[Scipy-tickets] [SciPy] #1097: stats.anderson wrong results for gumbel?

SciPy Trac scipy-tickets@scipy....
Thu Jan 21 18:37:11 CST 2010


#1097: stats.anderson wrong results for gumbel?
-------------------------+--------------------------------------------------
 Reporter:  josefpktd    |       Owner:  somebody
     Type:  defect       |      Status:  new     
 Priority:  normal       |   Milestone:  0.8.0   
Component:  scipy.stats  |     Version:  0.7.0   
 Keywords:               |  
-------------------------+--------------------------------------------------
 the results of stats.anderson for gumbel don't look correct
 Unless it is the wrong distribution, then the test should be accepted in
 this case

 {{{
 >>> rvs_g = stats.gumbel_l.rvs(size=1000)
 >>> stats.anderson(rvs_g,dist='gumbel')
 (294.7242586779887, array([ 0.471,  0.633,  0.752,  0.871,  1.031]),
 array([ 25. ,  10. ,   5. ,   2.5,   1. ]))
 }}}


 the other ones look ok

 {{{
 >>> rvs_l = stats.logistic.rvs(size=1000)
 >>> print stats.anderson(rvs_l,dist='logistic')
 (0.2534015725422023, array([ 0.426,  0.563,  0.66 ,  0.769,  0.906,  1.01
 ]), array([ 25. ,  10. ,   5. ,   2.5,   1. ,   0.5]))

 >>> rvs_e = stats.expon.rvs(size=1000)
 >>> stats.anderson(rvs_e,dist='expon')
 (0.36914960049273304, array([ 0.921,  1.077,  1.34 ,  1.605,  1.956]),
 array([ 15. ,  10. ,   5. ,   2.5,   1. ]))
 >>>

 >>> rvs_n = stats.norm.rvs(loc=2.0, scale=5, size=5000)
 >>> stats.anderson(rvs_n,dist='norm')
 (0.36402451624690002, array([ 0.576,  0.655,  0.786,  0.917,  1.091]),
 array([ 15. ,  10. ,   5. ,   2.5,   1. ]))

 }}}

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1097>
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