scipy 1.16.2__cp314-cp314t-win_arm64.whl

scipy/stats/_probability_distribution.py

@@ -0,0 +1,1964 @@
+# Temporary file separated from _distribution_infrastructure.py
+# to simplify the diff during PR review.
+from abc import ABC, abstractmethod
+
+class _ProbabilityDistribution(ABC):
+    @abstractmethod
+    def support(self):
+        r"""Support of the random variable
+
+        The support of a random variable is set of all possible outcomes;
+        i.e., the subset of the domain of argument :math:`x` for which
+        the probability density function :math:`f(x)` is nonzero.
+
+        This function returns lower and upper bounds of the support.
+
+        Returns
+        -------
+        out : tuple of Array
+            The lower and upper bounds of the support.
+
+        See Also
+        --------
+        pdf
+
+        References
+        ----------
+        .. [1] Support (mathematics), *Wikipedia*,
+               https://en.wikipedia.org/wiki/Support_(mathematics)
+
+        Notes
+        -----
+        Suppose a continuous probability distribution has support ``(l, r)``.
+        The following table summarizes the value returned by several
+        methods when the argument is outside the support.
+
+        +----------------+---------------------+---------------------+
+        | Method         | Value for ``x < l`` | Value for ``x > r`` |
+        +================+=====================+=====================+
+        | ``pdf(x)``     | 0                   | 0                   |
+        +----------------+---------------------+---------------------+
+        | ``logpdf(x)``  | -inf                | -inf                |
+        +----------------+---------------------+---------------------+
+        | ``cdf(x)``     | 0                   | 1                   |
+        +----------------+---------------------+---------------------+
+        | ``logcdf(x)``  | -inf                | 0                   |
+        +----------------+---------------------+---------------------+
+        | ``ccdf(x)``    | 1                   | 0                   |
+        +----------------+---------------------+---------------------+
+        | ``logccdf(x)`` | 0                   | -inf                |
+        +----------------+---------------------+---------------------+
+
+        For discrete distributions, the same table is applicable with
+        ``pmf`` and ``logpmf`` substituted for ``pdf`` and ``logpdf``.
+
+        For the ``cdf`` and related methods of continuous distributions, the
+        inequality need not be strict; i.e. the tabulated value is returned
+        when the method is evaluated *at* the corresponding boundary.
+
+        The following table summarizes the value returned by the inverse
+        methods for arguments ``0`` and ``1``, whether the distribution
+        is continuous or discrete.
+
+        +-------------+-----------+-----------+
+        | Method      | ``x = 0`` | ``x = 1`` |
+        +=============+===========+===========+
+        | ``icdf(x)`` | ``l``     | ``r``     |
+        +-------------+-----------+-----------+
+        | ``icdf(x)`` | ``r``     | ``l``     |
+        +-------------+-----------+-----------+
+
+        For the inverse log-functions, the same values are returned
+        for ``x = log(0)`` and ``x = log(1)``. All inverse functions return
+        ``nan`` when evaluated at an argument outside the domain ``0`` to ``1``.
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=-0.5, b=0.5)
+
+        Retrieve the support of the distribution:
+
+        >>> X.support()
+        (-0.5, 0.5)
+
+        For a distribution with infinite support,
+
+        >>> X = stats.Normal()
+        >>> X.support()
+        (-inf, inf)
+
+        Due to underflow, the numerical value returned by the PDF may be zero
+        even for arguments within the support, even if the true value is
+        nonzero. In such cases, the log-PDF may be useful.
+
+        >>> X.pdf([-100., 100.])
+        array([0., 0.])
+        >>> X.logpdf([-100., 100.])
+        array([-5000.91893853, -5000.91893853])
+
+        Use cases for the log-CDF and related methods are analogous.
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def sample(self, shape, *, method, rng):
+        r"""Random sample from the distribution.
+
+        Parameters
+        ----------
+        shape : tuple of ints, default: ()
+            The shape of the sample to draw. If the parameters of the distribution
+            underlying the random variable are arrays of shape ``param_shape``,
+            the output array will be of shape ``shape + param_shape``.
+        method : {None, 'formula', 'inverse_transform'}
+            The strategy used to produce the sample. By default (``None``),
+            the infrastructure chooses between the following options,
+            listed in order of precedence.
+
+            - ``'formula'``: an implementation specific to the distribution
+            - ``'inverse_transform'``: generate a uniformly distributed sample and
+              return the inverse CDF at these arguments.
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a `NotImplementedError``
+            will be raised.
+        rng : `numpy.random.Generator` or `scipy.stats.QMCEngine`, optional
+            Pseudo- or quasi-random number generator state. When `rng` is None,
+            a new `numpy.random.Generator` is created using entropy from the
+            operating system. Types other than `numpy.random.Generator` and
+            `scipy.stats.QMCEngine` are passed to `numpy.random.default_rng`
+            to instantiate a ``Generator``.
+
+            If `rng` is an instance of `scipy.stats.QMCEngine` configured to use
+            scrambling and `shape` is not empty, then each slice along the zeroth
+            axis of the result is a "quasi-independent", low-discrepancy sequence;
+            that is, they are distinct sequences that can be treated as statistically
+            independent for most practical purposes. Separate calls to `sample`
+            produce new quasi-independent, low-discrepancy sequences.
+
+        References
+        ----------
+        .. [1] Sampling (statistics), *Wikipedia*,
+               https://en.wikipedia.org/wiki/Sampling_(statistics)
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> import numpy as np
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=0., b=1.)
+
+        Generate a pseudorandom sample:
+
+        >>> x = X.sample((1000, 1))
+        >>> octiles = (np.arange(8) + 1) / 8
+        >>> np.count_nonzero(x <= octiles, axis=0)
+        array([ 148,  263,  387,  516,  636,  751,  865, 1000])  # may vary
+
+        >>> X = stats.Uniform(a=np.zeros((3, 1)), b=np.ones(2))
+        >>> X.a.shape,
+        (3, 2)
+        >>> x = X.sample(shape=(5, 4))
+        >>> x.shape
+        (5, 4, 3, 2)
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def moment(self, order, kind, *, method):
+        r"""Raw, central, or standard moment of positive integer order.
+
+        In terms of probability density function :math:`f(x)` and support
+        :math:`\chi`, the "raw" moment (about the origin) of order :math:`n` of
+        a continuous random variable :math:`X` is:
+
+        .. math::
+
+            \mu'_n(X) = \int_{\chi} x^n f(x) dx
+
+        The "central" moment is the raw moment taken about the mean,
+        :math:`\mu = \mu'_1`:
+
+        .. math::
+
+            \mu_n(X) = \int_{\chi} (x - \mu) ^n f(x) dx
+
+        The "standardized" moment is the central moment normalized by the
+        :math:`n^\text{th}` power of the standard deviation
+        :math:`\sigma = \sqrt{\mu_2}` to produce a scale invariant quantity:
+
+        .. math::
+
+            \tilde{\mu}_n(X) = \frac{\mu_n(X)}
+                                    {\sigma^n}
+
+        The definitions for discrete random variables are analogous, with
+        sums over the support replacing the integrals.
+        
+        Parameters
+        ----------
+        order : int
+            The integer order of the moment; i.e. :math:`n` in the formulae above.
+        kind : {'raw', 'central', 'standardized'}
+            Whether to return the raw (default), central, or standardized moment
+            defined above.
+        method : {None, 'formula', 'general', 'transform', 'normalize', 'quadrature', 'cache'}
+            The strategy used to evaluate the moment. By default (``None``),
+            the infrastructure chooses between the following options,
+            listed in order of precedence.
+
+            - ``'cache'``: use the value of the moment most recently calculated
+              via another method
+            - ``'formula'``: use a formula for the moment itself
+            - ``'general'``: use a general result that is true for all distributions
+              with finite moments; for instance, the zeroth raw moment is
+              identically 1
+            - ``'transform'``: transform a raw moment to a central moment or
+              vice versa (see Notes)
+            - ``'normalize'``: normalize a central moment to get a standardized
+              or vice versa
+            - ``'quadrature'``: numerically integrate (or, in the discrete case, sum)
+              according to the definition
+
+            Not all `method` options are available for all orders, kinds, and
+            distributions. If the selected `method` is not available, a
+            ``NotImplementedError`` will be raised.
+
+        Returns
+        -------
+        out : array
+            The moment of the random variable of the specified order and kind.
+
+        See Also
+        --------
+        pdf
+        mean
+        variance
+        standard_deviation
+        skewness
+        kurtosis
+
+        Notes
+        -----
+        Not all distributions have finite moments of all orders; moments of some
+        orders may be undefined or infinite. If a formula for the moment is not
+        specifically implemented for the chosen distribution, SciPy will attempt
+        to compute the moment via a generic method, which may yield a finite
+        result where none exists. This is not a critical bug, but an opportunity
+        for an enhancement.
+
+        The definition of a raw moment in the summary is specific to the raw moment
+        about the origin. The raw moment about any point :math:`a` is:
+
+        .. math::
+
+            E[(X-a)^n] = \int_{\chi} (x-a)^n f(x) dx
+
+        In this notation, a raw moment about the origin is :math:`\mu'_n = E[x^n]`,
+        and a central moment is :math:`\mu_n = E[(x-\mu)^n]`, where :math:`\mu`
+        is the first raw moment; i.e. the mean.
+
+        The ``'transform'`` method takes advantage of the following relationships
+        between moments taken about different points :math:`a` and :math:`b`.
+
+        .. math::
+
+            E[(X-b)^n] =  \sum_{i=0}^n E[(X-a)^i] {n \choose i} (a - b)^{n-i}
+
+        For instance, to transform the raw moment to the central moment, we let
+        :math:`b = \mu` and :math:`a = 0`.
+
+        The distribution infrastructure provides flexibility for distribution
+        authors to implement separate formulas for raw moments, central moments,
+        and standardized moments of any order. By default, the moment of the
+        desired order and kind is evaluated from the formula if such a formula
+        is available; if not, the infrastructure uses any formulas that are
+        available rather than resorting directly to numerical integration.
+        For instance, if formulas for the first three raw moments are
+        available and the third standardized moments is desired, the
+        infrastructure will evaluate the raw moments and perform the transforms
+        and standardization required. The decision tree is somewhat complex,
+        but the strategy for obtaining a moment of a given order and kind
+        (possibly as an intermediate step due to the recursive nature of the
+        transform formula above) roughly follows this order of priority:
+
+        #. Use cache (if order of same moment and kind has been calculated)
+        #. Use formula (if available)
+        #. Transform between raw and central moment and/or normalize to convert
+           between central and standardized moments (if efficient)
+        #. Use a generic result true for most distributions (if available)
+        #. Use quadrature
+
+        References
+        ----------
+        .. [1] Moment, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Moment_(mathematics)
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> from scipy import stats
+        >>> X = stats.Normal(mu=1., sigma=2.)
+
+        Evaluate the first raw moment:
+
+        >>> X.moment(order=1, kind='raw')
+        1.0
+        >>> X.moment(order=1, kind='raw') == X.mean() == X.mu
+        True
+
+        Evaluate the second central moment:
+
+        >>> X.moment(order=2, kind='central')
+        4.0
+        >>> X.moment(order=2, kind='central') == X.variance() == X.sigma**2
+        True
+
+        Evaluate the fourth standardized moment:
+
+        >>> X.moment(order=4, kind='standardized')
+        3.0
+        >>> X.moment(order=4, kind='standardized') == X.kurtosis(convention='non-excess')
+        True
+
+        """  # noqa:E501
+        raise NotImplementedError()
+
+    @abstractmethod
+    def mean(self, *, method):
+        r"""Mean (raw first moment about the origin)
+
+        Parameters
+        ----------
+        method : {None, 'formula', 'transform', 'quadrature', 'cache'}
+            Method used to calculate the raw first moment. Not
+            all methods are available for all distributions. See
+            `moment` for details.
+
+        See Also
+        --------
+        moment
+        median
+        mode
+
+        References
+        ----------
+        .. [1] Mean, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Mean#Mean_of_a_probability_distribution
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> from scipy import stats
+        >>> X = stats.Normal(mu=1., sigma=2.)
+
+        Evaluate the variance:
+
+        >>> X.mean()
+        1.0
+        >>> X.mean() == X.moment(order=1, kind='raw') == X.mu
+        True
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def median(self, *, method):
+        r"""Median (50th percentile)
+
+        If a continuous random variable :math:`X` has probability :math:`0.5` of
+        taking on a value less than :math:`m`, then :math:`m` is the median.
+
+        More generally, a median is a value :math:`m` for which:
+
+        .. math::
+
+            P(X ≤ m) ≤ 0.5 ≥ P(X ≥ m)
+
+        For discrete random variables, the median may not be unique, in which
+        case the smallest value satisfying the definition is reported.
+
+        Parameters
+        ----------
+        method : {None, 'formula', 'icdf'}
+            The strategy used to evaluate the median.
+            By default (``None``), the infrastructure chooses between the
+            following options, listed in order of precedence.
+
+            - ``'formula'``: use a formula for the median
+            - ``'icdf'``: evaluate the inverse CDF of 0.5
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The median
+
+        See Also
+        --------
+        mean
+        mode
+        icdf
+
+        References
+        ----------
+        .. [1] Median, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Median#Probability_distributions
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=0., b=10.)
+
+        Compute the median:
+
+        >>> X.median()
+        np.float64(5.0)
+        >>> X.median() == X.icdf(0.5) == X.iccdf(0.5)
+        True
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def mode(self, *, method):
+        r"""Mode (most likely value)
+
+        Informally, the mode is a value that a random variable has the highest
+        probability (density) of assuming. That is, the mode is the element of
+        the support :math:`\chi` that maximizes the probability density (or mass,
+        for discrete random variables) function :math:`f(x)`:
+
+        .. math::
+
+            \text{mode} = \arg\max_{x \in \chi} f(x)
+
+        Parameters
+        ----------
+        method : {None, 'formula', 'optimization'}
+            The strategy used to evaluate the mode.
+            By default (``None``), the infrastructure chooses between the
+            following options, listed in order of precedence.
+
+            - ``'formula'``: use a formula for the median
+            - ``'optimization'``: numerically maximize the PDF/PMF
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The mode
+
+        See Also
+        --------
+        mean
+        median
+        pdf
+
+        Notes
+        -----
+        For some distributions
+
+        #. the mode is not unique (e.g. the uniform distribution);
+        #. the PDF has one or more singularities, and it is debatable whether
+           a singularity is considered to be in the domain and called the mode
+           (e.g. the gamma distribution with shape parameter less than 1); and/or
+        #. the probability density function may have one or more local maxima
+           that are not a global maximum (e.g. mixture distributions).
+
+        In such cases, `mode` will
+
+        #. return a single value,
+        #. consider the mode to occur at a singularity, and/or
+        #. return a local maximum which may or may not be a global maximum.
+
+        If a formula for the mode is not specifically implemented for the
+        chosen distribution, SciPy will attempt to compute the mode
+        numerically, which may not meet the user's preferred definition of a
+        mode. In such cases, the user is encouraged to subclass the
+        distribution and override ``mode``.
+
+        References
+        ----------
+        .. [1] Mode (statistics), *Wikipedia*,
+               https://en.wikipedia.org/wiki/Mode_(statistics)
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> from scipy import stats
+        >>> X = stats.Normal(mu=1., sigma=2.)
+
+        Evaluate the mode:
+
+        >>> X.mode()
+        1.0
+
+        If the mode is not uniquely defined, ``mode`` nonetheless returns a
+        single value.
+
+        >>> X = stats.Uniform(a=0., b=1.)
+        >>> X.mode()
+        0.5
+
+        If this choice does not satisfy your requirements, subclass the
+        distribution and override ``mode``:
+
+        >>> class BetterUniform(stats.Uniform):
+        ...     def mode(self):
+        ...         return self.b
+        >>> X = BetterUniform(a=0., b=1.)
+        >>> X.mode()
+        1.0
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def variance(self, *, method):
+        r"""Variance (central second moment)
+
+        Parameters
+        ----------
+        method : {None, 'formula', 'transform', 'normalize', 'quadrature', 'cache'}
+            Method used to calculate the central second moment. Not
+            all methods are available for all distributions. See
+            `moment` for details.
+
+        See Also
+        --------
+        moment
+        standard_deviation
+        mean
+
+        References
+        ----------
+        .. [1] Variance, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Variance#Absolutely_continuous_random_variable
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> from scipy import stats
+        >>> X = stats.Normal(mu=1., sigma=2.)
+
+        Evaluate the variance:
+
+        >>> X.variance()
+        4.0
+        >>> X.variance() == X.moment(order=2, kind='central') == X.sigma**2
+        True
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def standard_deviation(self, *, method):
+        r"""Standard deviation (square root of the second central moment)
+
+        Parameters
+        ----------
+        method : {None, 'formula', 'transform', 'normalize', 'quadrature', 'cache'}
+            Method used to calculate the central second moment. Not
+            all methods are available for all distributions. See
+            `moment` for details.
+
+        See Also
+        --------
+        variance
+        mean
+        moment
+
+        References
+        ----------
+        .. [1] Standard deviation, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Standard_deviation#Definition_of_population_values
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> from scipy import stats
+        >>> X = stats.Normal(mu=1., sigma=2.)
+
+        Evaluate the standard deviation:
+
+        >>> X.standard_deviation()
+        2.0
+        >>> X.standard_deviation() == X.moment(order=2, kind='central')**0.5 == X.sigma
+        True
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def skewness(self, *, method):
+        r"""Skewness (standardized third moment)
+
+        Parameters
+        ----------
+        method : {None, 'formula', 'general', 'transform', 'normalize', 'cache'}
+            Method used to calculate the standardized third moment. Not
+            all methods are available for all distributions. See
+            `moment` for details.
+
+        See Also
+        --------
+        moment
+        mean
+        variance
+
+        References
+        ----------
+        .. [1] Skewness, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Skewness
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> from scipy import stats
+        >>> X = stats.Normal(mu=1., sigma=2.)
+
+        Evaluate the skewness:
+
+        >>> X.skewness()
+        0.0
+        >>> X.skewness() == X.moment(order=3, kind='standardized')
+        True
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def kurtosis(self, *, method):
+        r"""Kurtosis (standardized fourth moment)
+
+        By default, this is the standardized fourth moment, also known as the
+        "non-excess" or "Pearson" kurtosis (e.g. the kurtosis of the normal
+        distribution is 3). The "excess" or "Fisher" kurtosis (the standardized
+        fourth moment minus 3) is available via the `convention` parameter.
+
+        Parameters
+        ----------
+        method : {None, 'formula', 'general', 'transform', 'normalize', 'cache'}
+            Method used to calculate the standardized fourth moment. Not
+            all methods are available for all distributions. See
+            `moment` for details.
+        convention : {'non-excess', 'excess'}
+            Two distinct conventions are available:
+
+            - ``'non-excess'``: the standardized fourth moment (Pearson's kurtosis)
+            - ``'excess'``: the standardized fourth moment minus 3 (Fisher's kurtosis)
+
+            The default is ``'non-excess'``.
+
+        See Also
+        --------
+        moment
+        mean
+        variance
+
+        References
+        ----------
+        .. [1] Kurtosis, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Kurtosis
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> from scipy import stats
+        >>> X = stats.Normal(mu=1., sigma=2.)
+
+        Evaluate the kurtosis:
+
+        >>> X.kurtosis()
+        3.0
+        >>> (X.kurtosis()
+        ...  == X.kurtosis(convention='excess') + 3.
+        ...  == X.moment(order=4, kind='standardized'))
+        True
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def pdf(self, x, /, *, method):
+        r"""Probability density function
+
+        The probability density function ("PDF"), denoted :math:`f(x)`, is the
+        probability *per unit length* that the random variable will assume the
+        value :math:`x`. Mathematically, it can be defined as the derivative
+        of the cumulative distribution function :math:`F(x)`:
+
+        .. math::
+
+            f(x) = \frac{d}{dx} F(x)
+
+        `pdf` accepts `x` for :math:`x`.
+
+        Parameters
+        ----------
+        x : array_like
+            The argument of the PDF.
+        method : {None, 'formula', 'logexp'}
+            The strategy used to evaluate the PDF. By default (``None``), the
+            infrastructure chooses between the following options, listed in
+            order of precedence.
+
+            - ``'formula'``: use a formula for the PDF itself
+            - ``'logexp'``: evaluate the log-PDF and exponentiate
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The PDF evaluated at the argument `x`.
+
+        See Also
+        --------
+        cdf
+        logpdf
+
+        Notes
+        -----
+        Suppose a continuous probability distribution has support :math:`[l, r]`.
+        By definition of the support, the PDF evaluates to its minimum value
+        of :math:`0` outside the support; i.e. for :math:`x < l` or
+        :math:`x > r`. The maximum of the PDF may be less than or greater than
+        :math:`1`; since the value is a probability *density*, only its integral
+        over the support must equal :math:`1`.
+
+        For discrete distributions, `pdf` returns ``inf`` at supported points
+        and ``0`` elsewhere.
+
+        References
+        ----------
+        .. [1] Probability density function, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Probability_density_function
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=-1., b=1.)
+
+        Evaluate the PDF at the desired argument:
+
+        >>> X.pdf(0.25)
+        0.5
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def logpdf(self, x, /, *, method):
+        r"""Log of the probability density function
+
+        The probability density function ("PDF"), denoted :math:`f(x)`, is the
+        probability *per unit length* that the random variable will assume the
+        value :math:`x`. Mathematically, it can be defined as the derivative
+        of the cumulative distribution function :math:`F(x)`:
+
+        .. math::
+
+            f(x) = \frac{d}{dx} F(x)
+
+        `logpdf` computes the logarithm of the probability density function
+        ("log-PDF"), :math:`\log(f(x))`, but it may be numerically favorable
+        compared to the naive implementation (computing :math:`f(x)` and
+        taking the logarithm).
+
+        `logpdf` accepts `x` for :math:`x`.
+
+        Parameters
+        ----------
+        x : array_like
+            The argument of the log-PDF.
+        method : {None, 'formula', 'logexp'}
+            The strategy used to evaluate the log-PDF. By default (``None``), the
+            infrastructure chooses between the following options, listed in order
+            of precedence.
+
+            - ``'formula'``: use a formula for the log-PDF itself
+            - ``'logexp'``: evaluate the PDF and takes its logarithm
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The log-PDF evaluated at the argument `x`.
+
+        See Also
+        --------
+        pdf
+        logcdf
+
+        Notes
+        -----
+        Suppose a continuous probability distribution has support :math:`[l, r]`.
+        By definition of the support, the log-PDF evaluates to its minimum value
+        of :math:`-\infty` (i.e. :math:`\log(0)`) outside the support; i.e. for
+        :math:`x < l` or :math:`x > r`. The maximum of the log-PDF may be less
+        than or greater than :math:`\log(1) = 0` because the maximum of the PDF
+        can be any positive real.
+
+        For distributions with infinite support, it is common for `pdf` to return
+        a value of ``0`` when the argument is theoretically within the support;
+        this can occur because the true value of the PDF is too small to be
+        represented by the chosen dtype. The log-PDF, however, will often be finite
+        (not ``-inf``) over a much larger domain. Consequently, it may be preferred
+        to work with the logarithms of probabilities and probability densities to
+        avoid underflow.
+
+        For discrete distributions, `logpdf` returns ``inf`` at supported points and
+        ``-inf`` (``log(0)``) elsewhere.
+
+        References
+        ----------
+        .. [1] Probability density function, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Probability_density_function
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> import numpy as np
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=-1.0, b=1.0)
+
+        Evaluate the log-PDF at the desired argument:
+
+        >>> X.logpdf(0.5)
+        -0.6931471805599453
+        >>> np.allclose(X.logpdf(0.5), np.log(X.pdf(0.5)))
+        True
+
+        """
+        raise NotImplementedError()
+
+    def pmf(self, x, /, *, method=None):
+        r"""Probability mass function
+
+        The probability mass function ("PMF"), denoted :math:`f(x)`, is the
+        probability that the random variable :math:`X` will assume the value :math:`x`.
+
+        .. math::
+
+            f(x) = P(X = x)
+
+        `pmf` accepts `x` for :math:`x`.
+
+        Parameters
+        ----------
+        x : array_like
+            The argument of the PMF.
+        method : {None, 'formula', 'logexp'}
+            The strategy used to evaluate the PMF. By default (``None``), the
+            infrastructure chooses between the following options, listed in
+            order of precedence.
+
+            - ``'formula'``: use a formula for the PMF itself
+            - ``'logexp'``: evaluate the log-PMF and exponentiate
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The PMF evaluated at the argument `x`.
+
+        See Also
+        --------
+        cdf
+        logpmf
+
+        Notes
+        -----
+        Suppose a discrete probability distribution has support over the integers
+        :math:`{l, l+1, ..., r-1, r}`.
+        By definition of the support, the PMF evaluates to its minimum value
+        of :math:`0` for non-integral :math:`x` and for :math:`x` outside the support;
+        i.e. for :math:`x < l` or :math:`x > r`.
+
+        For continuous distributions, `pmf` returns ``0`` at all real arguments.
+
+        References
+        ----------
+        .. [1] Probability mass function, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Probability_mass_function
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> from scipy import stats
+        >>> X = stats.Binomial(n=10, p=0.5)
+
+        Evaluate the PMF at the desired argument:
+
+        >>> X.pmf(5)
+        np.float64(0.24609375)
+
+        """
+        raise NotImplementedError()
+
+    def logpmf(self, x, /, *, method=None):
+        r"""Log of the probability mass function
+
+        The probability mass function ("PMF"), denoted :math:`f(x)`, is the
+        probability that the random variable :math:`X` will assume the value :math:`x`.
+
+        .. math::
+
+            f(x) = \frac{d}{dx} F(x)
+
+        `logpmf` computes the logarithm of the probability mass function
+        ("log-PMF"), :math:`\log(f(x))`, but it may be numerically favorable
+        compared to the naive implementation (computing :math:`f(x)` and
+        taking the logarithm).
+
+        `logpmf` accepts `x` for :math:`x`.
+
+        Parameters
+        ----------
+        x : array_like
+            The argument of the log-PMF.
+        method : {None, 'formula', 'logexp'}
+            The strategy used to evaluate the log-PMF. By default (``None``), the
+            infrastructure chooses between the following options, listed in order
+            of precedence.
+
+            - ``'formula'``: use a formula for the log-PMF itself
+            - ``'logexp'``: evaluate the PMF and takes its logarithm
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The log-PMF evaluated at the argument `x`.
+
+        See Also
+        --------
+        pmf
+        logcdf
+
+        Notes
+        -----
+        Suppose a discrete probability distribution has support over the integers
+        :math:`{l, l+1, ..., r-1, r}`.
+        By definition of the support, the log-PMF evaluates to its minimum value
+        of :math:`-\infty` (i.e. :math:`\log(0)`) for non-integral :math:`x` and
+        for :math:`x` outside the support; i.e. for :math:`x < l` or :math:`x > r`.
+
+        For distributions with infinite support, it is common for `pmf` to return
+        a value of ``0`` when the argument is theoretically within the support;
+        this can occur because the true value of the PMF is too small to be
+        represented by the chosen dtype. The log-PMF, however, will often be finite
+        (not ``-inf``) over a much larger domain. Consequently, it may be preferred
+        to work with the logarithms of probabilities and probability densities to
+        avoid underflow.
+
+        References
+        ----------
+        .. [1] Probability density function, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Probability_density_function
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> import numpy as np
+        >>> from scipy import stats
+        >>> X = stats.Binomial(n=10, p=0.5)
+
+        Evaluate the log-PMF at the desired argument:
+
+        >>> X.logpmf(5)
+        np.float64(-1.4020427180880297)
+        >>> np.allclose(X.logpmf(5), np.log(X.pmf(5)))
+        True
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def cdf(self, x, y, /, *, method):
+        r"""Cumulative distribution function
+
+        The cumulative distribution function ("CDF"), denoted :math:`F(x)`, is
+        the probability the random variable :math:`X` will assume a value
+        less than or equal to :math:`x`:
+
+        .. math::
+
+            F(x) = P(X ≤ x)
+
+        A two-argument variant of this function is also defined as the
+        probability the random variable :math:`X` will assume a value between
+        :math:`x` and :math:`y`.
+
+        .. math::
+
+            F(x, y) = P(x ≤ X ≤ y)
+
+        `cdf` accepts `x` for :math:`x` and `y` for :math:`y`.
+
+        Parameters
+        ----------
+        x, y : array_like
+            The arguments of the CDF. `x` is required; `y` is optional.
+        method : {None, 'formula', 'logexp', 'complement', 'quadrature', 'subtraction'}
+            The strategy used to evaluate the CDF.
+            By default (``None``), the one-argument form of the function
+            chooses between the following options, listed in order of precedence.
+
+            - ``'formula'``: use a formula for the CDF itself
+            - ``'logexp'``: evaluate the log-CDF and exponentiate
+            - ``'complement'``: evaluate the CCDF and take the complement
+            - ``'quadrature'``: numerically integrate the PDF (or, in the discrete
+              case, sum the PMF)
+
+            In place of ``'complement'``, the two-argument form accepts:
+
+            - ``'subtraction'``: compute the CDF at each argument and take
+              the difference.
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The CDF evaluated at the provided argument(s).
+
+        See Also
+        --------
+        logcdf
+        ccdf
+
+        Notes
+        -----
+        Suppose a continuous probability distribution has support :math:`[l, r]`.
+        The CDF :math:`F(x)` is related to the probability density function
+        :math:`f(x)` by:
+
+        .. math::
+
+            F(x) = \int_l^x f(u) du
+
+        The two argument version is:
+
+        .. math::
+
+            F(x, y) = \int_x^y f(u) du = F(y) - F(x)
+
+        The CDF evaluates to its minimum value of :math:`0` for :math:`x ≤ l`
+        and its maximum value of :math:`1` for :math:`x ≥ r`.
+
+        Suppose a discrete probability distribution has support :math:`[l, r]`.
+        The CDF :math:`F(x)` is related to the probability mass function
+        :math:`f(x)` by:
+
+        .. math::
+
+            F(x) = \sum_{u=l}^{\lfloor x \rfloor} f(u)
+
+        The CDF evaluates to its minimum value of :math:`0` for :math:`x < l`
+        and its maximum value of :math:`1` for :math:`x ≥ r`.
+        
+        The CDF is also known simply as the "distribution function".
+
+        References
+        ----------
+        .. [1] Cumulative distribution function, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Cumulative_distribution_function
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=-0.5, b=0.5)
+
+        Evaluate the CDF at the desired argument:
+
+        >>> X.cdf(0.25)
+        0.75
+
+        Evaluate the cumulative probability between two arguments:
+
+        >>> X.cdf(-0.25, 0.25) == X.cdf(0.25) - X.cdf(-0.25)
+        True
+
+        """  # noqa: E501
+        raise NotImplementedError()
+
+    @abstractmethod
+    def icdf(self, p, /, *, method):
+        r"""Inverse of the cumulative distribution function.
+
+        For monotonic continuous distributions, the inverse of the cumulative
+        distribution function ("inverse CDF"), denoted :math:`F^{-1}(p)`, is the
+        argument :math:`x` for which the cumulative distribution function
+        :math:`F(x)` evaluates to :math:`p`.
+
+        .. math::
+
+            F^{-1}(p) = x \quad \text{s.t.} \quad F(x) = p
+
+        When a strict "inverse" of the cumulative distribution function does not
+        exist (e.g. discrete random variables), the "inverse CDF" is defined by
+        convention as the smallest value within the support :math:`\chi` for which
+        :math:`F(x)` is at least :math:`p`.
+
+        .. math::
+
+            F^{-1}(p) = \min_\chi \quad \text{s.t.} \quad F(x) ≥ p
+
+        `icdf` accepts `p` for :math:`p \in [0, 1]`.
+
+        Parameters
+        ----------
+        p : array_like
+            The argument of the inverse CDF.
+        method : {None, 'formula', 'complement', 'inversion'}
+            The strategy used to evaluate the inverse CDF.
+            By default (``None``), the infrastructure chooses between the
+            following options, listed in order of precedence.
+
+            - ``'formula'``: use a formula for the inverse CDF itself
+            - ``'complement'``: evaluate the inverse CCDF at the
+              complement of `p`
+            - ``'inversion'``: solve numerically for the argument at which the
+              CDF is equal to `p`
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The inverse CDF evaluated at the provided argument.
+
+        See Also
+        --------
+        cdf
+        ilogcdf
+
+        Notes
+        -----
+        Suppose a probability distribution has support :math:`[l, r]`. The
+        inverse CDF returns its minimum value of :math:`l` at :math:`p = 0`
+        and its maximum value of :math:`r` at :math:`p = 1`. Because the CDF
+        has range :math:`[0, 1]`, the inverse CDF is only defined on the
+        domain :math:`[0, 1]`; for :math:`p < 0` and :math:`p > 1`, `icdf`
+        returns ``nan``.
+
+        The inverse CDF is also known as the quantile function, percentile function,
+        and percent-point function.
+
+        References
+        ----------
+        .. [1] Quantile function, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Quantile_function
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> import numpy as np
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=-0.5, b=0.5)
+
+        Evaluate the inverse CDF at the desired argument:
+
+        >>> X.icdf(0.25)
+        -0.25
+        >>> np.allclose(X.cdf(X.icdf(0.25)), 0.25)
+        True
+
+        This function returns NaN when the argument is outside the domain.
+
+        >>> X.icdf([-0.1, 0, 1, 1.1])
+        array([ nan, -0.5,  0.5,  nan])
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def ccdf(self, x, y, /, *, method):
+        r"""Complementary cumulative distribution function
+
+        The complementary cumulative distribution function ("CCDF"), denoted
+        :math:`G(x)`, is the complement of the cumulative distribution function
+        :math:`F(x)`; i.e., probability the random variable :math:`X` will
+        assume a value greater than :math:`x`:
+
+        .. math::
+
+            G(x) = 1 - F(x) = P(X > x)
+
+        A two-argument variant of this function is:
+
+        .. math::
+
+            G(x, y) = 1 - F(x, y) = P(X < x \text{ or } X > y)
+
+        `ccdf` accepts `x` for :math:`x` and `y` for :math:`y`.
+
+        Parameters
+        ----------
+        x, y : array_like
+            The arguments of the CCDF. `x` is required; `y` is optional.
+        method : {None, 'formula', 'logexp', 'complement', 'quadrature', 'addition'}
+            The strategy used to evaluate the CCDF.
+            By default (``None``), the infrastructure chooses between the
+            following options, listed in order of precedence.
+
+            - ``'formula'``: use a formula for the CCDF itself
+            - ``'logexp'``: evaluate the log-CCDF and exponentiate
+            - ``'complement'``: evaluate the CDF and take the complement
+            - ``'quadrature'``: numerically integrate the PDF (or, in the discrete
+              case, sum the PMF)
+
+            The two-argument form chooses between:
+
+            - ``'formula'``: use a formula for the CCDF itself
+            - ``'addition'``: compute the CDF at `x` and the CCDF at `y`, then add
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The CCDF evaluated at the provided argument(s).
+
+        See Also
+        --------
+        cdf
+        logccdf
+
+        Notes
+        -----
+        Suppose a continuous probability distribution has support :math:`[l, r]`.
+        The CCDF :math:`G(x)` is related to the probability density function
+        :math:`f(x)` by:
+
+        .. math::
+
+            G(x) = \int_x^r f(u) du
+
+        The two argument version is:
+
+        .. math::
+
+            G(x, y) = \int_l^x f(u) du + \int_y^r f(u) du
+
+        The CCDF returns its minimum value of :math:`0` for :math:`x ≥ r`
+        and its maximum value of :math:`1` for :math:`x ≤ l`.
+
+        Suppose a discrete probability distribution has support :math:`[l, r]`.
+        The CCDF :math:`G(x)` is related to the probability mass function
+        :math:`f(x)` by:
+
+        .. math::
+
+            G(x) = \sum_{u=\lfloor x + 1 \rfloor}^{r} f(u)
+
+        The CCDF evaluates to its minimum value of :math:`0` for :math:`x ≥ r`
+        and its maximum value of :math:`1` for :math:`x < l`.
+        
+        The CCDF is also known as the "survival function".
+
+        References
+        ----------
+        .. [1] Cumulative distribution function, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Cumulative_distribution_function#Derived_functions
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> import numpy as np
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=-0.5, b=0.5)
+
+        Evaluate the CCDF at the desired argument:
+
+        >>> X.ccdf(0.25)
+        0.25
+        >>> np.allclose(X.ccdf(0.25), 1-X.cdf(0.25))
+        True
+
+        Evaluate the complement of the cumulative probability between two arguments:
+
+        >>> X.ccdf(-0.25, 0.25) == X.cdf(-0.25) + X.ccdf(0.25)
+        True
+
+        """  # noqa: E501
+        raise NotImplementedError()
+
+    @abstractmethod
+    def iccdf(self, p, /, *, method):
+        r"""Inverse complementary cumulative distribution function.
+
+        The inverse complementary cumulative distribution function ("inverse CCDF"),
+        denoted :math:`G^{-1}(p)`, is the argument :math:`x` for which the
+        complementary cumulative distribution function :math:`G(x)` evaluates to
+        :math:`p`.
+
+        .. math::
+
+            G^{-1}(p) = x \quad \text{s.t.} \quad G(x) = p
+
+        When a strict "inverse" of the complementary cumulative distribution function
+        does not exist (e.g. discrete random variables), the "inverse CCDF" is defined
+        by convention as the smallest value within the support :math:`\chi` for which
+        :math:`G(x)` is no greater than :math:`p`.
+
+        .. math::
+
+            G^{-1}(p) = \min_\chi \quad \text{s.t.} \quad G(x) ≤ p
+
+        `iccdf` accepts `p` for :math:`p \in [0, 1]`.
+
+        Parameters
+        ----------
+        p : array_like
+            The argument of the inverse CCDF.
+        method : {None, 'formula', 'complement', 'inversion'}
+            The strategy used to evaluate the inverse CCDF.
+            By default (``None``), the infrastructure chooses between the
+            following options, listed in order of precedence.
+
+            - ``'formula'``: use a formula for the inverse CCDF itself
+            - ``'complement'``: evaluate the inverse CDF at the
+              complement of `p`
+            - ``'inversion'``: solve numerically for the argument at which the
+              CCDF is equal to `p`
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The inverse CCDF evaluated at the provided argument.
+
+        Notes
+        -----
+        Suppose a probability distribution has support :math:`[l, r]`. The
+        inverse CCDF returns its minimum value of :math:`l` at :math:`p = 1`
+        and its maximum value of :math:`r` at :math:`p = 0`. Because the CCDF
+        has range :math:`[0, 1]`, the inverse CCDF is only defined on the
+        domain :math:`[0, 1]`; for :math:`p < 0` and :math:`p > 1`, ``iccdf``
+        returns ``nan``.
+
+        See Also
+        --------
+        icdf
+        ilogccdf
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> import numpy as np
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=-0.5, b=0.5)
+
+        Evaluate the inverse CCDF at the desired argument:
+
+        >>> X.iccdf(0.25)
+        0.25
+        >>> np.allclose(X.iccdf(0.25), X.icdf(1-0.25))
+        True
+
+        This function returns NaN when the argument is outside the domain.
+
+        >>> X.iccdf([-0.1, 0, 1, 1.1])
+        array([ nan,  0.5, -0.5,  nan])
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def logcdf(self, x, y, /, *, method):
+        r"""Log of the cumulative distribution function
+
+        The cumulative distribution function ("CDF"), denoted :math:`F(x)`, is
+        the probability the random variable :math:`X` will assume a value
+        less than or equal to :math:`x`:
+
+        .. math::
+
+            F(x) = P(X ≤ x)
+
+        A two-argument variant of this function is also defined as the
+        probability the random variable :math:`X` will assume a value between
+        :math:`x` and :math:`y`.
+
+        .. math::
+
+            F(x, y) = P(x ≤ X ≤ y)
+
+        `logcdf` computes the logarithm of the cumulative distribution function
+        ("log-CDF"), :math:`\log(F(x))`/:math:`\log(F(x, y))`, but it may be
+        numerically favorable compared to the naive implementation (computing
+        the CDF and taking the logarithm).
+
+        `logcdf` accepts `x` for :math:`x` and `y` for :math:`y`.
+
+        Parameters
+        ----------
+        x, y : array_like
+            The arguments of the log-CDF. `x` is required; `y` is optional.
+        method : {None, 'formula', 'logexp', 'complement', 'quadrature', 'subtraction'}
+            The strategy used to evaluate the log-CDF.
+            By default (``None``), the one-argument form of the function
+            chooses between the following options, listed in order of precedence.
+
+            - ``'formula'``: use a formula for the log-CDF itself
+            - ``'logexp'``: evaluate the CDF and take the logarithm
+            - ``'complement'``: evaluate the log-CCDF and take the
+              logarithmic complement (see Notes)
+            - ``'quadrature'``: numerically log-integrate the log-PDF (or, in the
+              discrete case, log-sum the log-PMF)
+
+            In place of ``'complement'``, the two-argument form accepts:
+
+            - ``'subtraction'``: compute the log-CDF at each argument and take
+              the logarithmic difference (see Notes)
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The log-CDF evaluated at the provided argument(s).
+
+        See Also
+        --------
+        cdf
+        logccdf
+
+        Notes
+        -----
+        Suppose a continuous probability distribution has support :math:`[l, r]`.
+        The log-CDF evaluates to its minimum value of :math:`\log(0) = -\infty`
+        for :math:`x ≤ l` and its maximum value of :math:`\log(1) = 0` for
+        :math:`x ≥ r`. An analogous statement can be made for discrete distributions,
+        but the inequality governing the minimum value is strict.
+
+        For distributions with infinite support, it is common for
+        `cdf` to return a value of ``0`` when the argument
+        is theoretically within the support; this can occur because the true value
+        of the CDF is too small to be represented by the chosen dtype. `logcdf`,
+        however, will often return a finite (not ``-inf``) result over a much larger
+        domain. Similarly, `logcdf` may provided a strictly negative result with
+        arguments for which `cdf` would return ``1.0``. Consequently, it may be
+        preferred to work with the logarithms of probabilities to avoid underflow
+        and related limitations of floating point numbers.
+
+        The "logarithmic complement" of a number :math:`z` is mathematically
+        equivalent to :math:`\log(1-\exp(z))`, but it is computed to avoid loss
+        of precision when :math:`\exp(z)` is nearly :math:`0` or :math:`1`.
+        Similarly, the term "logarithmic difference" of :math:`w` and :math:`z`
+        is used here to mean :math:`\log(\exp(w)-\exp(z))`.
+
+        If ``y < x``, the CDF is negative, and therefore the log-CCDF
+        is complex with imaginary part :math:`\pi`. For
+        consistency, the result of this function always has complex dtype
+        when `y` is provided, regardless of the value of the imaginary part.
+
+        References
+        ----------
+        .. [1] Cumulative distribution function, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Cumulative_distribution_function
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> import numpy as np
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=-0.5, b=0.5)
+
+        Evaluate the log-CDF at the desired argument:
+
+        >>> X.logcdf(0.25)
+        -0.287682072451781
+        >>> np.allclose(X.logcdf(0.), np.log(X.cdf(0.)))
+        True
+
+        """  # noqa: E501
+        raise NotImplementedError()
+
+    @abstractmethod
+    def ilogcdf(self, logp, /, *, method):
+        r"""Inverse of the logarithm of the cumulative distribution function.
+
+        The inverse of the logarithm of the cumulative distribution function
+        ("inverse log-CDF") is the argument :math:`x` for which the logarithm
+        of the cumulative distribution function :math:`\log(F(x))` evaluates
+        to :math:`\log(p)`.
+
+        Mathematically, it is equivalent to :math:`F^{-1}(\exp(y))`, where
+        :math:`y = \log(p)`, but it may be numerically favorable compared to
+        the naive implementation (computing :math:`p = \exp(y)`, then
+        :math:`F^{-1}(p)`).
+
+        `ilogcdf` accepts `logp` for :math:`\log(p) ≤ 0`.
+
+        Parameters
+        ----------
+        logp : array_like
+            The argument of the inverse log-CDF.
+        method : {None, 'formula', 'complement', 'inversion'}
+            The strategy used to evaluate the inverse log-CDF.
+            By default (``None``), the infrastructure chooses between the
+            following options, listed in order of precedence.
+
+            - ``'formula'``: use a formula for the inverse log-CDF itself
+            - ``'complement'``: evaluate the inverse log-CCDF at the
+              logarithmic complement of `logp` (see Notes)
+            - ``'inversion'``: solve numerically for the argument at which the
+              log-CDF is equal to `logp`
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The inverse log-CDF evaluated at the provided argument.
+
+        See Also
+        --------
+        icdf
+        logcdf
+
+        Notes
+        -----
+        Suppose a probability distribution has support :math:`[l, r]`.
+        The inverse log-CDF returns its minimum value of :math:`l` at
+        :math:`\log(p) = \log(0) = -\infty` and its maximum value of :math:`r` at
+        :math:`\log(p) = \log(1) = 0`. Because the log-CDF has range
+        :math:`[-\infty, 0]`, the inverse log-CDF is only defined on the
+        negative reals; for :math:`\log(p) > 0`, `ilogcdf` returns ``nan``.
+
+        Occasionally, it is needed to find the argument of the CDF for which
+        the resulting probability is very close to ``0`` or ``1`` - too close to
+        represent accurately with floating point arithmetic. In many cases,
+        however, the *logarithm* of this resulting probability may be
+        represented in floating point arithmetic, in which case this function
+        may be used to find the argument of the CDF for which the *logarithm*
+        of the resulting probability is :math:`y = \log(p)`.
+
+        The "logarithmic complement" of a number :math:`z` is mathematically
+        equivalent to :math:`\log(1-\exp(z))`, but it is computed to avoid loss
+        of precision when :math:`\exp(z)` is nearly :math:`0` or :math:`1`.
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> import numpy as np
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=-0.5, b=0.5)
+
+        Evaluate the inverse log-CDF at the desired argument:
+
+        >>> X.ilogcdf(-0.25)
+        0.2788007830714034
+        >>> np.allclose(X.ilogcdf(-0.25), X.icdf(np.exp(-0.25)))
+        True
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def logccdf(self, x, y, /, *, method):
+        r"""Log of the complementary cumulative distribution function
+
+        The complementary cumulative distribution function ("CCDF"), denoted
+        :math:`G(x)` is the complement of the cumulative distribution function
+        :math:`F(x)`; i.e., probability the random variable :math:`X` will
+        assume a value greater than :math:`x`:
+
+        .. math::
+
+            G(x) = 1 - F(x) = P(X > x)
+
+         A two-argument variant of this function is:
+
+        .. math::
+
+            G(x, y) = 1 - F(x, y) = P(X < x \quad \text{or} \quad X > y)
+
+        `logccdf` computes the logarithm of the complementary cumulative
+        distribution function ("log-CCDF"), :math:`\log(G(x))`/:math:`\log(G(x, y))`,
+        but it may be numerically favorable compared to the naive implementation
+        (computing the CDF and taking the logarithm).
+
+        `logccdf` accepts `x` for :math:`x` and `y` for :math:`y`.
+
+        Parameters
+        ----------
+        x, y : array_like
+            The arguments of the log-CCDF. `x` is required; `y` is optional.
+        method : {None, 'formula', 'logexp', 'complement', 'quadrature', 'addition'}
+            The strategy used to evaluate the log-CCDF.
+            By default (``None``), the one-argument form of the function
+            chooses between the following options, listed in order of precedence.
+
+            - ``'formula'``: use a formula for the log CCDF itself
+            - ``'logexp'``: evaluate the CCDF and take the logarithm
+            - ``'complement'``: evaluate the log-CDF and take the
+              logarithmic complement (see Notes)
+            - ``'quadrature'``: numerically log-integrate the log-PDF (or, in the
+              discrete case, log-sum the log-PMF)
+
+            The two-argument form chooses between:
+
+            - ``'formula'``: use a formula for the log CCDF itself
+            - ``'addition'``: compute the log-CDF at `x` and the log-CCDF at `y`,
+              then take the logarithmic sum (see Notes)
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The log-CCDF evaluated at the provided argument(s).
+
+        See Also
+        --------
+        ccdf
+        logcdf
+
+        Notes
+        -----
+        Suppose a continuous probability distribution has support :math:`[l, r]`.
+        The log-CCDF returns its minimum value of :math:`\log(0)=-\infty` for
+        :math:`x ≥ r` and its maximum value of :math:`\log(1) = 0` for
+        :math:`x ≤ l`. An analogous statement can be made for discrete distributions,
+        but the inequality governing the maximum value is strict.
+
+        For distributions with infinite support, it is common for
+        `ccdf` to return a value of ``0`` when the argument
+        is theoretically within the support; this can occur because the true value
+        of the CCDF is too small to be represented by the chosen dtype. The log
+        of the CCDF, however, will often be finite (not ``-inf``) over a much larger
+        domain. Similarly, `logccdf` may provided a strictly negative result with
+        arguments for which `ccdf` would return ``1.0``. Consequently, it may be
+        preferred to work with the logarithms of probabilities to avoid underflow
+        and related limitations of floating point numbers.
+
+        The "logarithmic complement" of a number :math:`z` is mathematically
+        equivalent to :math:`\log(1-\exp(z))`, but it is computed to avoid loss
+        of precision when :math:`\exp(z)` is nearly :math:`0` or :math:`1`.
+        Similarly, the term "logarithmic sum" of :math:`w` and :math:`z`
+        is used here to mean the :math:`\log(\exp(w)+\exp(z))`, AKA
+        :math:`\text{LogSumExp}(w, z)`.
+
+        References
+        ----------
+        .. [1] Cumulative distribution function, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Cumulative_distribution_function#Derived_functions
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> import numpy as np
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=-0.5, b=0.5)
+
+        Evaluate the log-CCDF at the desired argument:
+
+        >>> X.logccdf(0.25)
+        -1.3862943611198906
+        >>> np.allclose(X.logccdf(0.), np.log(X.ccdf(0.)))
+        True
+
+        """  # noqa: E501
+        raise NotImplementedError()
+
+    @abstractmethod
+    def ilogccdf(self, logp, /, *, method):
+        r"""Inverse of the log of the complementary cumulative distribution function.
+
+        The inverse of the logarithm of the complementary cumulative distribution
+        function ("inverse log-CCDF") is the argument :math:`x` for which the logarithm
+        of the complementary cumulative distribution function :math:`\log(G(x))`
+        evaluates to :math:`\log(p)`.
+
+        Mathematically, it is equivalent to :math:`G^{-1}(\exp(y))`, where
+        :math:`y = \log(p)`, but it may be numerically favorable compared to the naive
+        implementation (computing :math:`p = \exp(y)`, then :math:`G^{-1}(p)`).
+
+        `ilogccdf` accepts `logp` for :math:`\log(p) ≤ 0`.
+
+        Parameters
+        ----------
+        x : array_like
+            The argument of the inverse log-CCDF.
+        method : {None, 'formula', 'complement', 'inversion'}
+            The strategy used to evaluate the inverse log-CCDF.
+            By default (``None``), the infrastructure chooses between the
+            following options, listed in order of precedence.
+
+            - ``'formula'``: use a formula for the inverse log-CCDF itself
+            - ``'complement'``: evaluate the inverse log-CDF at the
+              logarithmic complement of `x` (see Notes)
+            - ``'inversion'``: solve numerically for the argument at which the
+              log-CCDF is equal to `x`
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The inverse log-CCDF evaluated at the provided argument.
+
+        Notes
+        -----
+        Suppose a probability distribution has support :math:`[l, r]`. The
+        inverse log-CCDF returns its minimum value of :math:`l` at
+        :math:`\log(p) = \log(1) = 0` and its maximum value of :math:`r` at
+        :math:`\log(p) = \log(0) = -\infty`. Because the log-CCDF has range
+        :math:`[-\infty, 0]`, the inverse log-CDF is only defined on the
+        negative reals; for :math:`\log(p) > 0`, `ilogccdf` returns ``nan``.
+
+        Occasionally, it is needed to find the argument of the CCDF for which
+        the resulting probability is very close to ``0`` or ``1`` - too close to
+        represent accurately with floating point arithmetic. In many cases,
+        however, the *logarithm* of this resulting probability may be
+        represented in floating point arithmetic, in which case this function
+        may be used to find the argument of the CCDF for which the *logarithm*
+        of the resulting probability is :math:`y = \log(p)`.
+
+        The "logarithmic complement" of a number :math:`z` is mathematically
+        equivalent to :math:`\log(1-\exp(z))`, but it is computed to avoid loss
+        of precision when :math:`\exp(z)` is nearly :math:`0` or :math:`1`.
+
+        See Also
+        --------
+        iccdf
+        ilogccdf
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> import numpy as np
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=-0.5, b=0.5)
+
+        Evaluate the inverse log-CCDF at the desired argument:
+
+        >>> X.ilogccdf(-0.25)
+        -0.2788007830714034
+        >>> np.allclose(X.ilogccdf(-0.25), X.iccdf(np.exp(-0.25)))
+        True
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def logentropy(self, *, method):
+        r"""Logarithm of the differential entropy
+
+        In terms of probability density function :math:`f(x)` and support
+        :math:`\chi`, the differential entropy (or simply "entropy") of a
+        continuous random variable :math:`X` is:
+
+        .. math::
+
+            h(X) = - \int_{\chi} f(x) \log f(x) dx
+
+        The definition for a discrete random variable is analogous, with the PMF
+        replacing the PDF and a sum over the support replacing the integral.
+
+        `logentropy` computes the logarithm of the differential entropy
+        ("log-entropy"), :math:`\log(h(X))`, but it may be numerically favorable
+        compared to the naive implementation (computing :math:`h(X)` then
+        taking the logarithm).
+
+        Parameters
+        ----------
+        method : {None, 'formula', 'logexp', 'quadrature}
+            The strategy used to evaluate the log-entropy. By default
+            (``None``), the infrastructure chooses between the following options,
+            listed in order of precedence.
+
+            - ``'formula'``: use a formula for the log-entropy itself
+            - ``'logexp'``: evaluate the entropy and take the logarithm
+            - ``'quadrature'``: numerically log-integrate (or, in the discrete
+              case, log-sum) the logarithm of the entropy integrand (summand)
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The log-entropy.
+
+        See Also
+        --------
+        entropy
+        logpdf
+
+        Notes
+        -----
+        The differential entropy of a continuous distribution can be negative.
+        In this case, the log-entropy is complex with imaginary part :math:`\pi`.
+        For consistency, the result of this function always has complex dtype,
+        regardless of the value of the imaginary part.
+
+        References
+        ----------
+        .. [1] Differential entropy, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Differential_entropy
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> import numpy as np
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=-1., b=1.)
+
+        Evaluate the log-entropy:
+
+        >>> X.logentropy()
+        (-0.3665129205816642+0j)
+        >>> np.allclose(np.exp(X.logentropy()), X.entropy())
+        True
+
+        For a random variable with negative entropy, the log-entropy has an
+        imaginary part equal to `np.pi`.
+
+        >>> X = stats.Uniform(a=-.1, b=.1)
+        >>> X.entropy(), X.logentropy()
+        (-1.6094379124341007, (0.4758849953271105+3.141592653589793j))
+
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def entropy(self, *, method):
+        r"""Differential entropy
+
+        In terms of probability density function :math:`f(x)` and support
+        :math:`\chi`, the differential entropy (or simply "entropy") of a
+        continuous random variable :math:`X` is:
+
+        .. math::
+
+            h(X) = - \int_{\chi} f(x) \log f(x) dx
+
+        The definition for a discrete random variable is analogous, with the
+        PMF replacing the PDF and a sum over the support replacing the integral.
+
+        Parameters
+        ----------
+        method : {None, 'formula', 'logexp', 'quadrature'}
+            The strategy used to evaluate the entropy. By default (``None``),
+            the infrastructure chooses between the following options, listed
+            in order of precedence.
+
+            - ``'formula'``: use a formula for the entropy itself
+            - ``'logexp'``: evaluate the log-entropy and exponentiate
+            - ``'quadrature'``:  numerically integrate (or, in the discrete
+              case, sum) the entropy integrand (summand)
+
+
+            Not all `method` options are available for all distributions.
+            If the selected `method` is not available, a ``NotImplementedError``
+            will be raised.
+
+        Returns
+        -------
+        out : array
+            The entropy of the random variable.
+
+        See Also
+        --------
+        logentropy
+        pdf
+
+        Notes
+        -----
+        This function calculates the entropy using the natural logarithm; i.e.
+        the logarithm with base :math:`e`. Consequently, the value is expressed
+        in (dimensionless) "units" of nats. To convert the entropy to different
+        units (i.e. corresponding with a different base), divide the result by
+        the natural logarithm of the desired base.
+
+        References
+        ----------
+        .. [1] Differential entropy, *Wikipedia*,
+               https://en.wikipedia.org/wiki/Differential_entropy
+
+        Examples
+        --------
+        Instantiate a distribution with the desired parameters:
+
+        >>> from scipy import stats
+        >>> X = stats.Uniform(a=-1., b=1.)
+
+        Evaluate the entropy:
+
+        >>> X.entropy()
+        0.6931471805599454
+
+        """
+        raise NotImplementedError()