In scipy there is no support for fitting a negative binomial distribution using data
(maybe due to the fact that the negative binomial in scipy is only discrete).
Statsmodels has discrete.discrete_model.NegativeBinomial.fit(), see here:
https://www.statsmodels.org/dev/generated/statsmodels.discrete.discrete_model.NegativeBinomial.fit.html#statsmodels.discrete.discrete_model.NegativeBinomial.fit