Quickstart

fcaz distributions are used like frozen scipy.stats distributions: construct one with scale, then call pdf, cdf, sf, ppf or rvs.

>>> from fcaz.stats import invexpon
>>> X = invexpon(scale=4)
>>> round(float(X.cdf(6)), 4)
0.5134

Hazard functions

fcaz.stats.hf() and fcaz.stats.chf() work on any frozen distribution, scipy’s included.

>>> from scipy import stats
>>> from fcaz.stats import chf, hf
>>> round(float(hf(stats.expon(scale=8), 2.5)), 4)
0.125
>>> round(float(chf(stats.expon(scale=8), 2.5)), 4)
0.3125

Mixtures

A random variable that is an exponential with mean 8 with probability 0.4 and an inverse exponential with \(\theta = 3\) with probability 0.6:

>>> from fcaz.stats import Mixture
>>> X = Mixture([stats.expon(scale=8), invexpon(scale=3)], [0.4, 0.6])
>>> round(float(X.sf(2.5)), 4)
0.7119
>>> round(float(X.chf(2.5)), 4)
0.3398
>>> X.rvs(size=3, random_state=0).shape
(3,)