from scipy.stats import norm
覆盖的概率范围:
>> norm.cdf(1) - norm.cdf(-1)
0.6826894921370859
>> norm.cdf(2) - norm.cdf(-2)
0.9544997361036416
>> norm.cdf(3) - norm.cdf(-3)
0.9973002039367398
Φ ( x ) \Phi(x)Φ(x) 为 累积概率密度函数,也即 cdf:
>> from scipy.stats import norm
>> norm.cdf(0)
0.5
Φ − 1 ( x ) \Phi^{-1}(x)Φ−1(x),通过 norm(x) 进行计算:
>> from scipy.stats import norm
# Q3 分位点;
>> norm.ppf(3/4)
0.6744897501960817
# Q1 分位点
>> norm.ppf(1/4)
-0.6744897501960817