scipy.stats.fisk

scipy.stats.fisk = <scipy.stats._continuous_distns.fisk_gen object at 0x5833450>

A Fisk continuous random variable.

The Fisk distribution is also known as the log-logistic distribution, and equals the Burr distribution with d == 1.

fisk takes c as a shape parameter.

As an instance of the rv_continuous class, fisk object inherits from it a collection of generic methods (see below for the full list), and completes them with details specific for this particular distribution.

See also

burr

Notes

The probability density function for fisk is:

fisk.pdf(x, c) = c * x**(-c-1) * (1 + x**(-c))**(-2)

for x > 0.

fisk takes c as a shape parameters.

The probability density above is defined in the “standardized” form. To shift and/or scale the distribution use the loc and scale parameters. Specifically, fisk.pdf(x, c, loc, scale) is identically equivalent to fisk.pdf(y, c) / scale with y = (x - loc) / scale.

Examples

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

Calculate a few first moments:

>>> c = 3.09
>>> mean, var, skew, kurt = fisk.stats(c, moments='mvsk')

Display the probability density function (pdf):

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

Alternatively, the distribution object can be called (as a function) to fix the shape, location and scale parameters. This returns a “frozen” RV object holding the given parameters fixed.

Freeze the distribution and display the frozen pdf:

>>> rv = fisk(c)
>>> ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')

Check accuracy of cdf and ppf:

>>> vals = fisk.ppf([0.001, 0.5, 0.999], c)
>>> np.allclose([0.001, 0.5, 0.999], fisk.cdf(vals, c))
True

Generate random numbers:

>>> r = fisk.rvs(c, size=1000)

And compare the histogram:

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

(Source code)

Methods

rvs(c, loc=0, scale=1, size=1, random_state=None)	Random variates.
pdf(x, c, loc=0, scale=1)	Probability density function.
logpdf(x, c, loc=0, scale=1)	Log of the probability density function.
cdf(x, c, loc=0, scale=1)	Cumulative density function.
logcdf(x, c, loc=0, scale=1)	Log of the cumulative density function.
sf(x, c, loc=0, scale=1)	Survival function (also defined as 1 - cdf, but sf is sometimes more accurate).
logsf(x, c, loc=0, scale=1)	Log of the survival function.
ppf(q, c, loc=0, scale=1)	Percent point function (inverse of cdf — percentiles).
isf(q, c, loc=0, scale=1)	Inverse survival function (inverse of sf).
moment(n, c, loc=0, scale=1)	Non-central moment of order n
stats(c, loc=0, scale=1, moments='mv')	Mean(‘m’), variance(‘v’), skew(‘s’), and/or kurtosis(‘k’).
entropy(c, loc=0, scale=1)	(Differential) entropy of the RV.
fit(data, c, loc=0, scale=1)	Parameter estimates for generic data.
expect(func, args=(c,), 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(c, loc=0, scale=1)	Median of the distribution.
mean(c, loc=0, scale=1)	Mean of the distribution.
var(c, loc=0, scale=1)	Variance of the distribution.
std(c, loc=0, scale=1)	Standard deviation of the distribution.
interval(alpha, c, loc=0, scale=1)	Endpoints of the range that contains alpha percent of the distribution