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I will re-define my question:

Using scipy.stats module, i'm trying to build a new probability density function, f(x) (not include in scipy module).

I gonna call this function in similar way that other probability density function in scipy, i.e.:

from scipy.stats import new_function.

And do some math with it:

new_function.mean(loc=....., scale= -----), etc.

┬┐What must i do?

Thanks a lot.