Scipy Weibull parameter confidence intervals

Question

I've been using Matlab to fit data to a Weibull distribution using [paramhat, paramci] = wblfit(data, alpha). This gives the shape and scale parameters for a Weibull distribution as well as the confidence intervals for each value.

I'm trying to use Scipy to accomplish the sane task and can easily get the parameters with scipy.stats.weibull_min.fit but I cannot figure out a way to get the confidence intervals on the vlauee. Does Scipy offer this functionality? Or do I need to write the MLE confidence intervals estimation myself?

Answer 1

You could use scipy.optimize.curve_fit to fit the weibull distribution to your data. This will also give you the covariance and thus you can estimate the error of the fitted parameters.