fcaz.stats#

Distribution tools that extend scipy.stats with actuarial transformations.

Everything here follows the scipy conventions: invexpon(scale=theta) is used like scipy.stats.expon(scale=theta), and Mixture returns an object with the frozen-distribution methods (pdf, cdf, sf, ppf, rvs, mean) plus hf and chf.

Distributions#

invexpon

Inverse exponential continuous random variable.

Mixture(dists, weights)

Finite mixture of frozen distributions (i.e., those with parameters already fixed).

Hazard functions#

hf(dist, x)

Hazard function of a frozen distribution (i.e., one with parameters already fixed).

chf(dist, x)

Cumulative hazard function of a frozen distribution (i.e., one with parameters already fixed).