gpitt71/gemact-code

Distribution not matching with scipy

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the pdf of distribution not equal to scipy distribution

for example
Burr distribution with

{'c': 3.120105438478298,
'd': 1.8614197750694768,
'loc': -1.3885523888984292,
'scale': 837.6048494583347}

has pdf not same with scipy.stats.burr

EdoLu commented

Hello, sorry for the late reply.
I do not see any discrepancy if I compare our Burr12 implementation with scipy one. Please be aware that you should refer to scipy burr12 (Burr Type XII) distribution (https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.burr12.html#scipy.stats.burr12) and not to scipy burr (Burr Type III) distribution.
Let me know if your calculation works after this adjustment.