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stats standardized distributions - request for expected API #5888

@mountaindust

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@mountaindust

I'm a mathematician trying to plot several distributions (notably in this case Gamma and truncated Normal) in order to do some basic notebook-style exploration for different parameter choices. I first started with truncated normal, and after over half an hour, I still could not get scipy.stats.truncnorm to plot a simple normal distribution with mean = 18, standard distribution = 1.5, but truncated at 12 and 24. This includes after trying to follow the formula in the documentation for a and b - the behavior was always surprising, typically cutting the distribution in half and throwing it's support way beyond 24. I finally settled for just plotting a regular normal distribution when I couldn't get it to work.

Now I'm messing around with the gamma distribution, and the API is again surprising. I would suggest that in the spirit of "batteries included", the user shouldn't have to do the sort of computations described in http://docs.scipy.org/doc/scipy/reference/tutorial/stats.html, shape parameter section, just to use the gamma distribution with its two typical parameters (k and theta, or alpha and beta, it doesn't matter - they are easy to translate between) as described on wikipedia https://en.wikipedia.org/wiki/Gamma_distribution.

My request is that these standardized functions which lack a typical, full parameterization expose some kind of API allowing the user to specify all their typical parameters directly and get back a distribution with no further work required.

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