There's one in scipy.stats:
>>> import scipy.stats
>>> scipy.stats.norm(0, 1)
<scipy.stats.distributions.rv_frozen object at 0x928352c>
>>> scipy.stats.norm(0, 1).pdf(0)
0.3989422804014327
>>> scipy.stats.norm(0, 1).cdf(0)
0.5
>>> scipy.stats.norm(100, 12)
<scipy.stats.distributions.rv_frozen object at 0x928352c>
>>> scipy.stats.norm(100, 12).pdf(98)
0.032786643008494994
>>> scipy.stats.norm(100, 12).cdf(98)
0.43381616738909634
>>> scipy.stats.norm(100, 12).cdf(100)
0.5
[One thing to beware of -- just a tip -- is that the parameter passing is a little broad. Because of the way the code is set up, if you accidentally write scipy.stats.norm(mean=100, std=12)
instead of scipy.stats.norm(100, 12)
or scipy.stats.norm(loc=100, scale=12)
, then it'll accept it, but silently discard those extra keyword arguments and give you the default (0,1).]
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