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pythonstatisticsdistributionscipy.stats

How to get the Sigma of a Rayleigh distribution in python scipy.stats

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.

Solution

  • 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)