Python测试我的数据是否遵循对数正态分布

时间:2016-04-22 14:03:55

标签: python matplotlib scipy

您好我的结果分布是正偏斜的,所以我想测试它是否适合对数正态分布或Gumbell分布。

之前我使用过scipy所以我对使用它的解决方案特别感兴趣。

我的数据如下:

listofdata =[2.6631285853098805, 1.948723030911822, 0.7325723211390256, 2.2214185217697033, 3.1973557053902932, 2.721464385217916, 6.047370467406893, 2.1765253837023133, 1.306088411159033, 2.037397915785744, 0.6862715889678953, 1.6537292516821143, 0.6817011291422773, 0.60568083550246, 3.4541516258461225, 1.656598441242852, 0.9973472121207236, 3.994828136966692, 1.2493128240123388, 1.318803895196777, 1.8219708475333733, 1.7803822001562708, 3.5163486988690806, 1.4751609825413308, 0.9884113209191469, 1.2980162786357938, 6.113447232418334, 1.3977589458544686, 1.3801647781025739, 1.590725233816818, 1.1810871981759308, 0.8465477721823732, 3.840200049154681, 1.7554665652380321, 1.5723775058591742, 4.500040304113793, 3.160488460719387, 1.3047308289360104, 2.274979276414489, 0.9723041606774018, 1.1567129068539885, 2.5565846148750895, 2.207555444411525, 3.9312893279475367, 0.9645189125969524, 2.335251067183356, 2.137155238698881, 1.692118350167095, 3.7484654065657317, 2.462059088568015, 1.709511478987372, 5.715634836586185, 4.007251296312767, 0.7920956096185022, 2.022714463787213, 3.6688048370106, 2.403327178013035, 1.3352007066736067, 1.66939693318501, 2.874196897009085, 1.1881850454957774, 2.579568121065461, 3.5966255826677638, 3.6845567419377976, 1.811342042134277, 2.72660313403154, 1.5281549016493845, 3.0009286822719448, 1.9066586300548696, 1.458152722378702, 4.3986928824471185, 2.469956971757018, 2.234841611733566, 2.167520317680794, 2.8227039648170944, 2.1680491069116337, 2.791952773940272, 2.7561204297857445, 3.864343552457842, 4.163309180742488, 1.3885516350912332, 1.5804900958284296, 1.7802071358399305, 1.053751762721538, 1.4606173223348946, 1.6396991782893227, 3.975995706374045, 1.7069750915722237, 2.7394711066762856, 2.932233687553241, 2.801765372352213, 1.8055086910114486, 4.386319520417248, 6.231899492086985, 1.9099936593860443, 1.4623481604454012, 1.6664581852371045, 0.9640381031320316, 3.798087950415322, 5.941754430001641, 0.6396615233190119, 1.6475205547422664, 0.9206837382120625, 1.13649665702186, 3.190532670519826, 1.8179993080793222, 1.2883848748915967, 1.6886913583637237, 3.0253353325933525, 2.5459601801373424, 3.553558930272823, 3.0167019019366195, 2.093910031934536, 2.387012247818087, 6.599382663248629, 2.2250434798564247, 2.217618989085747, 5.029331918631793, 3.8614067384474655, 1.5238916754723622, 1.4413941704278046, 3.7037545029041326, 1.3380847555974584, 2.81986125570312, 1.6722094303958446, 0.8333766382783666, 3.415118103622843, 0.9638789362679631, 1.0872082475073852, 0.653371376107782, 1.9328274820705817, 5.719890351366793, 3.727756437255686, 4.013921036687349, 5.274583205793386, 5.075972778513814, 3.2332547305133743, 4.784095191295217, 1.749928666320386, 0.9466632533417737, 1.7473617554197174, 1.7327087344009329, 4.254653689587041, 2.704724201264992, 1.302947557035884, 4.544662425542001, 1.7359099700035927, 3.762424742225096, 3.2821877078112833, 2.3782263261571073, 5.100654633325338, 4.066351496553931, 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1.4412029778159994, 3.9219205615541917, 4.912245175829266, 1.5603334400589013, 2.060750001743202, 2.2176605660206063, 2.1638446665173547, 6.069381531603165, 1.4174522634614846, 2.6557438655852477, 2.3035186997719967, 3.4088606969399393, 3.8218576477085096, 0.9220973744491742, 2.7727867248032334, 3.5597658039422537, 1.0705020358064419, 2.446479128826161, 5.8158612152005515, 1.7227692291642485, 1.2786263253762058, 1.094889840451913, 2.004283509510617, 2.4416686355784467, 5.001676036540756, 1.7314916420110538, 1.0192792374065558, 1.376025503501194, 1.9554409006370301, 2.911617211807391, 6.058430670167684, 1.3812081238895986, 4.525492684961262, 3.0477125394845994, 0.9271038124867458, 2.965930100533376, 2.143607628397433, 3.2324344761887347, 3.7712935020551077, 1.1845418838483626, 1.2951075263854706, 2.640592456495699, 1.1492445590222249, 2.139926413691671, 1.415089804907359, 1.001728381293617, 2.9862128133023242, 1.722988802145494, 2.7998080908644276, 2.069879670956732, 2.763383217528315, 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由于字符限制,我已经减少了列表。但是,分布应如下所示:

data that I want to fit against lognormal distribution

编辑:我如何定量地找到适合的'数据是分发?

1 个答案:

答案 0 :(得分:7)

您只需使用scipy.stats.lognorm.fit使数据符合对数正态分布即可。这会给你一个元组

(0.60845558877160033, 0.27409944344131409, 1.8037732130179509)

分别代表形状,位置和比例。如果你想要更常见的mu和sigma参数,你可以像这样获得它们

shape, location, scale = scipy.stats.lognorm.fit(listofdata)
mu, sigma = np.log(scale), shape

您可以类似地使用scipy.stats.gumbel_l.fit功能进行相应的分发,这将返回位置和比例。

至于如何测试每个分布的拟合优度,一种可能性是使用scipy.stats.kstest的Kolmogorov-Smirnov检验。