Probability distributions

The probability distributions supported by lmoments3 are summarised in the table below.

Name

lmoments3 name

scipy name

Parameters

Exponential

exp

expon

loc, scale

Gamma

gam

gamma

a, loc, scale (The location parameter is not calculated using L-moments and assumed to be zero.)

Generalised Extreme Value

gev

genextreme

c, loc, scale

Generalised Logistic

glo

n/a

k, loc, scale

Generalised Normal

gno

n/a

k, loc, scale

Generalised Pareto

gpa

genpareto

c, loc, scale

Gumbel

gum

gumbel_r

loc, scale

Kappa

kap

n/a

k, h, loc, scale

Normal

nor

norm

loc, scale

Pearson III

pe3

pearson3

skew, loc, scale

Wakeby

wak

n/a

beta, gamma, delta, loc, scale

Weibull

wei

weibull_min

c, loc, scale

All distributions in the table above are included in the lmoments3.distr module. They can be used like any other scipy.stats.rv_continous distribution (documentation).

Basic usage is as follows:

from lmoments3 import distr

general_exp_distr = distr.exp

Or a distribution with parameters “frozen”:

exp_distr = distr.exp(loc=0, scale=2)