All rv_continuous.fit seems to be doing is act as a wrapper method for various functions, beginning with fmin, in the optimize class, using the downhill simplex algorithm.
How do scipy.stats.<distribution>.fit methods work?
-
30-05-2022 - |
Domanda
How do distribution fitness-tests, ex. scipy.stats.norm.fit
work? Investigation of scipy source code led me to rv_continuous.fit
method, but it looks like beating the air. What algorithms are used, Pearson's chi-squared test or some other ones?
UPD As I understood optimization algorithm inside fit
finds maximum likelihood estimation. But for example for scipy.stats.norm
, maximum likelihood is well-known - it is sample mean for normal mean and square root from sample variance - for sigma. Why it isn't calculated direclty?
Soluzione
Autorizzato sotto: CC-BY-SA insieme a attribuzione
Non affiliato a StackOverflow