2014 May 21
Key methods of the distribution classes in scipy.stats
.

pdf — probability density function
 Probability of obtaining
x < q < x + dx
ispdf(x) dx
 Derivative of CDF
 Goes to 0 at ±∞ for anything not insane
 Not invertible because it’s humpshaped!
 Probability of obtaining

cdf — cumulative distribution function
 Probability of obtaining
q < x
iscdf(x)
 Integral of CDF
 Invertible (to the PPf)
CDF = 1 – SF
cdf(∞) = 0
cdf(+∞) = 1
 Probability of obtaining

ppf — percentpoint 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.
 If many samples are drawn, a fraction z will have values

sf — survival function
 Probability of obtaining
q > x
issf(x)
SF = 1 – CDF
sf(∞) = 1
sf(+∞) = 0
 Probability of obtaining

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.
 If many samples are drawn, a fraction z will have values
There also exist logpdf, logcdf, and logsf, with the intuitive definitions.