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

Attributes

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