mqr.inference.dist.

test_1sample#

mqr.inference.dist.test_1sample(x, test='ad-norm')#

Hypothesis test on sampling distribution.

Null-hypothesis
‘ad-norm’, ‘ks-norm’
x was sampled from the a normal distribution
Parameters:
xarray_like

Test the distribution of these values.

test{‘ad-norm’, ‘ks-norm’}, optional
‘ad-norm’
Anderson-Darling normality test. Calls sm..normal_ad.
‘ks-norm’
Kolmogoroc-Smirnov test against the normal distribution. Calls sm..kstest_normal.
‘lf-norm’
Lilliefors test against the normal distribution. Lilliefors test is a Kolmogorov-Smirnov test with estimated parameters. Calls sm..lilliefors.
‘sw-norm’
Shapiro-Wilk normality test. Calls scipy..shaprio.
‘dp-norm’
Dagastino-Pearson normality test. Calls scipy..normaltest.
‘jb-norm’
Jarque-Bera normality test. Can lead to high Type-I error under some conditions, see the discussion on Wikipedia. Calls scipy..jarque_bera.
‘cvm-norm’
Cramer-von Mises test for goodness of fit, applied to the standard Normal CDF. Calls scipy..cramervonmises.
Returns:
mqr.inference.hyptest.HypothesisTest