[SciPy-dev] Problem with F distribution, or with me?
Sun Aug 24 14:49:09 CDT 2008
>On Wed, Aug 13, 2008 at 11:44, <firstname.lastname@example.org> wrote:
>> I think, stats.loggamma.rvs is wrong or uses a definition that I cannot figure out.
>It isn't related to log(gamma.rvs()). It is the same distribution as the "standard" version of lgammaff in VGAM:
I still think there is a problem with the loggamma distribution. I am
attaching a script that compares the random variables generated with
scipy.stats.loggamma.rvs with the theoretical distribution from
scipy.stats.loggamma.pdf and the explicit formula, which is the same
in scipy.stats.loggamma.pdf as in the
script produces many graphs for the range of parameters that seem
reasonable to me.
>From the histograms you can see that the fit of the sample to the
correct pdf is very weak and seems to hold only for some parameter
values, e.g. c=1, c=2. For c=1.5 or 1.6 which is in the range of the
kstest in the scipy tests, the fit does not look very good.
On the other hand, the log of a gamma random variable has a good fit
to the theoretical distribution in scipy.stats.loggamma.pdf.
I have not found any good statistics reference for the loggamma
distribution and its relationship to the log of a gamma random
variable, but from my interpretation of the results, they seem to have
the same distribution. But while googling, I saw neither a positive
nor a negative statement for this.
In my previous use of the gamma distribution in R, I think, I used the
correct random number generator VGAM.rlgamma, which is linked to in
Note: I'm still using matplotlib-0.90.1 and for compatibility I had to
downgrade numpy to 1.0.4, my scipy version is 0.6.0. But I did not see
any relevant changes to scipy.stats in a quick look at the changelogs
Can you run the attached file, and it should give you a quick overview
of whether my suspicious results are real, or whether something has
changed in newer versions, (or if I am really misinterpreting what is
supposed to be going on here).
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