.. _sphx_glr_auto_data_analysis_distribution_fitting:

.. _Distribution fitting:

Distribution fitting
--------------------



.. raw:: html

    <div class="sphx-glr-thumbnails">

.. thumbnail-parent-div-open

.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Fit a distribution by maximum likelihood">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_maximumlikelihood_estimator_thumb.png
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_maximumlikelihood_estimator`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Fit a distribution by maximum likelihood</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Fit a parametric distribution">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_estimate_normal_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_estimate_normal`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Fit a parametric distribution</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Define a distribution from quantiles">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_quantilematching_estimator_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_quantilematching_estimator`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Define a distribution from quantiles</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Model a singular multivariate distribution">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_model_singular_multivariate_distribution_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_model_singular_multivariate_distribution`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Model a singular multivariate distribution</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Get the asymptotic distribution of the estimators">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_asymptotic_estimators_distribution_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_asymptotic_estimators_distribution`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Get the asymptotic distribution of the estimators</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Estimate a GEV on the Venice sea-levels data">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_estimate_gev_venice_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_estimate_gev_venice`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Estimate a GEV on the Venice sea-levels data</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Bandwidth sensitivity in kernel smoothing">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_smoothing_mixture_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_smoothing_mixture`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Bandwidth sensitivity in kernel smoothing</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Fit an extreme value distribution">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_fit_extreme_value_distribution_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_fit_extreme_value_distribution`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Fit an extreme value distribution</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Estimate a conditional quantile">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_estimate_conditional_quantile_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_estimate_conditional_quantile`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Estimate a conditional quantile</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Estimate a multivariate distribution">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_estimate_multivariate_distribution_thumb.png
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_estimate_multivariate_distribution`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Estimate a multivariate distribution</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Estimate a GPD on the Wooster temperature data">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_estimate_gpd_wooster_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_estimate_gpd_wooster`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Estimate a GPD on the Wooster temperature data</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Estimate a GPD on the Dow Jones Index data">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_estimate_gpd_dowjones_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_estimate_gpd_dowjones`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Estimate a GPD on the Dow Jones Index data</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Fitting a distribution with customized maximum likelihood">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_advanced_mle_estimator_thumb.png
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_advanced_mle_estimator`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Fitting a distribution with customized maximum likelihood</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Fit a non parametric distribution">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_estimate_non_parametric_distribution_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_estimate_non_parametric_distribution`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Fit a non parametric distribution</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Estimate a GEV on the Port Pirie sea-levels data">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_estimate_gev_pirie_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_estimate_gev_pirie`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Estimate a GEV on the Port Pirie sea-levels data</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Estimate a GPD on the daily rainfall data">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_estimate_gpd_rain_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_estimate_gpd_rain`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Estimate a GPD on the daily rainfall data</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Estimate a GEV on race times data">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_estimate_gev_racetime_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_estimate_gev_racetime`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Estimate a GEV on race times data</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Estimate a GEV on the Fremantle sea-levels data">

.. only:: html

  .. image:: /auto_data_analysis/distribution_fitting/images/thumb/sphx_glr_plot_estimate_gev_fremantle_thumb.svg
    :alt:

  :doc:`/auto_data_analysis/distribution_fitting/plot_estimate_gev_fremantle`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Estimate a GEV on the Fremantle sea-levels data</div>
    </div>


.. thumbnail-parent-div-close

.. raw:: html

    </div>


.. toctree::
   :hidden:

   /auto_data_analysis/distribution_fitting/plot_maximumlikelihood_estimator
   /auto_data_analysis/distribution_fitting/plot_estimate_normal
   /auto_data_analysis/distribution_fitting/plot_quantilematching_estimator
   /auto_data_analysis/distribution_fitting/plot_model_singular_multivariate_distribution
   /auto_data_analysis/distribution_fitting/plot_asymptotic_estimators_distribution
   /auto_data_analysis/distribution_fitting/plot_estimate_gev_venice
   /auto_data_analysis/distribution_fitting/plot_smoothing_mixture
   /auto_data_analysis/distribution_fitting/plot_fit_extreme_value_distribution
   /auto_data_analysis/distribution_fitting/plot_estimate_conditional_quantile
   /auto_data_analysis/distribution_fitting/plot_estimate_multivariate_distribution
   /auto_data_analysis/distribution_fitting/plot_estimate_gpd_wooster
   /auto_data_analysis/distribution_fitting/plot_estimate_gpd_dowjones
   /auto_data_analysis/distribution_fitting/plot_advanced_mle_estimator
   /auto_data_analysis/distribution_fitting/plot_estimate_non_parametric_distribution
   /auto_data_analysis/distribution_fitting/plot_estimate_gev_pirie
   /auto_data_analysis/distribution_fitting/plot_estimate_gpd_rain
   /auto_data_analysis/distribution_fitting/plot_estimate_gev_racetime
   /auto_data_analysis/distribution_fitting/plot_estimate_gev_fremantle