The method scipy.stats.rv_continuous.fit finds the parameters that maximise a log likelihood function which is determined by the input data and the specification of the distribution rv_continuous. For instance, this could be normal or gamma. The documentation for scipy.stats.rv_continuous.fit doesn't explain how the log-likelihood function is generated and I would like to know how. I need it so I can calculate the value of the log-likelihood at the parameters estimated by fit (i.e. the maximum value). Continue reading...
