检验某个变量是否服从正太分布

检验同一个热点,同一个采样点,同一个channel的csi值(500个)是否符合正太分布,或者符合其他什么分布?

采用Q-Q图。

参考资料:https://wenku.baidu.com/view/c661ebb365ce050876321319.html

用QQ图检验一序列是否服从正太分布,序列为X=(x1,x2,…,xi,…xN),(N>0)

  1. 将原序列按从小到大的顺序排列: x1 <= x2 <= … <= xi <= … <= xN
  2. 计算QQ序列:

样本均值和标准差分别为avg = 1/n * sum(xi), std = np.sqrt(1/(N-1) * sum (np.square(xi-avg)))

分位数Qi = (xi – avg) / std, ti = (i-0.5)/N

数据序列

x1

xi

xN

Q

Q1 = (xi-avg)/std

Qi = (xi-avg)/std

QN = (xi-avg)/std

t

t1 = (1-0.5)/N

ti = (i-0.5)/N

tN=(N-0.5)/N

Q’

由t1查表得出

查表

查表

  3. 画出Q-Q’图,与y=kx+b比较,若基本与之吻合则原序列服从N(b,k)的正态分布,若不为直线,则不服从正态分布。

import tensorflow as tf
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import pylab 
import scipy.stats as stats
import statsmodels.api as sm

#读取数据
num_sample = 500;
with open("data/clean_data/training_csi.csv", "rb") as fi:
    with open("data/clean_data/for_qq_plot.csv",'wb') as fo:
        fo.write(fi.readline())
        for i in range(num_sample):
            fo.write(fi.readline());

samples = pd.read_csv('data/clean_data/for_qq_plot.csv')
csi540 = np.array(samples['csi540'])

sm.qqplot(csi540, line='45')
pylab.show()

 由图可以看出,散点近似和直线y=x+3重合,所以该变量近似服从正太分布,均值约为3,方差约为1

原文地址:https://www.cnblogs.com/HITSZ/p/8733286.html