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python 實(shí)現(xiàn)檢驗(yàn)33品種數(shù)據(jù)是否是正態(tài)分布

更新時(shí)間：2019年12月09日 14:38:42 作者：云金杞

今天小編就為大家分享一篇python 實(shí)現(xiàn)檢驗(yàn)33品種數(shù)據(jù)是否是正態(tài)分布，具有很好的參考價(jià)值，希望對(duì)大家有所幫助。一起跟隨小編過(guò)來(lái)看看吧

我就廢話不多說(shuō)了，直接上代碼吧！

# -*- coding: utf-8 -*-
"""
Created on Thu Jun 22 17:03:16 2017
@author: yunjinqi 
 
E-mail:yunjinqi@qq.com 
 
Differentiate yourself in the world from anyone else.
"""
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import statsmodels.tsa.stattools as ts
import statsmodels.api as sm
from statsmodels.graphics.api import qqplot
from statsmodels.sandbox.stats.runs import runstest_1samp
import scipy.stats as sts 
 
namelist=['cu','al','zn','pb','sn','au','ag','rb','hc','bu','ru','m9','y9','a9',
    'p9','c9','cs','jd','l9','v9','pp','j9','jm','i9','sr','cf',
    'zc','fg','ta','ma','oi','rm','sm']
j=0
for i in namelist:
 
 filename='C:/Users/HXWD/Desktop/數(shù)據(jù)/'+i+'.csv'
 data=pd.read_csv(filename,encoding='gbk')
 data.columns=['date','open','high','low','close','amt','opi']
 data.head()
 data=np.log(data['close'])
 r=data-data.shift(1)
 r=r.dropna()
 #print(r)
 rate = np.array(list(r))
 print('品種{}數(shù)據(jù)長(zhǎng)度{}均值{}標(biāo)準(zhǔn)差{}方差{}偏度{}峰度{}'.format(i,len(rate),
   rate.mean(),rate.std(),rate.var(),sts.skew(rate),
   sts.kurtosis(rate)))

#結(jié)果

品種cu數(shù)據(jù)長(zhǎng)度4976均值0.00012152573153376814標(biāo)準(zhǔn)差0.014276535327917023方差0.0002038194609692628偏度-0.16028824462338614峰度2.642455989417427
品種al數(shù)據(jù)長(zhǎng)度5406均值-2.3195089066551237e-05標(biāo)準(zhǔn)差0.009053990835143359方差8.197475004285994e-05偏度-0.34748915595295604峰度5.083890815632417
品種zn數(shù)據(jù)長(zhǎng)度2455均值-0.00011823058103745542標(biāo)準(zhǔn)差0.016294570963077237方差0.00026551304287075983偏度-0.316153612624431峰度1.7208737518119293
品種pb數(shù)據(jù)長(zhǎng)度1482均值-9.866770650275384e-05標(biāo)準(zhǔn)差0.011417348325010642方差0.0001303558427746233偏度-0.21599833469407717峰度5.878332673854807
品種sn數(shù)據(jù)長(zhǎng)度510均值0.00034131697514080907標(biāo)準(zhǔn)差0.013690993291257949方差0.00018744329730127014偏度0.024808842588775293峰1.072347367872859
品種au數(shù)據(jù)長(zhǎng)度2231均值0.0001074021979121701標(biāo)準(zhǔn)差0.012100456199756058方差0.00014642104024221482偏度-0.361814930575112峰度4.110915875328322
品種ag數(shù)據(jù)長(zhǎng)度1209均值-0.0003262089978362889標(biāo)準(zhǔn)差0.014853094655086982方差0.00022061442083297348偏度-0.2248883178719188峰度4.296247290616826
品種rb數(shù)據(jù)長(zhǎng)度1966均值-6.984154093694264e-05標(biāo)準(zhǔn)差0.013462363746262961方差0.00018123523763669528偏度0.07827546016742666峰度5.198115698123077
品種hc數(shù)據(jù)長(zhǎng)度758均值-7.256339078572361e-05標(biāo)準(zhǔn)差0.01710980071993581方差0.000292745280675916偏度-0.08403481899486816峰度3.6250669416786323
品種bu數(shù)據(jù)長(zhǎng)度864均值-0.0006258998207218544標(biāo)準(zhǔn)差0.01716581014361468方差0.0002946650378866246偏度-0.41242405508236435峰度2.437556911829674
品種ru數(shù)據(jù)長(zhǎng)度4827均值5.17426767764321e-05標(biāo)準(zhǔn)差0.016747187916000945方差0.00028046830309384806偏度-0.1986573449586119峰度1.736876616149547
品種m9數(shù)據(jù)長(zhǎng)度4058均值8.873778774208505e-05標(biāo)準(zhǔn)差0.012812626470272115方差0.0001641633970667177偏度-0.12119836197638824峰度2.159984922606264
品種y9數(shù)據(jù)長(zhǎng)度2748均值4.985975458693667e-05標(biāo)準(zhǔn)差0.012855191360434762方差0.00016525594491339655偏度-0.33456507243405786峰度2.566586342814616
品種a9數(shù)據(jù)長(zhǎng)度5392均值9.732600802295795e-05標(biāo)準(zhǔn)差0.010601259945310599方差0.00011238671242804687偏度-0.08768586026629852峰度3.898562231789457
品種p9數(shù)據(jù)長(zhǎng)度2311均值-0.00021108840931287863標(biāo)準(zhǔn)差0.014588073181583774方差0.00021281187915124373偏度-0.2881364812318466峰度1.693401619226936
品種c9數(shù)據(jù)長(zhǎng)度3075均值0.00010060972262212708標(biāo)準(zhǔn)差0.007206853641314312方差5.1938739407325355e-05偏度-5.204419912904765e-05峰6.074899127691497
品種cs數(shù)據(jù)長(zhǎng)度573均值-0.0006465907683602394標(biāo)準(zhǔn)差0.011237570390237955方差0.00012628298827555283偏度0.10170996173895988峰度1.176384982024672
品種jd數(shù)據(jù)長(zhǎng)度847均值-9.035290965408637e-05標(biāo)準(zhǔn)差0.01167344224455134方差0.00013626925383687581偏度-0.0682866825422671峰度2.0899893901516133
品種l9數(shù)據(jù)長(zhǎng)度2370均值-0.00014710186232216803標(biāo)準(zhǔn)差0.014902467199956509方差0.00022208352864577958偏度-0.2105262196327885峰度1.8796065573836
品種v9數(shù)據(jù)長(zhǎng)度1927均值-5.190379527562386e-05標(biāo)準(zhǔn)差0.010437020362123387方差0.00010893139403937818偏度-0.050531345744352064峰度3.47595007264211
品種pp數(shù)據(jù)長(zhǎng)度773均值-0.0003789841804842144標(biāo)準(zhǔn)差0.01439578332841083方差0.00020723857763855122偏度0.05479337073436029峰度1.3397870170464232
品種j9數(shù)據(jù)長(zhǎng)度1468均值-0.00021854062264841954標(biāo)準(zhǔn)差0.01639429047795793方差0.000268772760275662偏度-0.10048542944058193峰度5.156597958913997
品種jm數(shù)據(jù)長(zhǎng)度997均值-0.00011645794468155402標(biāo)準(zhǔn)差0.01792430947223131方差0.000321280870056321偏度0.0010592028961588294峰度3.743159578760195
品種i9數(shù)據(jù)長(zhǎng)度862均值-0.0007372124442033161標(biāo)準(zhǔn)差0.021187573227350754方差0.0004489132592643504偏度0.00014411506989559858峰度1.585951370650
品種sr數(shù)據(jù)長(zhǎng)度2749均值0.00012213466321006727標(biāo)準(zhǔn)差0.012183745931527473方差0.00014844366492401223偏度-0.038613285961243735峰度2.520231613626
品種cf數(shù)據(jù)長(zhǎng)度3142均值2.2008517526768612e-05標(biāo)準(zhǔn)差0.010657271857464626方差0.00011357744344390753偏度-0.034412876065561426峰度5.6421501855702
品種zc數(shù)據(jù)長(zhǎng)度475均值0.00041282070613302206標(biāo)準(zhǔn)差0.015170141171075784方差0.00023013318315036853偏度-0.1393361750238265峰度1.2533894316392926
品種fg數(shù)據(jù)長(zhǎng)度1068均值-1.57490340832121e-05標(biāo)準(zhǔn)差0.013148411070446203方差0.00017288071367743227偏度0.008980132282547534峰度1.9028507879273144
品種ta數(shù)據(jù)長(zhǎng)度2518均值-0.00023122774877981512標(biāo)準(zhǔn)差0.013637519813532077方差0.00018598194666447998偏度-0.9126347458178135峰度10.954670464918
品種ma數(shù)據(jù)長(zhǎng)度700均值-0.00024988691257348835標(biāo)準(zhǔn)差0.015328611435734359方差0.00023496632854772616偏度0.0164362832185746峰度1.1736088397060
品種oi數(shù)據(jù)長(zhǎng)度1098均值-0.0004539513793265549標(biāo)準(zhǔn)差0.009589990427720812方差9.196791640377678e-05偏度-0.28987574371279706峰度3.871322266527967
品種rm數(shù)據(jù)長(zhǎng)度1049均值1.458523923966432e-05標(biāo)準(zhǔn)差0.013432556545527753方差0.00018043357534880047偏度-0.053300026893851014峰度1.3938292783638
品種sm數(shù)據(jù)長(zhǎng)度548均值-3.179600698107184e-05標(biāo)準(zhǔn)差0.020018458278106444方差0.00040073867183228846偏度-2.6734390275887647峰度31.533801188366837

#正態(tài)分布的偏度應(yīng)該是0，峰度是3，所以，不滿者這些的都是非標(biāo)準(zhǔn)正態(tài)分布

以上這篇python 實(shí)現(xiàn)檢驗(yàn)33品種數(shù)據(jù)是否是正態(tài)分布就是小編分享給大家的全部?jī)?nèi)容了，希望能給大家一個(gè)參考，也希望大家多多支持腳本之家。

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