. |
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Perform Page's Test, a measure of trend in observations between treatments. |
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Perform Tukey's HSD test for equality of means over multiple treatments. |
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Performs the Poisson means test, AKA the "E-test". |
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Perform the Ansari-Bradley test for equal scale parameters. |
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Perform Bartlett's test for equal variances. |
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Perform Levene test for equal variances. |
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Perform the Shapiro-Wilk test for normality. |
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Anderson-Darling test for data coming from a particular distribution. |
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The Anderson-Darling test for k-samples. |
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Perform a test that the probability of success is p. |
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Perform a test that the probability of success is p. |
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Perform Fligner-Killeen test for equality of variance. |
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Perform a Mood's median test. |
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Perform Mood's test for equal scale parameters. |
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Test whether the skew is different from the normal distribution. |
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Test whether a dataset has normal kurtosis. |
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Test whether a sample differs from a normal distribution. |
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Perform a goodness of fit test comparing data to a distribution family. |
Quasi-Monte Carlo#
Resampling Methods#
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Compute a two-sided bootstrap confidence interval of a statistic. |
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Performs a permutation test of a given statistic on provided data. |
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Monte Carlo test that a sample is drawn from a given distribution. |
Masked statistics functions#
- Statistical functions for masked arrays (
scipy.stats.mstats
)- Summary statistics
- scipy.stats.mstats.describe
- scipy.stats.mstats.gmean
- scipy.stats.mstats.hmean
- scipy.stats.mstats.kurtosis
- scipy.stats.mstats.mode
- scipy.stats.mstats.mquantiles
- scipy.stats.mstats.hdmedian
- scipy.stats.mstats.hdquantiles
- scipy.stats.mstats.hdquantiles_sd
- scipy.stats.mstats.idealfourths
- scipy.stats.mstats.plotting_positions
- scipy.stats.mstats.meppf
- scipy.stats.mstats.moment
- scipy.stats.mstats.skew
- scipy.stats.mstats.tmean
- scipy.stats.mstats.tvar
- scipy.stats.mstats.tmin
- scipy.stats.mstats.tmax
- scipy.stats.mstats.tsem
- scipy.stats.mstats.variation
- scipy.stats.mstats.find_repeats
- scipy.stats.mstats.sem
- scipy.stats.mstats.trimmed_mean
- scipy.stats.mstats.trimmed_mean_ci
- scipy.stats.mstats.trimmed_std
- scipy.stats.mstats.trimmed_var
- Frequency statistics
- Correlation functions
- scipy.stats.mstats.f_oneway
- scipy.stats.mstats.pearsonr
- scipy.stats.mstats.spearmanr
- scipy.stats.mstats.pointbiserialr
- scipy.stats.mstats.kendalltau
- scipy.stats.mstats.kendalltau_seasonal
- scipy.stats.mstats.linregress
- scipy.stats.mstats.siegelslopes
- scipy.stats.mstats.theilslopes
- scipy.stats.mstats.sen_seasonal_slopes
- Statistical tests
- scipy.stats.mstats.ttest_1samp
- scipy.stats.mstats.ttest_onesamp
- scipy.stats.mstats.ttest_ind
- scipy.stats.mstats.ttest_rel
- scipy.stats.mstats.chisquare
- scipy.stats.mstats.kstest
- scipy.stats.mstats.ks_2samp
- scipy.stats.mstats.ks_1samp
- scipy.stats.mstats.ks_twosamp
- scipy.stats.mstats.mannwhitneyu
- scipy.stats.mstats.rankdata
- scipy.stats.mstats.kruskal
- scipy.stats.mstats.kruskalwallis
- scipy.stats.mstats.friedmanchisquare
- scipy.stats.mstats.brunnermunzel
- scipy.stats.mstats.skewtest
- scipy.stats.mstats.kurtosistest
- scipy.stats.mstats.normaltest
- Transformations
- Other
- Summary statistics
Other statistical functionality#
Transformations#
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Return a dataset transformed by a Box-Cox power transformation. |
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Compute optimal Box-Cox transform parameter for input data. |
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The boxcox log-likelihood function. |
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Return a dataset transformed by a Yeo-Johnson power transformation. |
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Compute optimal Yeo-Johnson transform parameter. |
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The yeojohnson log-likelihood function. |
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Compute the O'Brien transform on input data (any number of arrays). |
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Perform iterative sigma-clipping of array elements. |
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Slice off a proportion of items from both ends of an array. |
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Slice off a proportion from ONE end of the passed array distribution. |
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Calculate the relative z-scores. |
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Compute the z score. |
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Compute the geometric standard score. |
Statistical distances#
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Compute the first Wasserstein distance between two 1D distributions. |
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Compute the energy distance between two 1D distributions. |
Sampling#
Random variate generation / CDF Inversion#
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Generate random samples from a probability density function using the ratio-of-uniforms method. |
Distribution Fitting#
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Fit a discrete or continuous distribution to data |
Directional statistical functions#
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Computes sample statistics for directional data. |
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Compute the circular mean for samples in a range. |
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Compute the circular variance for samples assumed to be in a range. |
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Compute the circular standard deviation for samples assumed to be in the range [low to high]. |
Contingency table functions#
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Chi-square test of independence of variables in a contingency table. |
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Return table of counts for each possible unique combination in |
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Compute the expected frequencies from a contingency table. |
Return a list of the marginal sums of the array a. |
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Compute the relative risk (also known as the risk ratio). |
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Calculates degree of association between two nominal variables. |
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Compute the odds ratio for a 2x2 contingency table. |
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Perform a Fisher exact test on a 2x2 contingency table. |
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Perform a Barnard exact test on a 2x2 contingency table. |
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Perform Boschloo's exact test on a 2x2 contingency table. |
Plot-tests#
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Calculate the shape parameter that maximizes the PPCC. |
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Calculate and optionally plot probability plot correlation coefficient. |
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Calculate quantiles for a probability plot, and optionally show the plot. |
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Compute parameters for a Box-Cox normality plot, optionally show it. |
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Compute parameters for a Yeo-Johnson normality plot, optionally show it. |
Univariate and multivariate kernel density estimation#
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Representation of a kernel-density estimate using Gaussian kernels. |
Warnings / Errors used in scipy.stats
#
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Warns when data is degenerate and results may not be reliable. |
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Warns when all values in data are exactly equal. |
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Warns when all values in data are nearly equal. |
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Represents an error condition when fitting a distribution to data. |