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scipy stats.genpareto() | Python

Last Updated : 27 Mar, 2019
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scipy.stats.genpareto() is an generalized Pareto continuous random variable that is defined with a standard format and some shape parameters to complete its specification.
Parameters : -> q : lower and upper tail probability -> a, b : shape parameters -> x : quantiles -> loc : [optional]location parameter. Default = 0 -> scale : [optional]scale parameter. Default = 1 -> size : [tuple of ints, optional] shape or random variates. -> moments : [optional] composed of letters [‘mvsk’]; 'm' = mean, 'v' = variance, 's' = Fisher's skew and 'k' = Fisher's kurtosis. (default = 'mv'). Results : generalized Pareto continuous random variable
Code #1 : Creating generalized Pareto continuous random variable Python3
from scipy.stats import genpareto 

numargs = genpareto .numargs
[a] = [0.7, ] * numargs
rv = genpareto (a)

print ("RV : \n", rv) 
Output :
RV : 
 <scipy.stats._distn_infrastructure.rv_frozen object at 0x0000018D579B85C0>
Code #2 : generalized Pareto random variates. Python3 1==
import numpy as np
quantile = np.arange (0.01, 1, 0.1)
 
# Random Variates
R = genpareto.rvs(a, scale = 2,  size = 10)
print ("Random Variates : \n", R)
Output :
Random Variates : 
 [ 1.55978773  0.03897083  7.68148511  0.78339525  1.1217962   0.20434352
  1.16663003  2.06115353 12.82886098  0.27780119]
Code #3 : Graphical Representation. Python3
import numpy as np
import matplotlib.pyplot as plt

distribution = np.linspace(0, np.minimum(rv.dist.b, 3))
print("Distribution : \n", distribution)

plot = plt.plot(distribution, rv.pdf(distribution))
Output :
Distribution : 
 [0.         0.06122449 0.12244898 0.18367347 0.24489796 0.30612245
 0.36734694 0.42857143 0.48979592 0.55102041 0.6122449  0.67346939
 0.73469388 0.79591837 0.85714286 0.91836735 0.97959184 1.04081633
 1.10204082 1.16326531 1.2244898  1.28571429 1.34693878 1.40816327
 1.46938776 1.53061224 1.59183673 1.65306122 1.71428571 1.7755102
 1.83673469 1.89795918 1.95918367 2.02040816 2.08163265 2.14285714
 2.20408163 2.26530612 2.32653061 2.3877551  2.44897959 2.51020408
 2.57142857 2.63265306 2.69387755 2.75510204 2.81632653 2.87755102
 2.93877551 3.        ]
Code #4 : Varying Positional Arguments Python3 1==
import matplotlib.pyplot as plt
import numpy as np

x = np.linspace(0, 5, 100)

# Varying positional arguments
y1 = genpareto.pdf(x, 1, 3)
y2 = genpareto.pdf(x, 1, 4)
plt.plot(x, y1, "*", x, y2, "r--")
Output :

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