An exponential power 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:
Parameters: | x : array_like
q : array_like
b : array_like
loc : array_like, optional
scale : array_like, optional
size : int or tuple of ints, optional
moments : str, optional
Alternatively, the object may be called (as a function) to fix the shape, location, and scale parameters returning a “frozen” continuous RV object: rv = exponpow(b, loc=0, scale=1)
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Notes
The probability density function for exponpow is:
exponpow.pdf(x, b) = b * x**(b-1) * exp(1 + x**b - exp(x**b))
for x >= 0, b > 0. Note that this is a different distribution from the exponential power distribution that is also known under the names “generalized normal” or “generalized Gaussian”.
References
http://www.math.wm.edu/~leemis/chart/UDR/PDFs/Exponentialpower.pdf
Examples
>>> from scipy.stats import exponpow
>>> import matplotlib.pyplot as plt
>>> fig, ax = plt.subplots(1, 1)
Calculate a few first moments:
>>> b = 2.69711916036
>>> mean, var, skew, kurt = exponpow.stats(b, moments='mvsk')
Display the probability density function (pdf):
>>> x = np.linspace(exponpow.ppf(0.01, b),
... exponpow.ppf(0.99, b), 100)
>>> ax.plot(x, exponpow.pdf(x, b),
... 'r-', lw=5, alpha=0.6, label='exponpow pdf')
Alternatively, freeze the distribution and display the frozen pdf:
>>> rv = exponpow(b)
>>> ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')
Check accuracy of cdf and ppf:
>>> vals = exponpow.ppf([0.001, 0.5, 0.999], b)
>>> np.allclose([0.001, 0.5, 0.999], exponpow.cdf(vals, b))
True
Generate random numbers:
>>> r = exponpow.rvs(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()
Methods
rvs(b, loc=0, scale=1, size=1) | Random variates. |
pdf(x, b, loc=0, scale=1) | Probability density function. |
logpdf(x, b, loc=0, scale=1) | Log of the probability density function. |
cdf(x, b, loc=0, scale=1) | Cumulative density function. |
logcdf(x, b, loc=0, scale=1) | Log of the cumulative density function. |
sf(x, b, loc=0, scale=1) | Survival function (1-cdf — sometimes more accurate). |
logsf(x, b, loc=0, scale=1) | Log of the survival function. |
ppf(q, b, loc=0, scale=1) | Percent point function (inverse of cdf — percentiles). |
isf(q, b, loc=0, scale=1) | Inverse survival function (inverse of sf). |
moment(n, b, loc=0, scale=1) | Non-central moment of order n |
stats(b, loc=0, scale=1, moments=’mv’) | Mean(‘m’), variance(‘v’), skew(‘s’), and/or kurtosis(‘k’). |
entropy(b, loc=0, scale=1) | (Differential) entropy of the RV. |
fit(data, b, loc=0, scale=1) | Parameter estimates for generic data. |
expect(func, 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. |
median(b, loc=0, scale=1) | Median of the distribution. |
mean(b, loc=0, scale=1) | Mean of the distribution. |
var(b, loc=0, scale=1) | Variance of the distribution. |
std(b, loc=0, scale=1) | Standard deviation of the distribution. |
interval(alpha, b, loc=0, scale=1) | Endpoints of the range that contains alpha percent of the distribution |