[SciPy-User] scipy.stats.fit inquiry

Leon Adams leon_r_adams at hotmail.com
Mon Oct 19 23:44:27 EDT 2009





Hi all,

I am using scipy.stats module to perform some distribution fitting. What I cannot seem to get a handle on is how to compare the quality of fit achieved. At this stage the docs does not seem to be quite as useful... As an example, I fit my data using


fitExp = st.expon.fit(data) 

which returns an array [ 0.99999999  1.33310547]

How do we access the resulting maximized likelihood, mean square errors ... Also, how would we go about calculating KS tests for the fitted parameters ?? Mainly I am interesting in how good is this fit, and what diagnostics we have available.


Thanks in advance


 		 	   		  
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