Probability Distribution Python Packages

preliz

Exploring and eliciting probability distributions

distfit

distfit is a python library for probability density fitting.

aggregate

Tools for creating and working with aggregate probability distributions.

conjugate-models

Fast Bayesian Inference in Python. 50+ conjugate models with vectorized updates, sufficient statistic helpers, built-in plotting, and SciPy integration.

oipd

Generate probability distributions on the future price of publicly traded securities using options data

binned-cdf

A PyTorch-based distribution parametrized by the logits of CDF bins

pertdist

SciPy-style Beta-PERT distribution for estimation and risk modeling.

richvalues

Python library for dealing with uncertainties and upper/lower limits

mjf-finance

A Python library implementing the Modified Jones-Faddy (mJF) Skew t-Distribution to model the asymmetric behavior of stock market returns, with a focus on capturing the "broken symmetry" of market crashes and rallies.

doex

Python library for Design and Analysis of Experiments

inverse-canopy

An inverse estimation technique for back-fitting conditional/functional event probability distributions in an event tree to match target end-state frequencies.

phitter

Find the best probability distribution for your dataset and simulate processes and queues

tracywidom

Generate the Tracy-Widom distribution functions for beta = 1, 2, or 4 in Python

ref-gsd

Reference implementation of generalised score distribution in python

probcalc

Calculate values for probability distributions in Python, specifically designed for IPython

distribution-playground

distribution_playground

mv-laplace

Sampler-focused multivariate Laplace implementation for simulation workflows.

landaupy

A pure python implementation of the Landau distribution, easy to install and to use

sstudentt

An implementation of the skewed student-t distribution.

tf-sdp

Deep nonparametric estimation of discrete conditional distributions via smoothed dyadic partitioning

pyproba

Open source library for evaluating probability distributions