How do you use scipy.stats.rv_continuous?

Question

I have been looking for a good tutorial or examples of how to use rv_continuous and I have not been able to find one.

I read:

http://docs.scipy.

Answer 1

Here's a tutorial: http://docs.scipy.org/doc/scipy/reference/tutorial/stats.html

Basically, rv_continuous is made for subclassing. Use it if you need a distribution which is not defined in scipy.stats (there are more than 70 of them).

Re how it works. In a nutshell, it uses generic code paths: if your subclass defines _pdf and does not define _logpdf, then it inherits

def _logpdf(self, x, *args):
    return log(self._pdf(x, *args))

and a bunch of similar methods (see https://github.com/scipy/scipy/blob/master/scipy/stats/_distn_infrastructure.py for precise details).

Re parameters. You probably mean shape parameters, do you? They are inferred automagically by inspecting the signature of _pdf or _cdf, see https://github.com/scipy/scipy/blob/master/scipy/stats/_distn_infrastructure.py#L617. If you want to bypass the inspection, provide shapes parameter to the constructor of your instance:

class Mydist(stats.rv_continuous):
    def _pdf(self, x, a, b, c, d):
       return 42
mydist = Mydist(shapes='a, b, c, d')

[Strictly speaking, this only applies to scipy 0.13 and above. Earlier versions were using a different mechanism and required the shapes attribute.]