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

nobsfloat

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

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