FisherSnedecorFactory

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../../_images/openturns-FisherSnedecorFactory-1.png
class FisherSnedecorFactory(*args)

Fisher-Snedecor factory.

Available constructor:

FisherSnedecorFactory()

Notes

Several estimators to build a FisherSnedecor distribution from a scalar sample are proposed.

Maximum likelihood estimator:

The parameters are estimated by numerical maximum likelihood estimation. The starting point of the optimization algorithm is based on the moment based estimator.

The optimization sets lower bounds for the d_1 and d_2 parameters in order to ensure that d_1>0 and d_2>0. The default values for these lower bounds are from the ResourceMap keys FisherSnedecorFactory-D1LowerBound and FisherSnedecorFactory-D2LowerBound.

Moment based estimator:

Lets denote:

  • \displaystyle \overline{x}_n = \frac{1}{n} \sum_{i=1}^n x_i the empirical mean of the sample,

  • \displaystyle s_n^2 = \frac{1}{n-1} \sum_{i=1}^n (x_i - \overline{x}_n)^2 its empirical variance,

We first compute d_2:

d_2 = \frac{2 \overline{x}_n}{\overline{x}_n-1}

if \overline{x}_n>1 (otherwise, the moment based estimator fails).

Then we compute d_1:

d_1 = \frac{2 d_2^2 (d_2-2)}{(d_2-2)^2 (d_2-4)s_n^2 - 2d_2^2}

if s_n^2>0 (otherwise, the moment based estimator fails).

Examples

In the following example, the parameters of a FisherSnedecor are estimated from a sample.

>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> size = 10000
>>> distribution = ot.FisherSnedecor(4.5, 8.4)
>>> sample = distribution.getSample(size)
>>> factory = ot.TruncatedNormalFactory()
>>> estimated = factory.build(sample)
>>> estimated = factory.buildMethodOfMoments(sample)
>>> estimated = factory.buildMethodOfLikelihoodMaximization(sample)

Methods

build(*args)

Estimate the distribution using the default strategy.

buildAsFisherSnedecor(*args)

Estimate the distribution using the default strategy.

buildEstimator(*args)

Build the distribution and the parameter distribution.

buildMethodOfLikelihoodMaximization(sample)

Method of likelihood maximization.

buildMethodOfMoments(sample)

Method of moments estimator.

getBootstrapSize()

Accessor to the bootstrap size.

getClassName()

Accessor to the object’s name.

getId()

Accessor to the object’s id.

getName()

Accessor to the object’s name.

getShadowedId()

Accessor to the object’s shadowed id.

getVisibility()

Accessor to the object’s visibility state.

hasName()

Test if the object is named.

hasVisibleName()

Test if the object has a distinguishable name.

setBootstrapSize(bootstrapSize)

Accessor to the bootstrap size.

setName(name)

Accessor to the object’s name.

setShadowedId(id)

Accessor to the object’s shadowed id.

setVisibility(visible)

Accessor to the object’s visibility state.

__init__(*args)

Initialize self. See help(type(self)) for accurate signature.

build(*args)

Estimate the distribution using the default strategy.

Parameters
sampleSample

Data

Returns
distributionDistribution

The estimated distribution

Notes

The default strategy is using the maximum likelihood estimators.

buildAsFisherSnedecor(*args)

Estimate the distribution using the default strategy.

Available usages:

buildAsFisherSnedecor(sample)

buildAsFisherSnedecor(param)

Parameters
sample2-d sequence of float

Sample from which the distribution parameters are estimated.

paramCollection of PointWithDescription

A vector of parameters of the distribution.

Returns
distFisherSnedecor

The built distribution.

Notes

The default strategy is using the maximum likelihood estimators.

buildEstimator(*args)

Build the distribution and the parameter distribution.

Parameters
sample2-d sequence of float

Sample from which the distribution parameters are estimated.

parametersDistributionParameters

Optional, the parametrization.

Returns
resDistDistributionFactoryResult

The results.

Notes

According to the way the native parameters of the distribution are estimated, the parameters distribution differs:

  • Moments method: the asymptotic parameters distribution is normal and estimated by Bootstrap on the initial data;

  • Maximum likelihood method with a regular model: the asymptotic parameters distribution is normal and its covariance matrix is the inverse Fisher information matrix;

  • Other methods: the asymptotic parameters distribution is estimated by Bootstrap on the initial data and kernel fitting (see KernelSmoothing).

If another set of parameters is specified, the native parameters distribution is first estimated and the new distribution is determined from it:

  • if the native parameters distribution is normal and the transformation regular at the estimated parameters values: the asymptotic parameters distribution is normal and its covariance matrix determined from the inverse Fisher information matrix of the native parameters and the transformation;

  • in the other cases, the asymptotic parameters distribution is estimated by Bootstrap on the initial data and kernel fitting.

buildMethodOfLikelihoodMaximization(sample)

Method of likelihood maximization.

Refer to MaximumLikelihoodFactory.

Parameters
sampleSample

Data

Returns
distributionFisherSnedecor

The estimated distribution

buildMethodOfMoments(sample)

Method of moments estimator.

Parameters
sampleSample

Data

Returns
distributionFisherSnedecor

The estimated distribution

getBootstrapSize()

Accessor to the bootstrap size.

Returns
sizeinteger

Size of the bootstrap.

getClassName()

Accessor to the object’s name.

Returns
class_namestr

The object class name (object.__class__.__name__).

getId()

Accessor to the object’s id.

Returns
idint

Internal unique identifier.

getName()

Accessor to the object’s name.

Returns
namestr

The name of the object.

getShadowedId()

Accessor to the object’s shadowed id.

Returns
idint

Internal unique identifier.

getVisibility()

Accessor to the object’s visibility state.

Returns
visiblebool

Visibility flag.

hasName()

Test if the object is named.

Returns
hasNamebool

True if the name is not empty.

hasVisibleName()

Test if the object has a distinguishable name.

Returns
hasVisibleNamebool

True if the name is not empty and not the default one.

setBootstrapSize(bootstrapSize)

Accessor to the bootstrap size.

Parameters
sizeinteger

Size of the bootstrap.

setName(name)

Accessor to the object’s name.

Parameters
namestr

The name of the object.

setShadowedId(id)

Accessor to the object’s shadowed id.

Parameters
idint

Internal unique identifier.

setVisibility(visible)

Accessor to the object’s visibility state.

Parameters
visiblebool

Visibility flag.