Thursday, 22 August 2019

Goodness of fit test for Weibull distribution in python

I have some data that I have to test to see if it comes from a Weibull distribution with unknown parameters. In R I could use https://cran.r-project.org/web/packages/KScorrect/index.html but I can't find anything in Python.

Using scipy.stats I can fit parameters with:

scipy.stats.weibull_min.fit(values)

However in order to turn this into a test I think I need to perform some Monte-Carlo simulation. I am not sure what to do exactly.

How can I make such a test in Python?



from Goodness of fit test for Weibull distribution in python

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