卡方分布-t分布-F分布_python_数据分析_5

若n个相互独立的随机变量ξ₁，ξ₂，…,ξn ，均服从标准正态分布（也称独立同分布于标准正态分布），则这n个服从标准正态分布的随机变量的平方和构成一新的随机变量，其分布规律称为卡方分布（chi-square distribution）

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from scipy import stats

plt.plot(np.arange(0,5,0.002),stats.chi.pdf(np.arange(0,5,0.002),3))
plt.title('Probability density plot of chi-square distribution')
plt.show()

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from scipy import stats

x = np.arange(-4,4.004,0.004)
plt.plot(x,stats.norm.pdf(x),label='Normal')
plt.plot(x,stats.t.pdf(x,5),label='df=5')
plt.plot(x,stats.t.pdf(x,30),label='df=30')
plt.legend()
plt.show()

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from scipy import stats

plt.plot(np.arange(0,5,0.002),stats.f.pdf(np.arange(0,5,0.002),4,40))
plt.title("probability density plot of F distribution")
plt.show()