statsmodels.stats.multitest.NullDistribution¶
-
class
statsmodels.stats.multitest.
NullDistribution
(zscores, null_lb=-1, null_ub=1, estimate_mean=True, estimate_scale=True, estimate_null_proportion=False)[source]¶ Estimate a Gaussian distribution for the null Z-scores.
The observed Z-scores consist of both null and non-null values. The fitted distribution of null Z-scores is Gaussian, but may have non-zero mean and/or non-unit scale.
- Parameters
- zscoresarray_like
The observed Z-scores.
- null_lb
float
Z-scores between null_lb and null_ub are all considered to be true null hypotheses.
- null_ub
float
See null_lb.
- estimate_meanbool
If True, estimate the mean of the distribution. If False, the mean is fixed at zero.
- estimate_scalebool
If True, estimate the scale of the distribution. If False, the scale parameter is fixed at 1.
- estimate_null_proportionbool
If True, estimate the proportion of true null hypotheses (i.e. the proportion of z-scores with expected value zero). If False, this parameter is fixed at 1.
Notes
See also:
References
B Efron (2008). Microarrays, Empirical Bayes, and the Two-Groups Model. Statistical Science 23:1, 1-22.
- Attributes
Methods
pdf
(zscores)Evaluates the fitted empirical null Z-score density.