[SciPy-User] Generating PDF from 'sampled' pdf

[Jared Vacanti]

I have an approximation of a PDF (by taking the derivative of an
approximation of the CDF) but can't get scipy to 'interpolate' a
distribution from this data. I conceptually understand the difficulty
because I'm not looking at observations, but already an attempt at the PDF.

I wrote an SO question here asking the same thing -
http://scicomp.stackexchange.com/questions/25311/python-differentiating-cubic-spline-numerically-or-analytically
. The link contains a SSCCE with actual data, but I would like to be able
to apply this to other areas of research as well.

Can I fit a probability density function to my attempted "sampled"
collection of one?

Jared Vacanti
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