statsmodels.emplike.descriptive.DescStatUV¶
-
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
- endog1darray
Data to be analyzed
- Attributes
- endog1darray
Data to be analyzed
- nobs
float
Number of observations
Methods
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-likelihood ratio and the p-value for the hypothesized variance