Probability Distribution Python Packages

preliz

Exploring and eliciting probability distributions

distfit

distfit is a python library for probability density fitting.

aggregate

Tools for creating and working with aggregate probability distributions.

conjugate-models

Fast Bayesian Inference in Python. 50+ conjugate models with vectorized updates, sufficient statistic helpers, built-in plotting, and SciPy integration.

oipd

OIPD computes the probabilities of an asset's future price as implied by the options market.

binned-cdf

A PyTorch-based distribution parametrized by the logits of CDF bins

richvalues

Python library for dealing with uncertainties and upper/lower limits

pertdist

Python utilities for the PERT distribution with sampling and moments

inverse-canopy

Tensorflow based library for back-fitting event tree conditional/functional event probability distributions to match target end-state frequencies.

phitter

Find the best probability distribution for your dataset and simulate processes and queues

mjf-finance

A Python library implementing the Modified Jones-Faddy (mJF) Skew t-Distribution to model the asymmetric behavior of stock market returns, with a focus on capturing the "broken symmetry" of market crashes and rallies.

probcalc

A simple Python package to make calculating probabilities easier.

doex

Python library for conducting design of experiments

ref-gsd

Reference implementation of generalised score distribution in python

tracywidom

Generate the Tracy-Widom distribution functions for beta = 1, 2, or 4 in Python

landaupy

A pure python implementation of the Landau distribution

distribution-playground

2D Probability Distribution "Playground" for Generative Models.

sstudentt

An implementation of the skewed student-t distribution.

mv-laplace

Multivariate Laplace distribution sampler and utilities

pyproba

Exploring Probability distributions

tf-sdp

Deep nonparametric estimation of discrete conditional distributions via smoothed dyadic partitioning