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diff --git a/Doc/library/statistics.rst b/Doc/library/statistics.rst new file mode 100644 index 0000000..4e77838 --- /dev/null +++ b/Doc/library/statistics.rst @@ -0,0 +1,418 @@ +:mod:`statistics` --- Mathematical statistics functions +======================================================= + +.. module:: statistics + :synopsis: mathematical statistics functions +.. moduleauthor:: Steven D'Aprano <steve+python@pearwood.info> +.. sectionauthor:: Steven D'Aprano <steve+python@pearwood.info> + +.. versionadded:: 3.4 + +.. testsetup:: * + + from statistics import * + __name__ = '<doctest>' + +**Source code:** :source:`Lib/statistics.py` + +-------------- + +This module provides functions for calculating mathematical statistics of +numeric (:class:`Real`-valued) data. + +.. note:: + + Unless explicitly noted otherwise, these functions support :class:`int`, + :class:`float`, :class:`decimal.Decimal` and :class:`fractions.Fraction`. + Behaviour with other types (whether in the numeric tower or not) is + currently unsupported. Mixed types are also undefined and + implementation-dependent. If your input data consists of mixed types, + you may be able to use :func:`map` to ensure a consistent result, e.g. + ``map(float, input_data)``. + +Averages and measures of central location +----------------------------------------- + +These functions calculate an average or typical value from a population +or sample. + +======================= ============================================= +:func:`mean` Arithmetic mean ("average") of data. +:func:`median` Median (middle value) of data. +:func:`median_low` Low median of data. +:func:`median_high` High median of data. +:func:`median_grouped` Median, or 50th percentile, of grouped data. +:func:`mode` Mode (most common value) of discrete data. +======================= ============================================= + +Measures of spread +------------------ + +These functions calculate a measure of how much the population or sample +tends to deviate from the typical or average values. + +======================= ============================================= +:func:`pstdev` Population standard deviation of data. +:func:`pvariance` Population variance of data. +:func:`stdev` Sample standard deviation of data. +:func:`variance` Sample variance of data. +======================= ============================================= + + +Function details +---------------- + +Note: The functions do not require the data given to them to be sorted. +However, for reading convenience, most of the examples show sorted sequences. + +.. function:: mean(data) + + Return the sample arithmetic mean of *data*, a sequence or iterator of + real-valued numbers. + + The arithmetic mean is the sum of the data divided by the number of data + points. It is commonly called "the average", although it is only one of many + different mathematical averages. It is a measure of the central location of + the data. + + If *data* is empty, :exc:`StatisticsError` will be raised. + + Some examples of use: + + .. doctest:: + + >>> mean([1, 2, 3, 4, 4]) + 2.8 + >>> mean([-1.0, 2.5, 3.25, 5.75]) + 2.625 + + >>> from fractions import Fraction as F + >>> mean([F(3, 7), F(1, 21), F(5, 3), F(1, 3)]) + Fraction(13, 21) + + >>> from decimal import Decimal as D + >>> mean([D("0.5"), D("0.75"), D("0.625"), D("0.375")]) + Decimal('0.5625') + + .. note:: + + The mean is strongly affected by outliers and is not a robust estimator + for central location: the mean is not necessarily a typical example of the + data points. For more robust, although less efficient, measures of + central location, see :func:`median` and :func:`mode`. (In this case, + "efficient" refers to statistical efficiency rather than computational + efficiency.) + + The sample mean gives an unbiased estimate of the true population mean, + which means that, taken on average over all the possible samples, + ``mean(sample)`` converges on the true mean of the entire population. If + *data* represents the entire population rather than a sample, then + ``mean(data)`` is equivalent to calculating the true population mean μ. + + +.. function:: median(data) + + Return the median (middle value) of numeric data, using the common "mean of + middle two" method. If *data* is empty, :exc:`StatisticsError` is raised. + + The median is a robust measure of central location, and is less affected by + the presence of outliers in your data. When the number of data points is + odd, the middle data point is returned: + + .. doctest:: + + >>> median([1, 3, 5]) + 3 + + When the number of data points is even, the median is interpolated by taking + the average of the two middle values: + + .. doctest:: + + >>> median([1, 3, 5, 7]) + 4.0 + + This is suited for when your data is discrete, and you don't mind that the + median may not be an actual data point. + + .. seealso:: :func:`median_low`, :func:`median_high`, :func:`median_grouped` + + +.. function:: median_low(data) + + Return the low median of numeric data. If *data* is empty, + :exc:`StatisticsError` is raised. + + The low median is always a member of the data set. When the number of data + points is odd, the middle value is returned. When it is even, the smaller of + the two middle values is returned. + + .. doctest:: + + >>> median_low([1, 3, 5]) + 3 + >>> median_low([1, 3, 5, 7]) + 3 + + Use the low median when your data are discrete and you prefer the median to + be an actual data point rather than interpolated. + + +.. function:: median_high(data) + + Return the high median of data. If *data* is empty, :exc:`StatisticsError` + is raised. + + The high median is always a member of the data set. When the number of data + points is odd, the middle value is returned. When it is even, the larger of + the two middle values is returned. + + .. doctest:: + + >>> median_high([1, 3, 5]) + 3 + >>> median_high([1, 3, 5, 7]) + 5 + + Use the high median when your data are discrete and you prefer the median to + be an actual data point rather than interpolated. + + +.. function:: median_grouped(data, interval=1) + + Return the median of grouped continuous data, calculated as the 50th + percentile, using interpolation. If *data* is empty, :exc:`StatisticsError` + is raised. + + .. doctest:: + + >>> median_grouped([52, 52, 53, 54]) + 52.5 + + In the following example, the data are rounded, so that each value represents + the midpoint of data classes, e.g. 1 is the midpoint of the class 0.5-1.5, 2 + is the midpoint of 1.5-2.5, 3 is the midpoint of 2.5-3.5, etc. With the data + given, the middle value falls somewhere in the class 3.5-4.5, and + interpolation is used to estimate it: + + .. doctest:: + + >>> median_grouped([1, 2, 2, 3, 4, 4, 4, 4, 4, 5]) + 3.7 + + Optional argument *interval* represents the class interval, and defaults + to 1. Changing the class interval naturally will change the interpolation: + + .. doctest:: + + >>> median_grouped([1, 3, 3, 5, 7], interval=1) + 3.25 + >>> median_grouped([1, 3, 3, 5, 7], interval=2) + 3.5 + + This function does not check whether the data points are at least + *interval* apart. + + .. impl-detail:: + + Under some circumstances, :func:`median_grouped` may coerce data points to + floats. This behaviour is likely to change in the future. + + .. seealso:: + + * "Statistics for the Behavioral Sciences", Frederick J Gravetter and + Larry B Wallnau (8th Edition). + + * Calculating the `median <http://www.ualberta.ca/~opscan/median.html>`_. + + * The `SSMEDIAN + <https://projects.gnome.org/gnumeric/doc/gnumeric-function-SSMEDIAN.shtml>`_ + function in the Gnome Gnumeric spreadsheet, including `this discussion + <https://mail.gnome.org/archives/gnumeric-list/2011-April/msg00018.html>`_. + + +.. function:: mode(data) + + Return the most common data point from discrete or nominal *data*. The mode + (when it exists) is the most typical value, and is a robust measure of + central location. + + If *data* is empty, or if there is not exactly one most common value, + :exc:`StatisticsError` is raised. + + ``mode`` assumes discrete data, and returns a single value. This is the + standard treatment of the mode as commonly taught in schools: + + .. doctest:: + + >>> mode([1, 1, 2, 3, 3, 3, 3, 4]) + 3 + + The mode is unique in that it is the only statistic which also applies + to nominal (non-numeric) data: + + .. doctest:: + + >>> mode(["red", "blue", "blue", "red", "green", "red", "red"]) + 'red' + + +.. function:: pstdev(data, mu=None) + + Return the population standard deviation (the square root of the population + variance). See :func:`pvariance` for arguments and other details. + + .. doctest:: + + >>> pstdev([1.5, 2.5, 2.5, 2.75, 3.25, 4.75]) + 0.986893273527251 + + +.. function:: pvariance(data, mu=None) + + Return the population variance of *data*, a non-empty iterable of real-valued + numbers. Variance, or second moment about the mean, is a measure of the + variability (spread or dispersion) of data. A large variance indicates that + the data is spread out; a small variance indicates it is clustered closely + around the mean. + + If the optional second argument *mu* is given, it should be the mean of + *data*. If it is missing or ``None`` (the default), the mean is + automatically calculated. + + Use this function to calculate the variance from the entire population. To + estimate the variance from a sample, the :func:`variance` function is usually + a better choice. + + Raises :exc:`StatisticsError` if *data* is empty. + + Examples: + + .. doctest:: + + >>> data = [0.0, 0.25, 0.25, 1.25, 1.5, 1.75, 2.75, 3.25] + >>> pvariance(data) + 1.25 + + If you have already calculated the mean of your data, you can pass it as the + optional second argument *mu* to avoid recalculation: + + .. doctest:: + + >>> mu = mean(data) + >>> pvariance(data, mu) + 1.25 + + This function does not attempt to verify that you have passed the actual mean + as *mu*. Using arbitrary values for *mu* may lead to invalid or impossible + results. + + Decimals and Fractions are supported: + + .. doctest:: + + >>> from decimal import Decimal as D + >>> pvariance([D("27.5"), D("30.25"), D("30.25"), D("34.5"), D("41.75")]) + Decimal('24.815') + + >>> from fractions import Fraction as F + >>> pvariance([F(1, 4), F(5, 4), F(1, 2)]) + Fraction(13, 72) + + .. note:: + + When called with the entire population, this gives the population variance + σ². When called on a sample instead, this is the biased sample variance + s², also known as variance with N degrees of freedom. + + If you somehow know the true population mean μ, you may use this function + to calculate the variance of a sample, giving the known population mean as + the second argument. Provided the data points are representative + (e.g. independent and identically distributed), the result will be an + unbiased estimate of the population variance. + + +.. function:: stdev(data, xbar=None) + + Return the sample standard deviation (the square root of the sample + variance). See :func:`variance` for arguments and other details. + + .. doctest:: + + >>> stdev([1.5, 2.5, 2.5, 2.75, 3.25, 4.75]) + 1.0810874155219827 + + +.. function:: variance(data, xbar=None) + + Return the sample variance of *data*, an iterable of at least two real-valued + numbers. Variance, or second moment about the mean, is a measure of the + variability (spread or dispersion) of data. A large variance indicates that + the data is spread out; a small variance indicates it is clustered closely + around the mean. + + If the optional second argument *xbar* is given, it should be the mean of + *data*. If it is missing or ``None`` (the default), the mean is + automatically calculated. + + Use this function when your data is a sample from a population. To calculate + the variance from the entire population, see :func:`pvariance`. + + Raises :exc:`StatisticsError` if *data* has fewer than two values. + + Examples: + + .. doctest:: + + >>> data = [2.75, 1.75, 1.25, 0.25, 0.5, 1.25, 3.5] + >>> variance(data) + 1.3720238095238095 + + If you have already calculated the mean of your data, you can pass it as the + optional second argument *xbar* to avoid recalculation: + + .. doctest:: + + >>> m = mean(data) + >>> variance(data, m) + 1.3720238095238095 + + This function does not attempt to verify that you have passed the actual mean + as *xbar*. Using arbitrary values for *xbar* can lead to invalid or + impossible results. + + Decimal and Fraction values are supported: + + .. doctest:: + + >>> from decimal import Decimal as D + >>> variance([D("27.5"), D("30.25"), D("30.25"), D("34.5"), D("41.75")]) + Decimal('31.01875') + + >>> from fractions import Fraction as F + >>> variance([F(1, 6), F(1, 2), F(5, 3)]) + Fraction(67, 108) + + .. note:: + + This is the sample variance s² with Bessel's correction, also known as + variance with N-1 degrees of freedom. Provided that the data points are + representative (e.g. independent and identically distributed), the result + should be an unbiased estimate of the true population variance. + + If you somehow know the actual population mean μ you should pass it to the + :func:`pvariance` function as the *mu* parameter to get the variance of a + sample. + +Exceptions +---------- + +A single exception is defined: + +.. exception:: StatisticsError + + Subclass of :exc:`ValueError` for statistics-related exceptions. + +.. + # This modelines must appear within the last ten lines of the file. + kate: indent-width 3; remove-trailing-space on; replace-tabs on; encoding utf-8; |