[Feature Request]: Compact set of most diverse distributions to try on a limited budget about fitter

[cokelaer]

@fingoldo YES ! I'm interested. You are completely right. The set of distributions is redundant and having a subset that is representative would be very useful. If in addition, it is supported by a good algorithm a very good addition. Please, if still interesting, try to put a PR, we'll review it and integrate within fitter.

[fingoldo]

@fingoldo YES ! I'm interested. You are completely right. The set of distributions is redundant and having a subset that is representative would be very useful. If in addition, it is supported by a good algorithm a very good addition. Please, if still interesting, try to put a PR, we'll review it and integrate within fitter.

Thanks. My research is conducted but not published yet. Did quite a lot of computations, ~ 24 hrs with 16 cores )
I'll try to prepare a publication in the coming month, but for now, quick result is that 3 most universal distributions that, taken together, can approximate well the highest number of other distributions and are reasonable fast to compute, are stats.levy_l, stats.logistic, stats.pareto.

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