3.4.3.3.2. statsmodels.emplike.descriptive.DescStatUV¶
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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
3.4.3.3.2.1. Methods¶
__init__ (endog) |
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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 |