bpo-40290: Add zscore() to statistics.NormalDist. (GH-19547)

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Raymond Hettinger 2020-04-16 10:25:14 -07:00 committed by GitHub
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4 changed files with 37 additions and 0 deletions

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@ -696,6 +696,16 @@ of applications in statistics.
Set *n* to 100 for percentiles which gives the 99 cuts points that
separate the normal distribution into 100 equal sized groups.
.. method:: NormalDist.zscore(x)
Compute the
`Standard Score <https://www.statisticshowto.com/probability-and-statistics/z-score/>`_
describing *x* in terms of the number of standard deviations
above or below the mean of the normal distribution:
``(x - mean) / stdev``.
.. versionadded:: 3.9
Instances of :class:`NormalDist` support addition, subtraction,
multiplication and division by a constant. These operations
are used for translation and scaling. For example:

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@ -999,6 +999,17 @@ class NormalDist:
x2 = (a - b) / dv
return 1.0 - (fabs(Y.cdf(x1) - X.cdf(x1)) + fabs(Y.cdf(x2) - X.cdf(x2)))
def zscore(self, x):
"""Compute the Standard Score. (x - mean) / stdev
Describes *x* in terms of the number of standard deviations
above or below the mean of the normal distribution.
"""
# https://www.statisticshowto.com/probability-and-statistics/z-score/
if not self._sigma:
raise StatisticsError('zscore() not defined when sigma is zero')
return (x - self._mu) / self._sigma
@property
def mean(self):
"Arithmetic mean of the normal distribution."

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@ -2602,6 +2602,21 @@ class TestNormalDist:
with self.assertRaises(self.module.StatisticsError):
NormalDist(1, 0).overlap(X) # left operand sigma is zero
def test_zscore(self):
NormalDist = self.module.NormalDist
X = NormalDist(100, 15)
self.assertEqual(X.zscore(142), 2.8)
self.assertEqual(X.zscore(58), -2.8)
self.assertEqual(X.zscore(100), 0.0)
with self.assertRaises(TypeError):
X.zscore() # too few arguments
with self.assertRaises(TypeError):
X.zscore(1, 1) # too may arguments
with self.assertRaises(TypeError):
X.zscore(None) # non-numeric type
with self.assertRaises(self.module.StatisticsError):
NormalDist(1, 0).zscore(100) # sigma is zero
def test_properties(self):
X = self.module.NormalDist(100, 15)
self.assertEqual(X.mean, 100)

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@ -0,0 +1 @@
Added zscore() to statistics.NormalDist().