NormExpan_gen.interval()

statsmodels.sandbox.distributions.extras.NormExpan_gen.interval NormExpan_gen.interval(alpha, *args, **kwds) Confidence interval with equal areas around the median. Parameters: alpha : array_like of float Probability that an rv will be drawn from the returned range. Each value should be in the range [0, 1]. arg1, arg2, ... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information). loc : array_like, optional location parameter,

NormExpan_gen.fit_loc_scale()

statsmodels.sandbox.distributions.extras.NormExpan_gen.fit_loc_scale NormExpan_gen.fit_loc_scale(data, *args) Estimate loc and scale parameters from data using 1st and 2nd moments. Parameters: data : array_like Data to fit. arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information). Returns: Lhat : float Estimated location parameter for the data. Shat : float Estimated scale parameter for the data.

NormExpan_gen.fit()

statsmodels.sandbox.distributions.extras.NormExpan_gen.fit NormExpan_gen.fit(data, *args, **kwds) Return MLEs for shape, location, and scale parameters from data. MLE stands for Maximum Likelihood Estimate. Starting estimates for the fit are given by input arguments; for any arguments not provided with starting estimates, self._fitstart(data) is called to generate such. One can hold some parameters fixed to specific values by passing in keyword arguments f0, f1, ..., fn (for shape parameters

NormExpan_gen.est_loc_scale()

statsmodels.sandbox.distributions.extras.NormExpan_gen.est_loc_scale NormExpan_gen.est_loc_scale(*args, **kwds) est_loc_scale is deprecated! This function is deprecated, use self.fit_loc_scale(data) instead.

NormExpan_gen.expect()

statsmodels.sandbox.distributions.extras.NormExpan_gen.expect NormExpan_gen.expect(func=None, args=(), loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) Calculate expected value of a function with respect to the distribution. The expected value of a function f(x) with respect to a distribution dist is defined as: ubound E[x] = Integral(f(x) * dist.pdf(x)) lbound Parameters: func : callable, optional Function for which integral is calculated. Takes only one argum

NormExpan_gen.cdf()

statsmodels.sandbox.distributions.extras.NormExpan_gen.cdf NormExpan_gen.cdf(x, *args, **kwds) Cumulative distribution function of the given RV. Parameters: x : array_like quantiles arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns: cdf : ndarray Cumulative distribution fu

NormExpan_gen.entropy()

statsmodels.sandbox.distributions.extras.NormExpan_gen.entropy NormExpan_gen.entropy(*args, **kwds) Differential entropy of the RV. Parameters: arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information). loc : array_like, optional Location parameter (default=0). scale : array_like, optional Scale parameter (default=1).

NormalIndPower.plot_power()

statsmodels.stats.power.NormalIndPower.plot_power NormalIndPower.plot_power(dep_var='nobs', nobs=None, effect_size=None, alpha=0.05, ax=None, title=None, plt_kwds=None, **kwds) plot power with number of observations or effect size on x-axis Parameters: dep_var : string in [?nobs?, ?effect_size?, ?alpha?] This specifies which variable is used for the horizontal axis. If dep_var=?nobs? (default), then one curve is created for each value of effect_size. If dep_var=?effect_size? or alpha, then

NormalIndPower.solve_power()

statsmodels.stats.power.NormalIndPower.solve_power NormalIndPower.solve_power(effect_size=None, nobs1=None, alpha=None, power=None, ratio=1.0, alternative='two-sided') [source] solve for any one parameter of the power of a two sample z-test for z-test the keywords are: effect_size, nobs1, alpha, power, ratio exactly one needs to be None, all others need numeric values Parameters: effect_size : float standardized effect size, difference between the two means divided by the standard deviatio

NormalIndPower.power()

statsmodels.stats.power.NormalIndPower.power NormalIndPower.power(effect_size, nobs1, alpha, ratio=1, alternative='two-sided') [source] Calculate the power of a t-test for two independent sample Parameters: effect_size : float standardized effect size, difference between the two means divided by the standard deviation. effect size has to be positive. nobs1 : int or float number of observations of sample 1. The number of observations of sample two is ratio times the size of sample 1, i.e.