[SciPy-Dev] Fit method for discrete distributions in scipy.stats?

[Graham Clenaghan]

Hi all,

Recently I needed to fit a Zipf distribution to some data for an
application and noticed that while scipy has a fit method for the
continuous distributions, it has none for any discrete distributions.

Is there any reason for this, or has it just not been done yet? There
aren't that many discrete distributions and I'd be happy to try to put
together a PR to add this, but I'd just like to make sure that there is no
specific reason it's not already there before I start writing any code.

One possible issue I can think of is that some distributions have discrete
shape parameters (i.e. binomial and the number of trials): an MLE estimate
would probably return a non-integer (the distributions accept non-integers
just fine).

Thoughts?

Thanks,
Graham Clenaghan
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