How to get the Sigma of a Rayleigh distribution in python scipy.stats
Question:
Calling
rayleigh_args = stats.rayleigh.fit(num_list)
Returns a tuple of 2 values e.g. (-320.34, 360.77).
Where I can use it to get the CDF or PDF of the distribution for a given value.
I can’t find what each of those values represents.
In addition, as far as I’m aware the rayleigh distribution requires only one scale parameter σ in order to calculate CDF and PDF.
My question is, what is the meaning of the scipy.stats return values, and how can I get the actual σ of the distribution. So I can use it in another application.
Answers:
Let’s assume you have an array of data called num_list, then you only need to get the average of the data array (or mu). After that, you can calculate the Sigma parameter of the Rayleigh distribution as follows:
Sigma= mu*math.sqrt(2/math.pi)
Calling
rayleigh_args = stats.rayleigh.fit(num_list)
Returns a tuple of 2 values e.g. (-320.34, 360.77).
Where I can use it to get the CDF or PDF of the distribution for a given value.
I can’t find what each of those values represents.
In addition, as far as I’m aware the rayleigh distribution requires only one scale parameter σ in order to calculate CDF and PDF.
My question is, what is the meaning of the scipy.stats return values, and how can I get the actual σ of the distribution. So I can use it in another application.
Let’s assume you have an array of data called num_list, then you only need to get the average of the data array (or mu). After that, you can calculate the Sigma parameter of the Rayleigh distribution as follows:
Sigma= mu*math.sqrt(2/math.pi)