title: How to get error estimates for fit parameters in scipy.stats.gamma.fit?
body: <p>I have some which I am fitting to the gamma distribution using scipy.stats. I am able to extract the shape, loc, and scale params and they look reasonable with the data ranges I expect. </p>
  
  <p>My question is: is there a way to also get the errors in the parameters? something like the output of curve_fit. NOTE: I don't use curve fit directly because it is not working properly and most of the time is not able to compute the parameters of the gamma distribution. On the other hand, scipy.stats.gamma.fit works ok. </p>
  
  <p>This is an example (no my actual data) of what I am doing.</p>
  
  <pre><code>from scipy.stats import gamma
  shape = 12; loc = 0.71; scale = 0.0166
  data = gamma.rvs(shape, loc=loc, scale=scale, size=1000)
  params = gamma.fit(data) # params close to but not the same as (shape, loc, scale) 
  # HOW TO ESTIMATE/GET ERRORS FOR EACH PARAM?
  </code></pre>
  
  <p>Thanks in advance</p>