scipy.stats.nakagami — SciPy v1.15.2 Manual (original) (raw)
scipy.stats.nakagami = <scipy.stats._continuous_distns.nakagami_gen object>[source]#
A Nakagami continuous random variable.
As an instance of the rv_continuous class, nakagami object inherits from it a collection of generic methods (see below for the full list), and completes them with details specific for this particular distribution.
Notes
The probability density function for nakagami is:
\[f(x, \nu) = \frac{2 \nu^\nu}{\Gamma(\nu)} x^{2\nu-1} \exp(-\nu x^2)\]
for \(x >= 0\), \(\nu > 0\). The distribution was introduced in[2], see also [1] for further information.
nakagami takes nu
as a shape parameter for \(\nu\).
The probability density above is defined in the “standardized” form. To shift and/or scale the distribution use the loc
and scale
parameters. Specifically, nakagami.pdf(x, nu, loc, scale)
is identically equivalent to nakagami.pdf(y, nu) / scale
withy = (x - loc) / scale
. Note that shifting the location of a distribution does not make it a “noncentral” distribution; noncentral generalizations of some distributions are available in separate classes.
References
[2]
M. Nakagami, “The m-distribution - A general formula of intensity distribution of rapid fading”, Statistical methods in radio wave propagation, Pergamon Press, 1960, 3-36.DOI:10.1016/B978-0-08-009306-2.50005-4
Examples
import numpy as np from scipy.stats import nakagami import matplotlib.pyplot as plt fig, ax = plt.subplots(1, 1)
Calculate the first four moments:
nu = 4.97 mean, var, skew, kurt = nakagami.stats(nu, moments='mvsk')
Display the probability density function (pdf
):
x = np.linspace(nakagami.ppf(0.01, nu), ... nakagami.ppf(0.99, nu), 100) ax.plot(x, nakagami.pdf(x, nu), ... 'r-', lw=5, alpha=0.6, label='nakagami pdf')
Alternatively, the distribution object can be called (as a function) to fix the shape, location and scale parameters. This returns a “frozen” RV object holding the given parameters fixed.
Freeze the distribution and display the frozen pdf
:
rv = nakagami(nu) ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')
Check accuracy of cdf
and ppf
:
vals = nakagami.ppf([0.001, 0.5, 0.999], nu) np.allclose([0.001, 0.5, 0.999], nakagami.cdf(vals, nu)) True
Generate random numbers:
r = nakagami.rvs(nu, size=1000)
And compare the histogram:
ax.hist(r, density=True, bins='auto', histtype='stepfilled', alpha=0.2) ax.set_xlim([x[0], x[-1]]) ax.legend(loc='best', frameon=False) plt.show()
Methods
rvs(nu, loc=0, scale=1, size=1, random_state=None) | Random variates. |
---|---|
pdf(x, nu, loc=0, scale=1) | Probability density function. |
logpdf(x, nu, loc=0, scale=1) | Log of the probability density function. |
cdf(x, nu, loc=0, scale=1) | Cumulative distribution function. |
logcdf(x, nu, loc=0, scale=1) | Log of the cumulative distribution function. |
sf(x, nu, loc=0, scale=1) | Survival function (also defined as 1 - cdf, but sf is sometimes more accurate). |
logsf(x, nu, loc=0, scale=1) | Log of the survival function. |
ppf(q, nu, loc=0, scale=1) | Percent point function (inverse of cdf — percentiles). |
isf(q, nu, loc=0, scale=1) | Inverse survival function (inverse of sf). |
moment(order, nu, loc=0, scale=1) | Non-central moment of the specified order. |
stats(nu, loc=0, scale=1, moments=’mv’) | Mean(‘m’), variance(‘v’), skew(‘s’), and/or kurtosis(‘k’). |
entropy(nu, loc=0, scale=1) | (Differential) entropy of the RV. |
fit(data) | Parameter estimates for generic data. See scipy.stats.rv_continuous.fit for detailed documentation of the keyword arguments. |
expect(func, args=(nu,), loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) | Expected value of a function (of one argument) with respect to the distribution. |
median(nu, loc=0, scale=1) | Median of the distribution. |
mean(nu, loc=0, scale=1) | Mean of the distribution. |
var(nu, loc=0, scale=1) | Variance of the distribution. |
std(nu, loc=0, scale=1) | Standard deviation of the distribution. |
interval(confidence, nu, loc=0, scale=1) | Confidence interval with equal areas around the median. |