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, distr2
distributions
Two instances of scipy.stats.distributions. The required methods are cdf of the second distribution and expect of the first distribution.
- distr1, distr2
- Returns:
- p
probability
x1
is
larger
than
x2
- p
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