emplike.descriptive.DescStatUV()

statsmodels.emplike.descriptive.DescStatUV

class statsmodels.emplike.descriptive.DescStatUV(endog) [source]

A class to compute confidence intervals and hypothesis tests involving mean, variance, kurtosis and skewness of a univariate random variable.

Parameters:

endog : 1darray

Data to be analyzed

Attributes

endog 1darray Data to be analyzed
nobs float Number of observations

Methods

ci_kurt([sig, upper_bound, lower_bound]) Returns the confidence interval for kurtosis.
ci_mean([sig, method, epsilon, gamma_low, ...]) Returns the confidence interval for the mean.
ci_skew([sig, upper_bound, lower_bound]) Returns the confidence interval for skewness.
ci_var([lower_bound, upper_bound, sig]) Returns the confidence interval for the variance.
plot_contour(mu_low, mu_high, var_low, ...) Returns a plot of the confidence region for a univariate mean and variance.
test_joint_skew_kurt(skew0, kurt0[, ...]) Returns - 2 x log-likelihood and the p-value for the joint
test_kurt(kurt0[, return_weights]) Returns -2 x log-likelihood and the p-value for the hypothesized kurtosis.
test_mean(mu0[, return_weights]) Returns - 2 x log-likelihood ratio, p-value and weights for a hypothesis test of the mean.
test_skew(skew0[, return_weights]) Returns -2 x log-likelihood and p-value for the hypothesized skewness.
test_var(sig2_0[, return_weights]) Returns -2 x log-likelihoog ratio and the p-value for the
doc_statsmodels
2017-01-18 16:08:33
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