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:

endog : 1darray

Data to be analyzed

Attributes

endog	(1darray) 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
`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-likelihoog ratio and the p-value for the

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
`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-likelihoog ratio and the p-value for the