statsmodels.stats.nonparametric.prob_larger_continuous

statsmodels.stats.nonparametric.prob_larger_continuous(distr1, distr2)[source]

Probability indicating that distr1 is stochastically larger than distr2.

This computes

p = P(x1 > x2)

for two continuous distributions, where distr1 and distr2 are the distributions of random variables x1 and x2 respectively.

Parameters
distr1, distr2distributions

Two instances of scipy.stats.distributions. The required methods are cdf of the second distribution and expect of the first distribution.

Returns
pprobability x1 is larger than x2

Notes

This is a one-liner that is added mainly as reference.

Examples

>>> from scipy import stats
>>> prob_larger_continuous(stats.norm, stats.t(5))
0.4999999999999999

# which is the same as >>> stats.norm.expect(stats.t(5).cdf) 0.4999999999999999

# distribution 1 with smaller mean (loc) than distribution 2 >>> prob_larger_continuous(stats.norm, stats.norm(loc=1)) 0.23975006109347669