[SciPy-dev] Problem with F distribution, or with me? - error in stats.fatiguelife.rvs

josef.pktd@gmai... josef.pktd@gmai...
Sun Aug 24 15:19:25 CDT 2008


>On Wed, Aug 13, 2008 at 06:42,  <josef.pktd@gmail.com> wrote:
>> It looks like that there is an error in stats.fatiguelife.rvs
>
>Correct. I have a fix. When I run the scipy test suite tomorrow, I'll check it in.
>
>--
>Robert Kern

Hi,
Running the scipy test suite looks pretty useless for verifying the
actual distribution except for serious mistakes. It didn't detect
before anything wrong with fatiguelife or loggamma (which I think also
gives incorrect random numbers)

The Kolmogorov test in
http://projects.scipy.org/scipy/scipy/browser/trunk/scipy/stats/tests/test_distributions.py
is pretty powerless to detect mistakes in the actual distribution.
N=30 is too small and the fail threshold for the pval for fatiguelife
is set to alpha = 0.01, while for the other distributions it is at
alpha = 0.1.

The pvalue for N=100 or N=1000  should be a much better indicator
whether the random variable really follows the theoretical
distribution.

Josef


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