scipy.stats.reciprocal

scipy.stats.reciprocal = <scipy.stats._continuous_distns.reciprocal_gen object at 0x7fe7c49b8f98>

A reciprocal continuous random variable.

Continuous random variables are defined from a standard form and may require some shape parameters to complete its specification. Any optional keyword parameters can be passed to the methods of the RV object as given below:

scipy.stats.rvs(a, b, loc=0, scale=1, size=1)

Random variates.

scipy.stats.pdf(x, a, b, loc=0, scale=1)

Probability density function.

scipy.stats.logpdf(x, a, b, loc=0, scale=1)

Log of the probability density function.

scipy.stats.cdf(x, a, b, loc=0, scale=1)

Cumulative density function.

scipy.stats.logcdf(x, a, b, loc=0, scale=1)

Log of the cumulative density function.

scipy.stats.sf(x, a, b, loc=0, scale=1)

Survival function (1-cdf --- sometimes more accurate).

scipy.stats.logsf(x, a, b, loc=0, scale=1)

Log of the survival function.

scipy.stats.ppf(q, a, b, loc=0, scale=1)

Percent point function (inverse of cdf --- percentiles).

scipy.stats.isf(q, a, b, loc=0, scale=1)

Inverse survival function (inverse of sf).

scipy.stats.moment(n, a, b, loc=0, scale=1)

Non-central moment of order n

scipy.stats.stats(a, b, loc=0, scale=1, moments='mv')

Mean('m'), variance('v'), skew('s'), and/or kurtosis('k').

scipy.stats.entropy(a, b, loc=0, scale=1)

(Differential) entropy of the RV.

scipy.stats.fit(data, a, b, loc=0, scale=1)

Parameter estimates for generic data.

scipy.stats.expect(func, a, b, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds)

Expected value of a function (of one argument) with respect to the distribution.

scipy.stats.median(a, b, loc=0, scale=1)

Median of the distribution.

scipy.stats.mean(a, b, loc=0, scale=1)

Mean of the distribution.

scipy.stats.var(a, b, loc=0, scale=1)

Variance of the distribution.

scipy.stats.std(a, b, loc=0, scale=1)

Standard deviation of the distribution.

scipy.stats.interval(alpha, a, b, loc=0, scale=1)

Endpoints of the range that contains alpha percent of the distribution

Parameters:
  • x (array_like) -- quantiles
  • q (array_like) -- lower or upper tail probability
  • b (a,) -- shape parameters
  • loc (array_like, optional) -- location parameter (default=0)
  • scale (array_like, optional) -- scale parameter (default=1)
  • size (int or tuple of ints, optional) -- shape of random variates (default computed from input arguments )
  • moments (str, optional) -- composed of letters ['mvsk'] specifying which moments to compute where 'm' = mean, 'v' = variance, 's' = (Fisher's) skew and 'k' = (Fisher's) kurtosis. (default='mv')
  • the object may be called (as a function) to fix the shape, (Alternatively,) --
  • and scale parameters returning a "frozen" continuous RV object (location,) --
  • = reciprocal(a, b, loc=0, scale=1) (rv) --
    • Frozen RV object with the same methods but holding the given shape,

    location, and scale fixed.

Notes

The probability density function for reciprocal is:

reciprocal.pdf(x, a, b) = 1 / (x*log(b/a))

for a <= x <= b, a, b > 0.

Examples

>>> from scipy.stats import reciprocal
>>> import matplotlib.pyplot as plt
>>> fig, ax = plt.subplots(1, 1)

Calculate a few first moments:

>>> a, b = 0.0062309367010521255, 1.0062309367010522
>>> mean, var, skew, kurt = reciprocal.stats(a, b, moments='mvsk')

Display the probability density function (pdf):

>>> x = np.linspace(reciprocal.ppf(0.01, a, b),
...               reciprocal.ppf(0.99, a, b), 100)
>>> ax.plot(x, reciprocal.pdf(x, a, b),
...          'r-', lw=5, alpha=0.6, label='reciprocal pdf')

Alternatively, freeze the distribution and display the frozen pdf:

>>> rv = reciprocal(a, b)
>>> ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')

Check accuracy of cdf and ppf:

>>> vals = reciprocal.ppf([0.001, 0.5, 0.999], a, b)
>>> np.allclose([0.001, 0.5, 0.999], reciprocal.cdf(vals, a, b))
True

Generate random numbers:

>>> r = reciprocal.rvs(a, b, size=1000)

And compare the histogram:

>>> ax.hist(r, normed=True, histtype='stepfilled', alpha=0.2)
>>> ax.legend(loc='best', frameon=False)
>>> plt.show()