python-scipyHow do I fit a Gaussian distribution using Python and SciPy?
To fit a Gaussian distribution using Python and SciPy, you can use the scipy.stats.norm.fit() function. This function takes an array of data samples and returns the mean and standard deviation of the best fitting Gaussian distribution.
Example code
from scipy.stats import norm
# Generate random data
data = np.random.randn(10000)
# Fit a normal distribution to the data
mu, std = norm.fit(data)
print('mu:', mu)
print('std:', std)
Output example
mu: 0.007817331827256067
std: 0.9908788996850786
The code above does the following:
- Imports the
normfunction from thescipy.statsmodule. - Generates an array of random data using
np.random.randn(). - Fits a normal distribution to the data using
norm.fit(). - Prints the mean and standard deviation of the best fitting Gaussian distribution.
Helpful links
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