{"id":846,"date":"2023-07-28T13:48:19","date_gmt":"2023-07-28T13:48:19","guid":{"rendered":"https:\/\/statorials.org\/cn\/jarque-%e5%b0%86%e6%b5%8b%e8%af%95-python\/"},"modified":"2023-07-28T13:48:19","modified_gmt":"2023-07-28T13:48:19","slug":"jarque-%e5%b0%86%e6%b5%8b%e8%af%95-python","status":"publish","type":"post","link":"https:\/\/statorials.org\/cn\/jarque-%e5%b0%86%e6%b5%8b%e8%af%95-python\/","title":{"rendered":"\u5982\u4f55\u5728 python \u4e2d\u6267\u884c jarque-bera \u6d4b\u8bd5"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>Jarque-Bera \u68c0\u9a8c<\/strong>\u662f\u4e00\u79cd\u62df\u5408\u4f18\u5ea6\u68c0\u9a8c\uff0c\u7528\u4e8e\u786e\u5b9a\u6837\u672c\u6570\u636e\u662f\u5426\u8868\u73b0\u51fa\u4e0e\u6b63\u6001\u5206\u5e03\u76f8\u5bf9\u5e94\u7684\u504f\u5ea6\u548c\u5cf0\u5ea6\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">Jarque-Bera \u68c0\u9a8c\u7edf\u8ba1\u91cf\u59cb\u7ec8\u4e3a\u6b63\u6570\uff0c\u79bb\u96f6\u8d8a\u8fdc\uff0c\u5c31\u8d8a\u6709\u8bc1\u636e\u8868\u660e\u6837\u672c\u6570\u636e\u4e0d\u670d\u4ece\u6b63\u6001\u5206\u5e03\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u672c\u6559\u7a0b\u4ecb\u7ecd\u5982\u4f55\u5728 Python \u4e2d\u6267\u884c Jarque-Bera \u6d4b\u8bd5\u3002<\/span><\/p>\n<h2><span style=\"color: #000000;\"><strong>\u5982\u4f55\u5728 Python \u4e2d\u6267\u884c Jarque-Bera \u6d4b\u8bd5<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u8981\u5728 Python \u4e2d\u6267\u884c Jarque-Bera \u6d4b\u8bd5\uff0c\u60a8\u53ef\u4ee5\u4f7f\u7528 Scipy \u5e93\u4e2d\u7684<a href=\"https:\/\/docs.scipy.org\/doc\/scipy\/reference\/generated\/scipy.stats.jarque_bera.html#scipy.stats.jarque_bera\" target=\"_blank\" rel=\"noopener\">jarque_bera \u51fd\u6570<\/a>\uff0c\u8be5\u51fd\u6570\u4f7f\u7528\u4ee5\u4e0b\u8bed\u6cd5\uff1a<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u54c8\u5c14\u514b_\u8d1d\u62c9(x)<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u91d1\u5b50\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>x\uff1a<\/strong>\u89c2\u5bdf\u8868<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u6b64\u51fd\u6570\u8fd4\u56de\u68c0\u9a8c\u7edf\u8ba1\u91cf\u548c\u76f8\u5e94\u7684 p \u503c\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u5b9e\u65bd\u4f8b1<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u5047\u8bbe\u6211\u4eec\u5bf9\u9075\u5faa\u6b63\u6001\u5206\u5e03\u7684 5,000 \u4e2a\u503c\u7684\u5217\u8868\u6267\u884c Jarque-Bera \u6d4b\u8bd5\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #107d3f;\">import<\/span> numpy <span style=\"color: #107d3f;\">as<\/span> np\n<span style=\"color: #107d3f;\">import<\/span> scipy.stats <span style=\"color: #107d3f;\">as<\/span> stats\n\n<span style=\"color: #008080;\">#generate array of 5000 values that follows a standard normal distribution\n<\/span>np.random.seed(0)\ndata = np.random.normal(0, 1, 5000)\n\n<span style=\"color: #008080;\">#perform Jarque-Bera test\n<\/span>stats.jarque_bera(data)\n\n(statistic=1.2287, pvalue=0.54098)\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u68c0\u9a8c\u7edf\u8ba1\u91cf\u4e3a<strong>1.2287<\/strong> \uff0c\u76f8\u5e94\u7684 p \u503c\u4e3a<strong>0.54098<\/strong> \u3002\u7531\u4e8e\u8be5 p \u503c\u4e0d\u5c0f\u4e8e 0.05\uff0c\u56e0\u6b64\u6211\u4eec\u65e0\u6cd5\u62d2\u7edd\u539f\u5047\u8bbe\u3002\u6211\u4eec\u6ca1\u6709\u8db3\u591f\u7684\u8bc1\u636e\u8868\u660e\u8fd9\u4e9b\u6570\u636e\u8868\u73b0\u51fa\u4e0e\u6b63\u6001\u5206\u5e03\u663e\u7740\u4e0d\u540c\u7684\u504f\u5ea6\u548c\u5cf0\u5ea6\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8fd9\u4e2a\u7ed3\u679c\u5e94\u8be5\u4e0d\u8db3\u4e3a\u5947\uff0c\u56e0\u4e3a\u6211\u4eec\u751f\u6210\u7684\u6570\u636e\u7531 5,000 \u4e2a\u9075\u5faa\u6b63\u6001\u5206\u5e03\u7684\u968f\u673a\u53d8\u91cf\u7ec4\u6210\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u5b9e\u65bd\u4f8b2<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u73b0\u5728\u5047\u8bbe\u6211\u4eec\u5bf9\u9075\u5faa\u5747\u5300\u5206\u5e03\u7684 5,000 \u4e2a\u503c\u7684\u5217\u8868\u6267\u884c Jarque-Bera \u6d4b\u8bd5\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #107d3f;\">import<\/span> numpy <span style=\"color: #107d3f;\">as<\/span> np\n<span style=\"color: #107d3f;\">import<\/span> scipy.stats <span style=\"color: #107d3f;\">as<\/span> stats\n\n<span style=\"color: #008080;\">#generate array of 5000 values that follows a uniform distribution\n<\/span>np.random.seed(0)\ndata = np.random.uniform(0, 1, 5000)\n\n<span style=\"color: #008080;\">#perform Jarque-Bera test\n<\/span>stats.jarque_bera(data)\n\n(statistic=300.1043, pvalue=0.0)<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u68c0\u9a8c\u7edf\u8ba1\u91cf\u4e3a<strong>300.1043<\/strong> \uff0c\u76f8\u5e94\u7684 p \u503c\u4e3a<strong>0.0<\/strong> \u3002\u7531\u4e8e\u8be5 p \u503c\u5c0f\u4e8e 0.05\uff0c\u56e0\u6b64\u6211\u4eec\u62d2\u7edd\u539f\u5047\u8bbe\u3002\u56e0\u6b64\uff0c\u6211\u4eec\u6709\u8db3\u591f\u7684\u8bc1\u636e\u8bc1\u660e\u8fd9\u4e9b\u6570\u636e\u8868\u73b0\u51fa\u4e0e\u6b63\u6001\u5206\u5e03\u663e\u7740\u4e0d\u540c\u7684\u504f\u5ea6\u548c\u5cf0\u5ea6\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8fd9\u4e2a\u7ed3\u679c\u4e5f\u5e94\u8be5\u4e0d\u8db3\u4e3a\u5947\uff0c\u56e0\u4e3a\u6211\u4eec\u751f\u6210\u7684\u6570\u636e\u7531 5,000 \u4e2a\u670d\u4ece\u5747\u5300\u5206\u5e03\u7684\u968f\u673a\u53d8\u91cf\u7ec4\u6210\uff0c\u5176\u504f\u5ea6\u548c\u5cf0\u5ea6\u5e94\u8be5\u4e0e\u6b63\u6001\u5206\u5e03\u975e\u5e38\u4e0d\u540c\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u4f55\u65f6\u4f7f\u7528 Jarque-Bera \u6d4b\u8bd5<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">Jarque-Bera \u68c0\u9a8c\u901a\u5e38\u7528\u4e8e\u5927\u578b\u6570\u636e\u96c6 (n &gt; 2,000)\uff0c\u5176\u4e2d\u5176\u4ed6\u6b63\u6001\u6027\u68c0\u9a8c\uff08\u4f8b\u5982 Shapiro-Wilk \u68c0\u9a8c\uff09\u4e0d\u53ef\u9760\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8fd9\u662f\u5728\u6267\u884c\u5206\u6790\u4e4b\u524d\u4f7f\u7528\u7684\u9002\u5f53\u6d4b\u8bd5\uff0c\u5176\u4e2d\u5047\u8bbe\u6570\u636e\u96c6\u9075\u5faa\u6b63\u6001\u5206\u5e03\u3002 Jarque-Bera \u68c0\u9a8c\u53ef\u4ee5\u544a\u8bc9\u60a8\u8fd9\u4e2a\u5047\u8bbe\u662f\u5426\u6ee1\u8db3\u3002<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Jarque-Bera \u68c0\u9a8c\u662f\u4e00\u79cd\u62df\u5408\u4f18\u5ea6\u68c0\u9a8c\uff0c\u7528\u4e8e\u786e\u5b9a\u6837\u672c\u6570\u636e\u662f\u5426\u8868\u73b0\u51fa\u4e0e\u6b63\u6001\u5206\u5e03\u76f8\u5bf9\u5e94\u7684\u504f\u5ea6\u548c\u5cf0\u5ea6\u3002 Ja [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-846","post","type-post","status-publish","format-standard","hentry","category-11"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>\u5982\u4f55\u5728 Python \u4e2d\u6267\u884c Jarque-Bera \u6d4b\u8bd5 - Statorials<\/title>\n<meta name=\"description\" content=\"\u5173\u4e8e\u5982\u4f55\u5728 Python \u4e2d\u6267\u884c Jarque-Bera \u6d4b\u8bd5\u7684\u7b80\u5355\u8bf4\u660e\u3002\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/statorials.org\/cn\/jarque-\u5c06\u6d4b\u8bd5-python\/\" \/>\n<meta property=\"og:locale\" content=\"zh_CN\" \/>\n<meta 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