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 Pareto lognormal 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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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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An Irwin-Hall (Uniform Sum) continuous random variable. |
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Jones and Faddy skew-t distribution. |
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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 Landau continuous random variable. |
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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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