statsmodels.stats.multitest.NullDistribution#

class statsmodels.stats.multitest.NullDistribution(zscores, null_lb=-1, null_ub=1, estimate_mean=True, estimate_scale=True, estimate_null_proportion=False)[source]#

Estimate a Gaussian distribution for the null Z-scores

The observed Z-scores consist of both null and non-null values. The fitted distribution of null Z-scores is Gaussian, but may have non-zero mean and/or non-unit scale.

Parameters:

zscoresndarray: The observed Z-scores.
null_lbfloat, optional: Z-scores between null_lb and null_ub are all considered to be true null hypotheses.
null_ubfloat, optional: See null_lb.
estimate_meanbool, optional: If True, estimate the mean of the distribution. If False, the mean is fixed at zero.
estimate_scalebool, optional: If True, estimate the scale of the distribution. If False, the scale parameter is fixed at 1.
estimate_null_proportionbool, optional: If True, estimate the proportion of true null hypotheses (i.e. the proportion of z-scores with expected value zero). If False, this parameter is fixed at 1.

Attributes:

meanfloat: The estimated mean of the empirical null distribution
sdfloat: The estimated standard deviation of the empirical null distribution
null_proportionfloat: The estimated proportion of true null hypotheses among all hypotheses

Methods

pdf(zscores)

Evaluates the fitted empirical null Z-score density

Notes