scipy.special.nrdtrisd — SciPy v1.15.2 Manual (original) (raw)

scipy.special.nrdtrisd(mn, p, x, out=None) = <ufunc 'nrdtrisd'>#

Calculate standard deviation of normal distribution given other params.

Parameters:

mnscalar or ndarray

The mean of the normal distribution.

parray_like

CDF values, in range (0, 1].

xarray_like

Quantiles, i.e. the upper limit of integration.

outndarray, optional

Optional output array for the function results

Returns:

stdscalar or ndarray

Standard deviation.

See also

scipy.stats.norm

Normal distribution

ndtr

Standard normal cumulative probability distribution

ndtri

Inverse of standard normal CDF with respect to quantile

nrdtrimn

Inverse of normal distribution CDF with respect to mean

Examples

nrdtrisd can be used to recover the standard deviation of a normal distribution if we know the CDF value p for a given quantile x and the mean mn. First, we calculate the normal distribution CDF for an exemplary parameter set.

from scipy.stats import norm mean = 3. std = 2. x = 6. p = norm.cdf(x, loc=mean, scale=std) p 0.9331927987311419

Verify that nrdtrisd returns the original value for std.

from scipy.special import nrdtrisd nrdtrisd(mean, p, x) 2.0000000000000004