statsmodels.stats.multitest.NullDistribution¶
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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: zscores : array-like
The observed Z-scores.
null_lb : float
Z-scores between null_lb and null_lb are all considered to be true null hypotheses.
null_ub : float
See null_lb.
estimate_mean : bool
If True, estimate the mean of the distribution. If False, the mean is fixed at zero.
estimate_scale : bool
If True, estimate the scale of the distribution. If False, the scale parameter is fixed at 1.
estimate_null_proportion : bool
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
mean (float) The estimated mean of the empirical null distribution sd (float) The estimated standard deviation of the empirical null distribution null_proportion (float) The estimated proportion of true null hypotheses among all hypotheses Methods
pdf(zscores)Evaluates the fitted emirical null Z-score density. Methods
pdf(zscores)Evaluates the fitted emirical null Z-score density.