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I-am_Sleepy t1_ix8c4un wrote

Usually normal distribution is used to fitted with target distribution, but if it is a multimodal, you can try Gaussian Mixture Models (GMMs). But if it is unimodal, but non-symmetric you can try fitting parameterized distribution through MLE (see Fitting a gamma distribution with (python) Scipy), or try transforming your variable through non-linear transformations such as log transform or box-cox transformation)

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