Diagnostics for density estimation

Diagnostics for assessing the goodness-of-fit of estimated distributions to the underlying data using the Probability Integral Transform (PIT) and the Δ-ECDF-PIT plots.

using ArviZPythonPlots, ArviZExampleData

use_style("arviz-variat")

data = load_example_data("radon")
pc = plot_dgof(data; var_names="g", kind="hist", stats=Dict("dist" => Dict("bins" => 30)))

See plot_dgof.

See also the EABM chapter on Visualization of Random Variables with ArviZ.