why does scipy.stats.t.ppf return negative values?
I am reviewing sample problems in my statistics book from college. When I look up the percentage point for t-distribution in the appendix of the book, it lists positive values. When I use say for example: stats.t.ppf(0.025,15), it shows -2.131, whereas, my stat book shows 2.131. I tried other parameters and I get same values as what my stat book shows, but again the values it returns are negative.
On Mon, Jun 4, 2012 at 9:22 PM, pybokeh <pybokeh@gmail.com> wrote:
I am reviewing sample problems in my statistics book from college. When I look up the percentage point for t-distribution in the appendix of the book, it lists positive values. When I use say for example: stats.t.ppf(0.025,15), it shows -2.131, whereas, my stat book shows 2.131. I tried other parameters and I get same values as what my stat book shows, but again the values it returns are negative.
You're in the left tail of the distribution. It's symmetric about zero. 2.5 % of zero mean, unit variance numbers that follow Student's t distribution are less than -2.131. 97.5% are less than 2.131. nobs = 100000. np.random.seed(12345) rvs = stats.t(15).rvs(nobs) print np.sum(rvs<stats.t.ppf(.025, 15))/nobs #0.02548 print np.sum(rvs<stats.t.ppf(1-.025, 15))/nobs #0.97441 stats.t.ppf(1 - .025, 15) == np.abs(stats.t.ppf(.025, 15)) Though you may notice things getting screwy close to 1 and 0, depending on the implementation alpha = 1e-9 stats.t.ppf(1 - alpha, 15) == np.abs(stats.t.ppf(alpha, 15)) alpha = np.linspace(0,1,100) stats.t.ppf(alpha, 15) Skipper
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pybokeh
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Skipper Seabold