[SciPy-User] Build a new continuous probability density function

[MRE Simulator]

Hi experts!
Im a newby user of Python, sage and Scipy.

Using scipy.stats module, i'm trying to build a new probability density function, f(x) (not include in scipy module). I wanna 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 (step by step, including definition of scale and loc)?
Waiting for your answers.
Thanks a lot!
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