statsmodels.emplike.descriptive.DescStatUV.test_var

DescStatUV.test_var(sig2_0, return_weights=False) [source]

Returns -2 x log-likelihoog ratio and the p-value for the hypothesized variance

Parameters:
  • sig2_0 (float) – Hypothesized variance to be tested
  • return_weights (bool) – If True, returns the weights that maximize the likelihood of observing sig2_0. Default is False
Returns:

test_results – The log-likelihood ratio and the p_value of sig2_0

Return type:

tuple

Examples

>>> import numpy as np
>>> import statsmodels.api as sm
>>> random_numbers = np.random.standard_normal(1000)*100
>>> el_analysis = sm.emplike.DescStat(random_numbers)
>>> hyp_test = el_analysis.test_var(9500)

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.emplike.descriptive.DescStatUV.test_var.html