Hi,

I think for creating RVs with custom distributions, one can use,
ContinuousRV, DiscreteRV Or FiniteRV depending on the type of distribution.
You can take a look at
https://docs.sympy.org/latest/modules/stats.html#examples
Note that the PDF/PMF should be a SymPy object.

With Regards,
Gagandeep Singh
Github - https://github.com/czgdp1807
LinkedIn - https://www.linkedin.com/in/czgdp1807

On Sun, 11 Oct, 2020, 3:45 AM [email protected], <[email protected]> wrote:

> Hello,
>
> I'm trying to set up a custom distribution with the following function
> describing its PDF:
>
> def pdf(x, beta, alpha, eta):
>     t0 = beta / (alpha * (1 - x - eta))
>     t1 = pow(np.log(1 - x - eta) / alpha, beta - 1)
>     t2 = np.exp(-pow(np.log(1 - x - eta) / alpha, beta))
>     return t0 * t1 * t2
>
> It's a particular parameterization of the Log-Weibull distribution, with
> beta and alpha being the shape and scale parameters, respectively, and eta
> acts as a shift parameter representing the upper bound of the sample space,
> which is then defined as -inf < x < eta.  I'm interested in drawing random
> variates, computing the above PDF, and CDF.
>
> I have limited experience with sympy, and none with sympy.stats, but it
> seems as if what I need is sympy.stats.ContinuousDistributionHandmade.
> However, I'd appreciate any pointers.
>
> Thanks,
> --
> Seb
>
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