zes. See Examples. significance : float or array_like of floats, default: 0.01 The threshold for significance; i.e., the p-value below which the hypothesis test results will be considered as evidence against the null hypothesis. Equivalently, the acceptable rate of Type I error under the null hypothesis. If an array, the power is simulated for each significance threshold. kwargs : dict, optional Keyword arguments to be passed to `rvs` and/or `test` callables. Introspection is used to determine which keyword arguments may be passed to each callable. The value corresponding with each keyword must be an array. Arrays must be broadcastable with one another and with each array in `n_observations`. The power is simulated for each set of corresponding sample sizes and arguments. See Examples. vectorized : bool, optional If `vectorized` is set to ``False``, `test` will not be passed keyword argument `axis` and is expected to perform the test only for 1D samples. If ``True``, `test` will be passed keyword argument `axis` and is expected to perform the test along `axis` when passed N-D sample arrays. If ``None`` (default), `vectorized` will be set ``True`` if ``axis`` is a parameter of `test`. Use of a vectorized test typically reduces computation time. n_resamples : int, default: 10000 Number of samples drawn from each of the callables of `rvs`. Equivalently, the number tests performed under the alternative hypothesis to approximate the power. batch : int, optional The number of samples to process in each call to `test`. Memory usage is proportional to the product of `batch` and the largest sample size. Default is ``None``, in which case `batch` equals `n_resamples`. Returns ------- res : PowerResult An object with attributes: power : float or ndarray The estimated power against the alternative. pvalues : ndarray The p-values observed under the alternative hypothesis. Notes ----- The power is simulated as follows: - Draw many random samples (or sets of samples), each of the size(s) specified by `n_observations`, under the alternative specified by `rvs`. - For each sample (or set of samples), compute the p-value according to `test`. These p-values are recorded in the ``pvalues`` attribute of the result object. - Compute the proportion of p-values that are less than the `significance` level. This is the power recorded in the ``power`` attribute of the result object. Suppose that `significance` is an array with shape ``shape1``, the elements of `kwargs` and `n_observations` are mutually broadcastable to shape ``shape2``, and `test` returns an array of p-values of shape ``shape3``. Then the result object ``power`` attribute will be of shape ``shape1 + shape2 + shape3``, and the ``pvalues`` attribute will be of shape ``shape2 + shape3 + (n_resamples,)``. Examples -------- Suppose we wish to simulate the power of the independent sample t-test under the following conditions: - The first sample has 10 observations drawn from a normal distribution with mean 0. - The second sample has 12 observations drawn from a normal distribution with mean 1.0. - The threshold on p-values for significance is 0.05. >>> import numpy as np >>> from scipy import stats >>> rng = np.random.default_rng(2549598345528) >>> >>> test = stats.ttest_ind >>> n_observations = (10, 12) >>> rvs1 = rng.normal >>> rvs2 = lambda size: rng.normal(loc=1, size=size) >>> rvs = (rvs1, rvs2) >>> res = stats.power(test, rvs, n_observations, significance=0.05) >>> res.power 0.6116 With samples of size 10 and 12, respectively, the power of the t-test with a significance threshold of 0.05 is approximately 60% under the chosen alternative. We can investigate the effect of sample size on the power by passing sample size arrays. >>> import matplotlib.pyplot as plt >>> nobs_x = np.arange(5, 21) >>> nobs_y = nobs_x >>> n_observations = (nobs_x, nobs_y) >>> res = stats.power(test, rvs, n_observations, significance=0.05) >>> ax = plt.subplot() >>> ax.plot(nobs_x, res.power) >>> ax.set_xlabel('Sample Size') >>> ax.set_ylabel('Simulated Power') >>> ax.set_title('Simulated Power of `ttest_ind` with Equal Sample Sizes') >>> plt.show() Alternatively, we can investigate the impact that effect size has on the power. In this case, the effect size is the location of the distribution underlying the second sample. >>> n_observations = (10, 12) >>> loc = np.linspace(0, 1, 20) >>> rvs2 = lambda size, loc: rng.normal(loc=loc, size=size) >>> rvs = (rvs1, rvs2) >>> res = stats.power(test, rvs, n_observations, significance=0.05, ... kwargs={'loc': loc}) >>> ax = plt.subplot() >>> ax.plot(loc, res.power) >>> ax.set_xlabel('Effect Size') >>> ax.set_ylabel('Simulated Power') >>> ax.set_title('Simulated Power of `ttest_ind`, Varying Effect Size') >>> plt.show() We can also use `power` to estimate the Type I error rate (also referred to by the ambiguous term "size") of a test and assess whether it matches the nominal level. For example, the null hypothesis of `jarque_bera` is that the sample was drawn from a distribution with the same skewness and kurtosis as the normal distribution. To estimate the Type I error rate, we can consider the null hypothesis to be a true *alternative* hypothesis and calculate the power. >>> test = stats.jarque_bera >>> n_observations = 10 >>> rvs = rng.normal >>> significance = np.linspace(0.0001, 0.1, 1000) >>> res = stats.power(test, rvs, n_observations, significance=significance) >>> size = res.power As shown below, the Type I error rate of the test is far below the nominal level for such a small sample, as mentioned in its documentation. >>> ax = plt.subplot() >>> ax.plot(significance, size) >>> ax.plot([0, 0.1], [0, 0.1], '--') >>> ax.set_xlabel('nominal significance level') >>> ax.set_ylabel('estimated test size (Type I error rate)') >>> ax.set_title('Estimated test size vs nominal significance level') >>> ax.set_aspect('equal', 'box') >>> ax.legend(('`ttest_1samp`', 'ideal test')) >>> plt.show() As one might expect from such a conservative test, the power is quite low with respect to some alternatives. For example, the power of the test under the alternative that the sample was drawn from the Laplace distribution may not be much greater than the Type I error rate. >>> rvs = rng.laplace >>> significance = np.linspace(0.0001, 0.1, 1000) >>> res = stats.power(test, rvs, n_observations, significance=0.05) >>> print(res.power) 0.0587 This is not a mistake in SciPy's implementation; it is simply due to the fact that the null distribution of the test statistic is derived under the assumption that the sample size is large (i.e. approaches infinity), and this asymptotic approximation is not accurate for small samples. In such cases, resampling and Monte Carlo methods (e.g. `permutation_test`, `goodness_of_fit`, `monte_carlo_test`) may be more appropriate. r