问题
What is an easy way to calculate the loglikelihood of any distribution fitted to data?
回答1:
Solution by OP.
Python has 82 standard distributions which can be found here and in scipy.stats.distributions
Suppose you find the parameters such that the probability density function(pdf) fits the data as follows:
dist = getattr(stats.stats, 'distribution name')
params = dist.fit(data)
Then since it is a standard distribution included in the SciPy library, the pdf and logpdf can be found and used very easily in the following way:
LLH = dist.logpdf(data,*params).sum()
Note that that this corresponds to the loglikelihood function defined here.
来源：https://stackoverflow.com/questions/50588602/calculating-loglikelihood-of-distributions-in-python