Created
July 11, 2017 23:41
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Fit Student-t and normal distribution in python
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| import scipy | |
| import scipy.stats | |
| plt.hist(noise, bins=100, normed=1) | |
| x = np.linspace(-0.2, 0.2, len(noise)) | |
| dist_names = ['norm', 't'] | |
| for dist_name in dist_names: | |
| dist = getattr(scipy.stats, dist_name) | |
| param = dist.fit(noise) | |
| pdf_fitted = dist.pdf(x, *param[:-2], loc=param[-2], scale=param[-1]) | |
| plt.plot(x, pdf_fitted, label=dist_name) | |
| plt.show() | |
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