[SciPy-User] scipy.stats.distributions.erlang - "boring" consensus building in a ticket

josef.pktd@gmai... josef.pktd@gmai...
Sun May 6 09:46:38 CDT 2012


On Sat, May 5, 2012 at 5:59 PM, nicky van foreest <vanforeest@gmail.com> wrote:
> Hi,
>
> I just looked through the discussion in the ticket. Both sides (1: the
> scale k should be an int, 2) allow k to be a float) make sense. From
> my background in queueing I am inclined to say that k should be
> restricted to the integers as in queueing theory the Erlang-k
> distribution is used to model some distribution for which k can only
> be an int. On the other hand, I am unsure whether a user of the Erlang
> distribution should be protected from filling in a float. In all (?)
> books on queueing and probability it is written that the Erlang
> distribution is a special case of the gamma distribution, so users of
> the Erlang distribution should know this (.... kind of, hopefully).
>
> >From an implementation point of view I think that aliasing Erlang to
> the gamma distribution makes good sense, and I don't believe that the
> users or the Erlang distribution require to be protected against
> filling in floats. Perhaps a sentence in the docstring of the Erlang
> distribution that it is an alias of the gamma distribution, hence does
> not check on the scale being an int, will prevent some potential
> misuse.

Thanks for the comments.

Do you think it would be useful to have fit() restrict to integers?

I guess currently nobody uses erlang.fit() because, at least in the
example, it doesn't work with default parameters.

import numpy as np
from scipy import stats

#add fitstart to erlang, otherwise it doesn't work
stats.erlang._fitstart = stats.gamma._fitstart

np.random.seed(876589)
rvs = stats.erlang.rvs(5, size=500)

for dist in [stats.erlang, stats.gamma]:
    print '\n', dist.name
    p0 = dist.fit(rvs)
    print stats.gamma.nnlf(p0, rvs), p0
    print

    for k in range(10):
        p = dist.fit(rvs, f0=k)
        print dist.nnlf(p, rvs), p

Josef

>
> Nicky
>
>
>
> On 5 May 2012 22:20,  <josef.pktd@gmail.com> wrote:
>> Should we restrict the shape parameter to be an integer instead of a float?
>>
>> http://projects.scipy.org/scipy/ticket/1647
>>
>> Let's ask the users:
>>
>> Does anyone want an exception if the shape parameter is not an integer?
>> Is there a demand or use case for estimating the shape parameter as an
>> integer instead of a float?
>>
>> right now erlang and gamma are essentially the same, as far as I can see
>>
>> Josef
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