How does SciPy stats.norm.fit determine the parameters

Question

this may not be a suitable question for this forum, but I was just wondering if anyone knows how SciPy's stats.norm.fit() method determines distribution parameters? I read somewhere that it uses Maximum Likelihood Estimation, but I cannot find any offical documentation.

Thanks in advance,

BJR

Answer 1

scipy.stats.norm does indeed calculate the distribution parameters using maximum likelihood estimation. Specifically, it minimizes the log-likelihood.

norm is a subclass of rv_continuous, which implements the fit method. Hence, you'll find the documentation of fit in the docs of rv_continuous.