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 |
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endog
1darray – Data to be analyzed
nobs
float – Number of observations
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 hypothesis test for skewness and kurtosis |
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 hypothesized variance |
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.emplike.descriptive.DescStatUV.html