scipy.stats.sampling.NumericalInverseHermite.u_error

NumericalInverseHermite.u_error(sample_size=100000)

Estimate the u-error of the approximation using Monte Carlo simulation. This is only available if the generator was initialized with a dist object containing the implementation of the exact CDF under cdf method.

Parameters

sample_sizeint, optional

Number of samples to use for the estimation. It must be greater than or equal to 1000.

Returns

max_errorfloat

Maximum u-error.

mean_absolute_errorfloat

Mean absolute u-error.