Kernel Density Estimation Link to Notebook GitHub In [1]: import numpy as np
from scipy import stats
import statsmodels.api as sm
import matplotlib.pyplot as plt
from statsmodels.distributions.mixture_rvs import mixture_rvs
A univariate example. In [2]: np.random.seed(12345)
In [3]: obs_dist1 = mixture_rvs([.25,.75], size=10000, dist=[stats.norm, stats.norm],
kwargs = (dict(loc=-1,scale=.5),dict(loc=1,scale=.5)))
In [4]: kde = sm.non