[Scipy-tickets] [SciPy] #1545: stats.tukeylambda.stats looks wrong
SciPy Trac
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Sun Oct 30 16:57:50 CDT 2011
#1545: stats.tukeylambda.stats looks wrong
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Reporter: josefpktd | Owner: somebody
Type: defect | Status: new
Priority: normal | Milestone: Unscheduled
Component: scipy.stats | Version: 0.9.0
Keywords: |
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Comment(by warren.weckesser):
Here's a quick implementation of the formula from
http://en.wikipedia.org/wiki/Tukey_lambda_distribution (gamma is from
scipy.special):
{{{
In [31]: def tlvar(lam):
....: v = (2/(lam**2))*(1/(1+2*lam) -
gamma(lam+1)**2/gamma(2*lam+2))
....: return v
....:
In [32]: tlvar(0.14)
Out[32]: 2.1102970222144855
In [33]: tlvar(3.1321477856738267)
Out[33]: 0.02687245442325796
}}}
Here what is in scipy.stats.distributions.py:
{{{
mu2 = 2*gam(lam+1.5)-lam*pow(4,-lam)*sqrt(pi)*gam(lam)*(1-2*lam)
mu2 /= lam*lam*(1+2*lam)*gam(1+1.5)
}}}
I don't know where that formula comes from, and it certainly doesn't
appear to be correct.
--
Ticket URL: <http://projects.scipy.org/scipy/ticket/1545#comment:1>
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