在阅读关于泊松分布应用的recent blog post之后,我尝试使用Python的'scipy.stats'模块以及Excel / LibreOffice'POISSON'和'CHITEST'函数再现其发现。
对于文章中显示的预期值,我只使用了:
import scipy.stats
for i in range(8):
print(scipy.stats.poisson.pmf(i, 2)*31)
这再现了博客文章中显示的表格 - 我还在LibreOffice中重新创建了它,使用了第一列A,其在单元格A1,A2,...,A8中具有值0到7,以及简单的公式' = POISSON(A1,2,0)* 31'在B列的前8行重复。
到目前为止一直很好 - 现在是卡方检验的p值:
在LibreOffice下,我只记下了单元格C1-C8中的观察值,并使用'= CHITEST(C1:C8,B1:B8)'来重现文章报告的p值为0.18。然而,在scipy.stats下,我似乎无法重现这个值:
import numpy as np
import scipy.stats
obs = [4, 10, 7, 5, 4, 0, 0, 1]
exp = [scipy.stats.poisson.pmf(i, 2)*31 for i in range(8)]
# we only estimated one variable (the rate of 2 killings per year via 62/31)
# so dof will be N-1-estimates
estimates = 1
print(scipy.stats.chisquare(np.array(obs), np.array(exp), ddof=len(obs)-1-estimates))
# (10.112318133864241, 0.0014728159441179519)
# the p-test value reported is 0.00147, not 0.18...
#
# Maybe I need to aggregate categories with observations less than 5
# (as suggested in many textbooks of statistics for chi-squared tests)?
observedAggregateLessThan5 = [14, 7, 5, 5]
expectedAggregateLessThan5 = [exp[0]+exp[1], exp[2], exp[3], sum(exp[4:])]
print(scipy.stats.chisquare(np.array(observedAggregateLessThan5), np.array(expectedAggregateLessThan5), ddof=len(observedAggregateLessThan5)-1-estimates))
# (0.53561749342466913, 0.46425467595930309)
# Again the p-test value computed is not 0.18, it is 0.46...
我做错了什么?
答案 0 :(得分:4)
您没有正确使用ddof
参数。 ddof
是要进行默认自由度的更改。默认值比长度小1。因此,您根本不必指定ddof
:
In [21]: obs
Out[21]: [4, 10, 7, 5, 4, 0, 0, 1]
In [22]: exp
Out[22]:
[4.1953937803349941,
8.3907875606699882,
8.3907875606699882,
5.5938583737799901,
2.796929186889995,
1.1187716747559984,
0.37292389158533251,
0.10654968331009501]
In [23]: chisquare(obs, f_exp=array(exp))
Out[23]: (10.112318133864241, 0.1822973566091409)