Use scipy.stats to turn questions such as “What if demand is higher?” into simulated outcomes: sample from a distribution, hold assumptions fixed, fit and challenge candidate distributions, and compare ordinary sampling with quasi-Monte Carlo where it suits the problem. These techniques quantify outcomes conditional on your model; they do not make the model true. Examples below follow the SciPy 1.18.0 documentation; SciPy’s homepage listed 1.18.1, released August 21, 2026, as the latest release when checked.
1. Sample from a distribution with a repeatable random generator
A distribution’s rvs method generates random variates. Pass a NumPy Generator using the supported rng argument to make a run repeatable:
import numpy as np
from scipy import stats
rng = np.random.default_rng(2026)
demand = stats.poisson.rvs(mu=100, size=10_000, rng=rng)
print(demand.mean())
print(np.quantile(demand, [0.05, 0.50, 0.95]))
This example assumes demand follows a Poisson distribution with mean 100 units per period. The quantiles summarize simulated outcomes under that assumption; they are not forecasts or guarantees. SciPy’s statistics tutorial explains random variate generation and distribution methods.
A fixed seed makes the random stream repeatable in a given setup, which is useful for debugging and comparing changes. It does not validate the distribution or its parameters. State the assumptions alongside the results, and use sensitivity analysis if a decision changes materially when those assumptions change.
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2. Freeze a distribution to keep scenario assumptions visible
A frozen distribution stores its parameters once, so repeated calculations use the same assumptions without restating them on every call:
from scipy import stats
# Example assumption: normally distributed delivery time,
# with a mean of 5 days and standard deviation of 1.2 days.
delivery_time = stats.norm(loc=5, scale=1.2)
samples = delivery_time.rvs(size=10_000, random_state=2026)
probability_over_7_days = delivery_time.sf(7)
print(probability_over_7_days)
The frozen object exposes distribution methods such as sampling, cumulative probabilities, and summary statistics. Here, sf(7) is the model-implied probability of a delivery time greater than seven days. The values are illustrative assumptions, not fitted results. See SciPy’s distribution tutorial for frozen distributions and available methods.
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Using rng with rvs is documented in the current SciPy API context; the frozen-distribution example uses random_state, the established argument form. Check the API for the SciPy version you run before adapting argument names, because function signatures can evolve.
3. Fit a distribution, then judge whether it describes the data
When historical observations are available, fit estimates parameters for a selected distribution family. SciPy uses maximum likelihood estimation by default; bounds and initial guesses can guide the optimization. For example:
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from scipy import stats
observations = [4.8, 5.1, 3.9, 6.0, 5.4, 4.6, 5.7]
shape, loc, scale = stats.gamma.fit(observations)
print(shape, loc, scale)
This finds gamma-distribution parameters for the supplied data. The fitted parameters do not show that a gamma distribution is the right family. Consider whether the distribution’s support and shape make sense for the outcome, inspect its tail behavior, and assess the fit with diagnostics and domain knowledge. SciPy’s distribution fitting reference documents the fitting API, its maximum-likelihood default, and options including bounds and guesses.
Parameter estimates also carry uncertainty. A simulation that treats fitted values as exact can understate uncertainty, especially when the data are limited. Make assumptions explicit and examine how results change across plausible parameter values.
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4. Challenge a distribution with Monte Carlo goodness-of-fit
scipy.stats.goodness_of_fit tests compatibility between observed data and a specified distribution. It fits unknown parameters, generates Monte Carlo samples under the fitted null hypothesis, refits unknown parameters for each sample, and compares the observed statistic with the resulting null distribution. SciPy supports Anderson-Darling, Kolmogorov-Smirnov, Cramér-von Mises, and Filliben statistics.
import numpy as np
from scipy import stats
observations = np.asarray([4.8, 5.1, 3.9, 6.0, 5.4, 4.6, 5.7])
rng = np.random.default_rng(2026)
result = stats.goodness_of_fit(
stats.norm,
observations,
statistic=" Anderson-Darling ".strip(),
n_mc_samples=9_999,
rng=rng,
)
print(result.pvalue)
The documented default for n_mc_samples is 9,999 in the SciPy v1.18.0 reference; the example spells it out so the computational choice is visible. This is a default setting, not a universal recommendation. The method may be slow because fitting is repeated for each simulated sample, and SciPy warns that an unreliable fit can impair error control. Consult the goodness-of-fit reference for the setup and caveats.
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Interpret the p-value as evidence about compatibility under this test’s assumptions, not as the probability that the model is true. A test cannot establish that the chosen family is correct or that its assumptions are suitable for a decision.
5. Compare quasi-Monte Carlo for suitable problems
SciPy includes quasi-Monte Carlo functionality in scipy.stats, alongside distributions, summary and frequency statistics, correlation, statistical tests, and kernel density estimation. Quasi-Monte Carlo uses structured, low-discrepancy sequences rather than ordinary independent random draws. It may be worth comparing for suitable sampling or integration tasks, but it is not a universal upgrade.
Compare methods using the estimator and task at hand: measure the error relevant to your decision, check repeatability, and account for computational cost. The documentation establishes availability, not a general performance advantage. SciPy’s quasi-Monte Carlo reference describes the available functionality.
How to make a “what if” result decision-ready
- Name the model: specify the distribution family, its parameters, and what one draw represents.
- Separate parameter fitting from model choice: estimating parameters does not validate the family.
- Show uncertainty: report a useful range or quantiles as conditional simulation results, not certain outcomes.
- Test sensitivity: vary plausible assumptions and check whether the decision changes.
- Record the setup: note the SciPy version, random-generator seed, sample count, and test or estimator used.
SciPy describes itself as providing “Fundamental algorithms for scientific computing in Python.” The project’s homepage listed version 1.18.1 as released on August 21, 2026. The function details above link to the versioned 1.18.0 manual, so check the documentation corresponding to your installed version when adapting code.
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