scipy.stats Cheat Sheet

2014 May 21

Key methods of the distribution classes in scipy.stats.

• pdf — probability density function

  • Probability of obtaining x < q < x + dx is pdf(x) dx
  • Derivative of CDF
  • Goes to 0 at ±∞ for anything not insane
  • Not invertible because it’s hump-shaped!

• cdf — cumulative distribution function

  • Probability of obtaining q < x is cdf(x)
  • Integral of CDF
  • Invertible (to the PPf)
  • CDF = 1 – SF
  • cdf(-∞) = 0
  • cdf(+∞) = 1

• ppf — percent-point function (inverse CDF)

  • If many samples are drawn, a fraction z will have values q < ppf(z).
  • PPF = inverse of CDF
  • Domain is zero to unity, inclusive; range indeterminate, possibly infinite.

• sf — survival function

  • Probability of obtaining q > x is sf(x)
  • SF = 1 – CDF
  • sf(-∞) = 1
  • sf(+∞) = 0

• isf — inverse survival function

  • If many samples are drawn, a fraction z will have values q > ppf(z).
  • ISF = inverse of SF (duh)
  • Domain is zero to unity, inclusive; range indeterminate, possibly infinite.

There also exist logpdf, logcdf, and logsf, with the intuitive definitions.