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.

gibbus

Flexible analytic log-concave distributions fitted by maximum likelihood, with support-aware modeling and optional mixtures for multimodal data.

richvalues

Python library for dealing with uncertainties and upper/lower limits

binned-cdf

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

pertdist

Python utilities for the PERT distribution with sampling and moments

conjugate-models

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

tracywidom

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

gx2

Python package to compute the statistics/random numbers/pdf/cdf/inverse cdf of the generalized chi-square distribution, classification error between two Gaussians, and gradient/Hessian of the cdf and of the classification error, wrt parameters.

inverse-canopy

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

oipd

OIPD computes the probabilities of an asset's future price as implied by the options market.

phitter

Phitter is a python library for accurately fitting statistical distributions to datasets, offering intuitive usage, comprehensive visualization, and support for multiple distributions to enhance data analysis projects.

doex

Python library for Design and Analysis of Experiments

probcalc

A simple Python package to make calculating probabilities easier.

ref-gsd

Reference implementation of generalised score distribution in python

distribution-playground

2D Probability Distribution "Playground" for Generative Models.

landaupy

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

mv-laplace

Multivariate Laplace distribution sampler and utilities

sstudentt

A python implementation of the skewed student-t distribution

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.

tf-sdp

Deep nonparametric estimation of discrete conditional distributions via smoothed dyadic partitioning

pyproba

Open source library for evaluating probability distributions