Distributions
This module contains functionality for all probability distributions supported in UQpy
.
The UQpy.distributions
module is used to define probability distribution objects. These objects possess various
methods that allow the user to :
compute the probability density/mass function
pdf/pmf
,compute the cumulative distribution function
cdf
,compute the logarithm of the pdf/pmf
log_pdf/log_pmf
,return the moments
moments
,draw independent samples
rvs
and compute the maximum likelihood estimate of the parameters from data
mle
.
The module contains the following parent classes:
Distribution
: Parent class to all distributions.Distribution1D
: Parent class to all univariate distributions.DistributionContinuous1D
: Parent class to 1-dimensional continuous probability distributions.DistributionDiscrete1D
: Parent class to 1-dimensional discrete probability distributions.DistributionND
: Parent class to multivariate probability distributions.Copula
: Parent class to copula to model dependency between marginals.
Probability distributions are defined via sub-classing those parent classes.
Note that the various classes of the UQpy.distributions
module are written to be consistent with distributions in the
scipy.stats
package [9], to the extent possible while maintaining an extensible, object oriented architecture that is
convenient for operating with the other UQpy
modules. All existing distributions and their methods in UQpy
are
restructured from the scipy.stats
package.