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HDŽ$ fDŽ$ Ƅ$ HDŽ$
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HDŽ$/ fDŽ$/ Ƅ$/ HDŽ$0 = H$(0 H8c
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b HY\X HH while calling a Python object NULL result without error in PyObject_Call base class '%.200s' is not a heap type extension type '%.200s' has no __dict__ slot, but base type '%.200s' has: either add 'cdef dict __dict__' to the extension type or add '__slots__ = [...]' to the base type __int__ returned non-int (type %.200s). The ability to return an instance of a strict subclass of int is deprecated, and may be removed in a future version of Python. __%.4s__ returned non-%.4s (type %.200s) %.200s does not export expected C variable %.200s C variable %.200s.%.200s has wrong signature (expected %.500s, got %.500s) %.200s does not export expected C function %.200s C function %.200s.%.200s has wrong signature (expected %.500s, got %.500s) Interpreter change detected - this module can only be loaded into one interpreter per process. too many values to unpack (expected %zd) %.200s.%.200s is not a type object %.200s.%.200s size changed, may indicate binary incompatibility. Expected %zd from C header, got %zd from PyObject %s.%s size changed, may indicate binary incompatibility. Expected %zd from C header, got %zd from PyObject Unexpected format string character: '%c' Acquisition count is %d (line %d) %.200s() keywords must be strings %s() got an unexpected keyword argument '%U' invalid vtable found for imported type multiple bases have vtable conflict: '%.200s' and '%.200s' join() result is too long for a Python string Cannot convert %.200s to %.200s instance exception may not have a separate value calling %R should have returned an instance of BaseException, not %R raise: exception class must be a subclass of BaseException Buffer dtype mismatch, expected %s%s%s but got %s Buffer dtype mismatch, expected '%s' but got %s in '%s.%s' Expected a dimension of size %zu, got %zu Expected %d dimensions, got %d Python does not define a standard format string size for long double ('g').. Buffer dtype mismatch; next field is at offset %zd but %zd expected Big-endian buffer not supported on little-endian compiler Buffer acquisition: Expected '{' after 'T' Cannot handle repeated arrays in format string Does not understand character buffer dtype format string ('%c') Expected a dimension of size %zu, got %d Expected a comma in format string, got '%c' Expected %d dimension(s), got %d Unexpected end of format string, expected ')' can't convert negative value to size_t '%.200s' object is unsliceable value too large to convert to int %s() got multiple values for keyword argument '%U' cannot fit '%.200s' into an index-sized integer Unable to initialize pickling for %.200s numpy/random/_generator.cpython-312-x86_64-linux-gnu.so.p/numpy/random/_generator.pyx.c 'NoneType' object is not subscriptable hasattr(): attribute name must be string View.MemoryView.__pyx_unpickle_Enum__set_state View.MemoryView.memoryview.size.__get__ View.MemoryView.memoryview.nbytes.__get__ View.MemoryView.memoryview.itemsize.__get__ View.MemoryView.memoryview.ndim.__get__ View.MemoryView.memoryview.suboffsets.__get__ View.MemoryView.memoryview.strides.__get__ View.MemoryView.memoryview.shape.__get__ View.MemoryView.memoryview.base.__get__ View.MemoryView.transpose_memslice View.MemoryView.memoryview_cwrapper View.MemoryView._err_no_memory View.MemoryView.copy_data_to_temp View.MemoryView.memoryview_copy_contents View.MemoryView.get_slice_from_memview View.MemoryView.memoryview.is_f_contig %.200s() takes %.8s %zd positional argument%.1s (%zd given) View.MemoryView.memoryview.is_c_contig PyObject_GetBuffer: view==NULL argument is obsolete View.MemoryView.memoryview.__getbuffer__ View.MemoryView.memoryview.__str__ 'NoneType' object is not iterable View.MemoryView.memoryview.__repr__ View.MemoryView.memoryview.setitem_indexed View.MemoryView.assert_direct_dimensions View.MemoryView.memoryview.setitem_slice_assign_scalar View.MemoryView.memoryview.is_slice integer division or modulo by zero value too large to perform division View.MemoryView.pybuffer_index View.MemoryView.memoryview.get_item_pointer View.MemoryView.Enum.__setstate_cython__ View.MemoryView.Enum.__reduce_cython__ View.MemoryView.array.memview.__get__ View.MemoryView.array.__getattr__ View.MemoryView.array.__getbuffer__ View.MemoryView.array.__setitem__ Subscript deletion not supported by %.200s View.MemoryView.array.get_memview numpy.random._generator.Generator.__init__ numpy.random._generator.Generator.logseries numpy.random._generator.Generator.geometric numpy.random._generator.Generator.zipf numpy.random._generator.Generator.wald numpy.random._generator.Generator.power numpy.random._generator.Generator.weibull numpy.random._generator.Generator.pareto numpy.random._generator.Generator.vonmises numpy.random._generator.Generator.standard_t numpy.random._generator.Generator.standard_cauchy numpy.random._generator.Generator.noncentral_chisquare numpy.random._generator.Generator.chisquare numpy.random._generator.Generator.f numpy.random._generator.Generator.standard_gamma numpy.random._generator.Generator.standard_normal numpy.random._generator.Generator.uniform numpy.random._generator.Generator.beta numpy.random._generator.Generator.random numpy.random._generator.Generator.__setstate__ numpy.random._generator.Generator.__getstate__ numpy.random._generator.Generator.__str__ numpy.random._generator.Generator.__repr__ _ARRAY_API is not PyCapsule object module compiled against ABI version 0x%x but this version of numpy is 0x%x module compiled against API version 0x%x but this version of numpy is 0x%x . Check the section C-API incompatibility at the Troubleshooting ImportError section at https://numpy.org/devdocs/user/troubleshooting-importerror.html#c-api-incompatibility for indications on how to solve this problem . FATAL: module compiled as unknown endian FATAL: module compiled as little endian, but detected different endianness at runtime numpy.random._generator.default_rng numpy.random._generator._check_bit_generator View.MemoryView._memoryviewslice.__setstate_cython__ View.MemoryView._memoryviewslice.__reduce_cython__ View.MemoryView.memoryview.__setstate_cython__ View.MemoryView.memoryview.__reduce_cython__ View.MemoryView.memoryview.__cinit__ View.MemoryView.memoryview_fromslice View.MemoryView.memoryview_copy_from_slice View.MemoryView.memoryview_copy View.MemoryView.memoryview.T.__get__ View.MemoryView.array.__setstate_cython__ View.MemoryView.array.__reduce_cython__ need more than %zd value%.1s to unpack numpy.random._generator.Generator.__reduce__ View.MemoryView.slice_memviewslice local variable '%s' referenced before assignment View.MemoryView.memoryview.__getitem__ numpy.random._generator.Generator.bytes View.MemoryView.memoryview.setitem_slice_assignment numpy.random._generator.Generator.normal numpy.random._generator.Generator.logistic numpy.random._generator.Generator.gumbel numpy.random._generator.Generator.lognormal numpy.random._generator.Generator.laplace numpy.random._generator.Generator.spawn numpy.random._generator.Generator.gamma numpy.random._generator.Generator.standard_exponential numpy.random._generator.Generator.poisson numpy.random._generator.Generator.rayleigh numpy.random._generator.Generator.exponential '%.200s' object is not subscriptable numpy.random._generator.Generator.permutation View.MemoryView.array.__getitem__ View.MemoryView.memoryview.__setitem__ View.MemoryView.memoryview.convert_item_to_object View.MemoryView._memoryviewslice.convert_item_to_object View.MemoryView.__pyx_unpickle_Enum numpy.random._generator.Generator.noncentral_f View.MemoryView.array.__cinit__ Argument '%.200s' has incorrect type (expected %.200s, got %.200s) Argument '%.200s' must not be None object of type 'NoneType' has no len() expected bytes, NoneType found View.MemoryView._allocate_buffer Cannot copy memoryview slice with indirect dimensions (axis %d) View.MemoryView.array_cwrapper View.MemoryView.memoryview.copy_fortran View.MemoryView.memoryview.copy numpy.random._generator.Generator.permuted numpy.random._generator.Generator.integers View.MemoryView.memoryview.assign_item_from_object View.MemoryView._memoryviewslice.assign_item_from_object numpy.random._generator.Generator.dirichlet numpy.random._generator.Generator.negative_binomial numpy.random._generator.Generator.hypergeometric numpy.random._generator.Generator.multivariate_hypergeometric numpy.random._generator.Generator.shuffle numpy.random._generator.Generator.triangular numpy.random._generator.Generator.multivariate_normal numpy.random._generator.Generator.binomial numpy.random._generator.Generator.choice exception causes must derive from BaseException '%.200s' object does not support slice %.10s Buffer has wrong number of dimensions (expected %d, got %d) Item size of buffer (%zu byte%s) does not match size of '%s' (%zu byte%s) Buffer exposes suboffsets but no strides Buffer and memoryview are not contiguous in the same dimension. Buffer not compatible with direct access in dimension %d. Module '_generator' has already been imported. Re-initialisation is not supported. compile time Python version %d.%d of module '%.100s' %s runtime version %d.%d numpy.random._bounded_integers PyObject *(PyObject *, PyObject *, PyObject *, int, int, bitgen_t *, PyObject *) int (double, PyObject *, __pyx_t_5numpy_6random_7_common_constraint_type) int (PyArrayObject *, PyObject *, __pyx_t_5numpy_6random_7_common_constraint_type) PyObject *(void *, bitgen_t *, PyObject *, PyObject *, PyObject *) PyObject *(PyObject *, PyArrayObject *) PyObject *(void *, void *, PyObject *, PyObject *, int, PyObject *, PyObject *, __pyx_t_5numpy_6random_7_common_constraint_type, PyObject *, PyObject *, __pyx_t_5numpy_6random_7_common_constraint_type, PyObject *, PyObject *, __pyx_t_5numpy_6random_7_common_constraint_type, PyObject *) PyObject *(void *, void *, PyObject *, PyObject *, int, int, PyObject *, PyObject *, __pyx_t_5numpy_6random_7_common_constraint_type, PyObject *, PyObject *, __pyx_t_5numpy_6random_7_common_constraint_type, PyObject *, PyObject *, __pyx_t_5numpy_6random_7_common_constraint_type) PyObject *(void *, bitgen_t *, PyObject *, PyObject *, PyObject *, PyObject *, __pyx_t_5numpy_6random_7_common_constraint_type, PyObject *) PyObject *(void *, void *, PyObject *, PyObject *, PyArrayObject *, PyObject *, __pyx_t_5numpy_6random_7_common_constraint_type, PyArrayObject *, PyObject *, __pyx_t_5numpy_6random_7_common_constraint_type, PyArrayObject *, PyObject *, __pyx_t_5numpy_6random_7_common_constraint_type) numpy.random._generator.Generator.multinomial numpy.random._generator._memoryviewslice Internal class for passing memoryview slices to Python numpy.random._generator.memoryview numpy.random._generator.Generator
Generator(bit_generator)
Container for the BitGenerators.
``Generator`` exposes a number of methods for generating random
numbers drawn from a variety of probability distributions. In addition to
the distribution-specific arguments, each method takes a keyword argument
`size` that defaults to ``None``. If `size` is ``None``, then a single
value is generated and returned. If `size` is an integer, then a 1-D
array filled with generated values is returned. If `size` is a tuple,
then an array with that shape is filled and returned.
The function :func:`numpy.random.default_rng` will instantiate
a `Generator` with numpy's default `BitGenerator`.
**No Compatibility Guarantee**
``Generator`` does not provide a version compatibility guarantee. In
particular, as better algorithms evolve the bit stream may change.
Parameters
----------
bit_generator : BitGenerator
BitGenerator to use as the core generator.
Notes
-----
The Python stdlib module `random` contains pseudo-random number generator
with a number of methods that are similar to the ones available in
``Generator``. It uses Mersenne Twister, and this bit generator can
be accessed using ``MT19937``. ``Generator``, besides being
NumPy-aware, has the advantage that it provides a much larger number
of probability distributions to choose from.
Examples
--------
>>> from numpy.random import Generator, PCG64
>>> rng = Generator(PCG64())
>>> rng.standard_normal()
-0.203 # random
See Also
--------
default_rng : Recommended constructor for `Generator`.
Gets the bit generator instance used by the generator
Returns
-------
bit_generator : BitGenerator
The bit generator instance used by the generator
__pyx_capi__ name __loader__ loader __file__ origin __package__ parent __path__ submodule_search_locations Missing type object end unparsable format string 'complex double' 'signed char' 'unsigned char' 'short' 'unsigned short' 'int' 'unsigned int' 'long' 'unsigned long' 'long long' 'unsigned long long' 'double' 'complex long double' 'bool' 'char' 'complex float' 'float' a struct Python object a pointer a string 'long double' an integer is required cannot import name %S name '%U' is not defined %s (%s:%d) <stringsource> View.MemoryView._err View.MemoryView._err_dim View.MemoryView._err_extents exactly is_f_contig is_c_contig View.MemoryView._unellipsify View.MemoryView.Enum.__init__ __setstate_cython__ tuple Expected %s, got %.200s __reduce_cython__ BitGenerator numpy/random/_generator.pyx at least at most logseries zipf wald power weibull pareto vonmises standard_t standard_cauchy noncentral_chisquare standard_gamma standard_normal uniform beta random __setstate__ __getstate__ numpy.core._multiarray_umath _ARRAY_API _ARRAY_API is NULL pointer numpy/__init__.cython-30.pxd numpy.import_array default_rng __cinit__ __reduce__ View.MemoryView.memview_slice memviewsliceobj logistic gumbel lognormal laplace spawn standard_exponential poisson rayleigh permutation __pyx_unpickle_Enum noncentral_f format copy_fortran copy permuted out integers 'NoneType' is not iterable dirichlet negative_binomial multivariate_hypergeometric shuffle triangular multivariate_normal vh u numpy.PyArray_MultiIterNew2 numpy.PyArray_MultiIterNew3 assignment buffer dtype Buffer not C contiguous. choice builtins cython_runtime __builtins__ does not match 4294967296 __debug__ complex numpy flatiter broadcast ndarray generic number unsignedinteger inexact complexfloating flexible character ufunc numpy.random.bit_generator SeedSequence SeedlessSequence numpy.random._common double LEGACY_POISSON_LAM_MAX uint64_t MAXSIZE _rand_uint64 _rand_uint32 _rand_uint16 _rand_uint8 _rand_bool _rand_int64 _rand_int32 _rand_int16 _rand_int8 check_constraint check_array_constraint double (double *, npy_intp) kahan_sum double_fill float_fill validate_output_shape cont disc cont_f cont_broadcast_3 discrete_broadcast_iii View.MemoryView init numpy.random._generator multinomial T base strides suboffsets ndim itemsize nbytes __repr__ numpy.random._generator.Enum numpy.random._generator.array memview __getattr__ _bit_generator p`````pp``
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776 KK^DUDLDxK`KKKKT<|`#Sx ,"'!!!!"?"o"""-H(((p((@(jaX HH>>>h_____h_ `dd4+" ; Jl \ __pyx_fatalerror 00010203040506070809101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899 default_rng(seed=None)
Construct a new Generator with the default BitGenerator (PCG64).
Parameters
----------
seed : {None, int, array_like[ints], SeedSequence, BitGenerator, Generator}, optional
A seed to initialize the `BitGenerator`. If None, then fresh,
unpredictable entropy will be pulled from the OS. If an ``int`` or
``array_like[ints]`` is passed, then it will be passed to
`SeedSequence` to derive the initial `BitGenerator` state. One may also
pass in a `SeedSequence` instance.
Additionally, when passed a `BitGenerator`, it will be wrapped by
`Generator`. If passed a `Generator`, it will be returned unaltered.
Returns
-------
Generator
The initialized generator object.
Notes
-----
If ``seed`` is not a `BitGenerator` or a `Generator`, a new `BitGenerator`
is instantiated. This function does not manage a default global instance.
See :ref:`seeding_and_entropy` for more information about seeding.
Examples
--------
``default_rng`` is the recommended constructor for the random number class
``Generator``. Here are several ways we can construct a random
number generator using ``default_rng`` and the ``Generator`` class.
Here we use ``default_rng`` to generate a random float:
>>> import numpy as np
>>> rng = np.random.default_rng(12345)
>>> print(rng)
Generator(PCG64)
>>> rfloat = rng.random()
>>> rfloat
0.22733602246716966
>>> type(rfloat)
<class 'float'>
Here we use ``default_rng`` to generate 3 random integers between 0
(inclusive) and 10 (exclusive):
>>> import numpy as np
>>> rng = np.random.default_rng(12345)
>>> rints = rng.integers(low=0, high=10, size=3)
>>> rints
array([6, 2, 7])
>>> type(rints[0])
<class 'numpy.int64'>
Here we specify a seed so that we have reproducible results:
>>> import numpy as np
>>> rng = np.random.default_rng(seed=42)
>>> print(rng)
Generator(PCG64)
>>> arr1 = rng.random((3, 3))
>>> arr1
array([[0.77395605, 0.43887844, 0.85859792],
[0.69736803, 0.09417735, 0.97562235],
[0.7611397 , 0.78606431, 0.12811363]])
If we exit and restart our Python interpreter, we'll see that we
generate the same random numbers again:
>>> import numpy as np
>>> rng = np.random.default_rng(seed=42)
>>> arr2 = rng.random((3, 3))
>>> arr2
array([[0.77395605, 0.43887844, 0.85859792],
[0.69736803, 0.09417735, 0.97562235],
[0.7611397 , 0.78606431, 0.12811363]])
permutation(x, axis=0)
Randomly permute a sequence, or return a permuted range.
Parameters
----------
x : int or array_like
If `x` is an integer, randomly permute ``np.arange(x)``.
If `x` is an array, make a copy and shuffle the elements
randomly.
axis : int, optional
The axis which `x` is shuffled along. Default is 0.
Returns
-------
out : ndarray
Permuted sequence or array range.
Examples
--------
>>> rng = np.random.default_rng()
>>> rng.permutation(10)
array([1, 7, 4, 3, 0, 9, 2, 5, 8, 6]) # random
>>> rng.permutation([1, 4, 9, 12, 15])
array([15, 1, 9, 4, 12]) # random
>>> arr = np.arange(9).reshape((3, 3))
>>> rng.permutation(arr)
array([[6, 7, 8], # random
[0, 1, 2],
[3, 4, 5]])
>>> rng.permutation("abc")
Traceback (most recent call last):
...
numpy.exceptions.AxisError: axis 0 is out of bounds for array of dimension 0
>>> arr = np.arange(9).reshape((3, 3))
>>> rng.permutation(arr, axis=1)
array([[0, 2, 1], # random
[3, 5, 4],
[6, 8, 7]])
shuffle(x, axis=0)
Modify an array or sequence in-place by shuffling its contents.
The order of sub-arrays is changed but their contents remains the same.
Parameters
----------
x : ndarray or MutableSequence
The array, list or mutable sequence to be shuffled.
axis : int, optional
The axis which `x` is shuffled along. Default is 0.
It is only supported on `ndarray` objects.
Returns
-------
None
See Also
--------
permuted
permutation
Notes
-----
An important distinction between methods ``shuffle`` and ``permuted`` is
how they both treat the ``axis`` parameter which can be found at
:ref:`generator-handling-axis-parameter`.
Examples
--------
>>> rng = np.random.default_rng()
>>> arr = np.arange(10)
>>> arr
array([0, 1, 2, 3, 4, 5, 6, 7, 8, 9])
>>> rng.shuffle(arr)
>>> arr
array([2, 0, 7, 5, 1, 4, 8, 9, 3, 6]) # random
>>> arr = np.arange(9).reshape((3, 3))
>>> arr
array([[0, 1, 2],
[3, 4, 5],
[6, 7, 8]])
>>> rng.shuffle(arr)
>>> arr
array([[3, 4, 5], # random
[6, 7, 8],
[0, 1, 2]])
>>> arr = np.arange(9).reshape((3, 3))
>>> arr
array([[0, 1, 2],
[3, 4, 5],
[6, 7, 8]])
>>> rng.shuffle(arr, axis=1)
>>> arr
array([[2, 0, 1], # random
[5, 3, 4],
[8, 6, 7]])
permuted(x, axis=None, out=None)
Randomly permute `x` along axis `axis`.
Unlike `shuffle`, each slice along the given axis is shuffled
independently of the others.
Parameters
----------
x : array_like, at least one-dimensional
Array to be shuffled.
axis : int, optional
Slices of `x` in this axis are shuffled. Each slice
is shuffled independently of the others. If `axis` is
None, the flattened array is shuffled.
out : ndarray, optional
If given, this is the destination of the shuffled array.
If `out` is None, a shuffled copy of the array is returned.
Returns
-------
ndarray
If `out` is None, a shuffled copy of `x` is returned.
Otherwise, the shuffled array is stored in `out`,
and `out` is returned
See Also
--------
shuffle
permutation
Notes
-----
An important distinction between methods ``shuffle`` and ``permuted`` is
how they both treat the ``axis`` parameter which can be found at
:ref:`generator-handling-axis-parameter`.
Examples
--------
Create a `numpy.random.Generator` instance:
>>> rng = np.random.default_rng()
Create a test array:
>>> x = np.arange(24).reshape(3, 8)
>>> x
array([[ 0, 1, 2, 3, 4, 5, 6, 7],
[ 8, 9, 10, 11, 12, 13, 14, 15],
[16, 17, 18, 19, 20, 21, 22, 23]])
Shuffle the rows of `x`:
>>> y = rng.permuted(x, axis=1)
>>> y
array([[ 4, 3, 6, 7, 1, 2, 5, 0], # random
[15, 10, 14, 9, 12, 11, 8, 13],
[17, 16, 20, 21, 18, 22, 23, 19]])
`x` has not been modified:
>>> x
array([[ 0, 1, 2, 3, 4, 5, 6, 7],
[ 8, 9, 10, 11, 12, 13, 14, 15],
[16, 17, 18, 19, 20, 21, 22, 23]])
To shuffle the rows of `x` in-place, pass `x` as the `out`
parameter:
>>> y = rng.permuted(x, axis=1, out=x)
>>> x
array([[ 3, 0, 4, 7, 1, 6, 2, 5], # random
[ 8, 14, 13, 9, 12, 11, 15, 10],
[17, 18, 16, 22, 19, 23, 20, 21]])
Note that when the ``out`` parameter is given, the return
value is ``out``:
>>> y is x
True
dirichlet(alpha, size=None)
Draw samples from the Dirichlet distribution.
Draw `size` samples of dimension k from a Dirichlet distribution. A
Dirichlet-distributed random variable can be seen as a multivariate
generalization of a Beta distribution. The Dirichlet distribution
is a conjugate prior of a multinomial distribution in Bayesian
inference.
Parameters
----------
alpha : sequence of floats, length k
Parameter of the distribution (length ``k`` for sample of
length ``k``).
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n)``, then
``m * n * k`` samples are drawn. Default is None, in which case a
vector of length ``k`` is returned.
Returns
-------
samples : ndarray,
The drawn samples, of shape ``(size, k)``.
Raises
------
ValueError
If any value in ``alpha`` is less than zero
Notes
-----
The Dirichlet distribution is a distribution over vectors
:math:`x` that fulfil the conditions :math:`x_i>0` and
:math:`\sum_{i=1}^k x_i = 1`.
The probability density function :math:`p` of a
Dirichlet-distributed random vector :math:`X` is
proportional to
.. math:: p(x) \propto \prod_{i=1}^{k}{x^{\alpha_i-1}_i},
where :math:`\alpha` is a vector containing the positive
concentration parameters.
The method uses the following property for computation: let :math:`Y`
be a random vector which has components that follow a standard gamma
distribution, then :math:`X = \frac{1}{\sum_{i=1}^k{Y_i}} Y`
is Dirichlet-distributed
References
----------
.. [1] David McKay, "Information Theory, Inference and Learning
Algorithms," chapter 23,
http://www.inference.org.uk/mackay/itila/
.. [2] Wikipedia, "Dirichlet distribution",
https://en.wikipedia.org/wiki/Dirichlet_distribution
Examples
--------
Taking an example cited in Wikipedia, this distribution can be used if
one wanted to cut strings (each of initial length 1.0) into K pieces
with different lengths, where each piece had, on average, a designated
average length, but allowing some variation in the relative sizes of
the pieces.
>>> s = np.random.default_rng().dirichlet((10, 5, 3), 20).transpose()
>>> import matplotlib.pyplot as plt
>>> plt.barh(range(20), s[0])
>>> plt.barh(range(20), s[1], left=s[0], color='g')
>>> plt.barh(range(20), s[2], left=s[0]+s[1], color='r')
>>> plt.title("Lengths of Strings")
multivariate_hypergeometric(colors, nsample, size=None,
method='marginals')
Generate variates from a multivariate hypergeometric distribution.
The multivariate hypergeometric distribution is a generalization
of the hypergeometric distribution.
Choose ``nsample`` items at random without replacement from a
collection with ``N`` distinct types. ``N`` is the length of
``colors``, and the values in ``colors`` are the number of occurrences
of that type in the collection. The total number of items in the
collection is ``sum(colors)``. Each random variate generated by this
function is a vector of length ``N`` holding the counts of the
different types that occurred in the ``nsample`` items.
The name ``colors`` comes from a common description of the
distribution: it is the probability distribution of the number of
marbles of each color selected without replacement from an urn
containing marbles of different colors; ``colors[i]`` is the number
of marbles in the urn with color ``i``.
Parameters
----------
colors : sequence of integers
The number of each type of item in the collection from which
a sample is drawn. The values in ``colors`` must be nonnegative.
To avoid loss of precision in the algorithm, ``sum(colors)``
must be less than ``10**9`` when `method` is "marginals".
nsample : int
The number of items selected. ``nsample`` must not be greater
than ``sum(colors)``.
size : int or tuple of ints, optional
The number of variates to generate, either an integer or a tuple
holding the shape of the array of variates. If the given size is,
e.g., ``(k, m)``, then ``k * m`` variates are drawn, where one
variate is a vector of length ``len(colors)``, and the return value
has shape ``(k, m, len(colors))``. If `size` is an integer, the
output has shape ``(size, len(colors))``. Default is None, in
which case a single variate is returned as an array with shape
``(len(colors),)``.
method : string, optional
Specify the algorithm that is used to generate the variates.
Must be 'count' or 'marginals' (the default). See the Notes
for a description of the methods.
Returns
-------
variates : ndarray
Array of variates drawn from the multivariate hypergeometric
distribution.
See Also
--------
hypergeometric : Draw samples from the (univariate) hypergeometric
distribution.
Notes
-----
The two methods do not return the same sequence of variates.
The "count" algorithm is roughly equivalent to the following numpy
code::
choices = np.repeat(np.arange(len(colors)), colors)
selection = np.random.choice(choices, nsample, replace=False)
variate = np.bincount(selection, minlength=len(colors))
The "count" algorithm uses a temporary array of integers with length
``sum(colors)``.
The "marginals" algorithm generates a variate by using repeated
calls to the univariate hypergeometric sampler. It is roughly
equivalent to::
variate = np.zeros(len(colors), dtype=np.int64)
# `remaining` is the cumulative sum of `colors` from the last
# element to the first; e.g. if `colors` is [3, 1, 5], then
# `remaining` is [9, 6, 5].
remaining = np.cumsum(colors[::-1])[::-1]
for i in range(len(colors)-1):
if nsample < 1:
break
variate[i] = hypergeometric(colors[i], remaining[i+1],
nsample)
nsample -= variate[i]
variate[-1] = nsample
The default method is "marginals". For some cases (e.g. when
`colors` contains relatively small integers), the "count" method
can be significantly faster than the "marginals" method. If
performance of the algorithm is important, test the two methods
with typical inputs to decide which works best.
.. versionadded:: 1.18.0
Examples
--------
>>> colors = [16, 8, 4]
>>> seed = 4861946401452
>>> gen = np.random.Generator(np.random.PCG64(seed))
>>> gen.multivariate_hypergeometric(colors, 6)
array([5, 0, 1])
>>> gen.multivariate_hypergeometric(colors, 6, size=3)
array([[5, 0, 1],
[2, 2, 2],
[3, 3, 0]])
>>> gen.multivariate_hypergeometric(colors, 6, size=(2, 2))
array([[[3, 2, 1],
[3, 2, 1]],
[[4, 1, 1],
[3, 2, 1]]])
multinomial(n, pvals, size=None)
Draw samples from a multinomial distribution.
The multinomial distribution is a multivariate generalization of the
binomial distribution. Take an experiment with one of ``p``
possible outcomes. An example of such an experiment is throwing a dice,
where the outcome can be 1 through 6. Each sample drawn from the
distribution represents `n` such experiments. Its values,
``X_i = [X_0, X_1, ..., X_p]``, represent the number of times the
outcome was ``i``.
Parameters
----------
n : int or array-like of ints
Number of experiments.
pvals : array-like of floats
Probabilities of each of the ``p`` different outcomes with shape
``(k0, k1, ..., kn, p)``. Each element ``pvals[i,j,...,:]`` must
sum to 1 (however, the last element is always assumed to account
for the remaining probability, as long as
``sum(pvals[..., :-1], axis=-1) <= 1.0``. Must have at least 1
dimension where pvals.shape[-1] > 0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn each with ``p`` elements. Default
is None where the output size is determined by the broadcast shape
of ``n`` and all by the final dimension of ``pvals``, which is
denoted as ``b=(b0, b1, ..., bq)``. If size is not None, then it
must be compatible with the broadcast shape ``b``. Specifically,
size must have ``q`` or more elements and size[-(q-j):] must equal
``bj``.
Returns
-------
out : ndarray
The drawn samples, of shape size, if provided. When size is
provided, the output shape is size + (p,) If not specified,
the shape is determined by the broadcast shape of ``n`` and
``pvals``, ``(b0, b1, ..., bq)`` augmented with the dimension of
the multinomial, ``p``, so that that output shape is
``(b0, b1, ..., bq, p)``.
Each entry ``out[i,j,...,:]`` is a ``p``-dimensional value drawn
from the distribution.
.. versionchanged:: 1.22.0
Added support for broadcasting `pvals` against `n`
Examples
--------
Throw a dice 20 times:
>>> rng = np.random.default_rng()
>>> rng.multinomial(20, [1/6.]*6, size=1)
array([[4, 1, 7, 5, 2, 1]]) # random
It landed 4 times on 1, once on 2, etc.
Now, throw the dice 20 times, and 20 times again:
>>> rng.multinomial(20, [1/6.]*6, size=2)
array([[3, 4, 3, 3, 4, 3],
[2, 4, 3, 4, 0, 7]]) # random
For the first run, we threw 3 times 1, 4 times 2, etc. For the second,
we threw 2 times 1, 4 times 2, etc.
Now, do one experiment throwing the dice 10 time, and 10 times again,
and another throwing the dice 20 times, and 20 times again:
>>> rng.multinomial([[10], [20]], [1/6.]*6, size=(2, 2))
array([[[2, 4, 0, 1, 2, 1],
[1, 3, 0, 3, 1, 2]],
[[1, 4, 4, 4, 4, 3],
[3, 3, 2, 5, 5, 2]]]) # random
The first array shows the outcomes of throwing the dice 10 times, and
the second shows the outcomes from throwing the dice 20 times.
A loaded die is more likely to land on number 6:
>>> rng.multinomial(100, [1/7.]*5 + [2/7.])
array([11, 16, 14, 17, 16, 26]) # random
Simulate 10 throws of a 4-sided die and 20 throws of a 6-sided die
>>> rng.multinomial([10, 20],[[1/4]*4 + [0]*2, [1/6]*6])
array([[2, 1, 4, 3, 0, 0],
[3, 3, 3, 6, 1, 4]], dtype=int64) # random
Generate categorical random variates from two categories where the
first has 3 outcomes and the second has 2.
>>> rng.multinomial(1, [[.1, .5, .4 ], [.3, .7, .0]])
array([[0, 0, 1],
[0, 1, 0]], dtype=int64) # random
``argmax(axis=-1)`` is then used to return the categories.
>>> pvals = [[.1, .5, .4 ], [.3, .7, .0]]
>>> rvs = rng.multinomial(1, pvals, size=(4,2))
>>> rvs.argmax(axis=-1)
array([[0, 1],
[2, 0],
[2, 1],
[2, 0]], dtype=int64) # random
The same output dimension can be produced using broadcasting.
>>> rvs = rng.multinomial([[1]] * 4, pvals)
>>> rvs.argmax(axis=-1)
array([[0, 1],
[2, 0],
[2, 1],
[2, 0]], dtype=int64) # random
The probability inputs should be normalized. As an implementation
detail, the value of the last entry is ignored and assumed to take
up any leftover probability mass, but this should not be relied on.
A biased coin which has twice as much weight on one side as on the
other should be sampled like so:
>>> rng.multinomial(100, [1.0 / 3, 2.0 / 3]) # RIGHT
array([38, 62]) # random
not like:
>>> rng.multinomial(100, [1.0, 2.0]) # WRONG
Traceback (most recent call last):
ValueError: pvals < 0, pvals > 1 or pvals contains NaNs
multivariate_normal(mean, cov, size=None, check_valid='warn',
tol=1e-8, *, method='svd')
Draw random samples from a multivariate normal distribution.
The multivariate normal, multinormal or Gaussian distribution is a
generalization of the one-dimensional normal distribution to higher
dimensions. Such a distribution is specified by its mean and
covariance matrix. These parameters are analogous to the mean
(average or "center") and variance (the squared standard deviation,
or "width") of the one-dimensional normal distribution.
Parameters
----------
mean : 1-D array_like, of length N
Mean of the N-dimensional distribution.
cov : 2-D array_like, of shape (N, N)
Covariance matrix of the distribution. It must be symmetric and
positive-semidefinite for proper sampling.
size : int or tuple of ints, optional
Given a shape of, for example, ``(m,n,k)``, ``m*n*k`` samples are
generated, and packed in an `m`-by-`n`-by-`k` arrangement. Because
each sample is `N`-dimensional, the output shape is ``(m,n,k,N)``.
If no shape is specified, a single (`N`-D) sample is returned.
check_valid : { 'warn', 'raise', 'ignore' }, optional
Behavior when the covariance matrix is not positive semidefinite.
tol : float, optional
Tolerance when checking the singular values in covariance matrix.
cov is cast to double before the check.
method : { 'svd', 'eigh', 'cholesky'}, optional
The cov input is used to compute a factor matrix A such that
``A @ A.T = cov``. This argument is used to select the method
used to compute the factor matrix A. The default method 'svd' is
the slowest, while 'cholesky' is the fastest but less robust than
the slowest method. The method `eigh` uses eigen decomposition to
compute A and is faster than svd but slower than cholesky.
.. versionadded:: 1.18.0
Returns
-------
out : ndarray
The drawn samples, of shape *size*, if that was provided. If not,
the shape is ``(N,)``.
In other words, each entry ``out[i,j,...,:]`` is an N-dimensional
value drawn from the distribution.
Notes
-----
The mean is a coordinate in N-dimensional space, which represents the
location where samples are most likely to be generated. This is
analogous to the peak of the bell curve for the one-dimensional or
univariate normal distribution.
Covariance indicates the level to which two variables vary together.
From the multivariate normal distribution, we draw N-dimensional
samples, :math:`X = [x_1, x_2, ... x_N]`. The covariance matrix
element :math:`C_{ij}` is the covariance of :math:`x_i` and :math:`x_j`.
The element :math:`C_{ii}` is the variance of :math:`x_i` (i.e. its
"spread").
Instead of specifying the full covariance matrix, popular
approximations include:
- Spherical covariance (`cov` is a multiple of the identity matrix)
- Diagonal covariance (`cov` has non-negative elements, and only on
the diagonal)
This geometrical property can be seen in two dimensions by plotting
generated data-points:
>>> mean = [0, 0]
>>> cov = [[1, 0], [0, 100]] # diagonal covariance
Diagonal covariance means that points are oriented along x or y-axis:
>>> import matplotlib.pyplot as plt
>>> x, y = np.random.default_rng().multivariate_normal(mean, cov, 5000).T
>>> plt.plot(x, y, 'x')
>>> plt.axis('equal')
>>> plt.show()
Note that the covariance matrix must be positive semidefinite (a.k.a.
nonnegative-definite). Otherwise, the behavior of this method is
undefined and backwards compatibility is not guaranteed.
This function internally uses linear algebra routines, and thus results
may not be identical (even up to precision) across architectures, OSes,
or even builds. For example, this is likely if ``cov`` has multiple equal
singular values and ``method`` is ``'svd'`` (default). In this case,
``method='cholesky'`` may be more robust.
References
----------
.. [1] Papoulis, A., "Probability, Random Variables, and Stochastic
Processes," 3rd ed., New York: McGraw-Hill, 1991.
.. [2] Duda, R. O., Hart, P. E., and Stork, D. G., "Pattern
Classification," 2nd ed., New York: Wiley, 2001.
Examples
--------
>>> mean = (1, 2)
>>> cov = [[1, 0], [0, 1]]
>>> rng = np.random.default_rng()
>>> x = rng.multivariate_normal(mean, cov, (3, 3))
>>> x.shape
(3, 3, 2)
We can use a different method other than the default to factorize cov:
>>> y = rng.multivariate_normal(mean, cov, (3, 3), method='cholesky')
>>> y.shape
(3, 3, 2)
Here we generate 800 samples from the bivariate normal distribution
with mean [0, 0] and covariance matrix [[6, -3], [-3, 3.5]]. The
expected variances of the first and second components of the sample
are 6 and 3.5, respectively, and the expected correlation
coefficient is -3/sqrt(6*3.5) ≈ -0.65465.
>>> cov = np.array([[6, -3], [-3, 3.5]])
>>> pts = rng.multivariate_normal([0, 0], cov, size=800)
Check that the mean, covariance, and correlation coefficient of the
sample are close to the expected values:
>>> pts.mean(axis=0)
array([ 0.0326911 , -0.01280782]) # may vary
>>> np.cov(pts.T)
array([[ 5.96202397, -2.85602287],
[-2.85602287, 3.47613949]]) # may vary
>>> np.corrcoef(pts.T)[0, 1]
-0.6273591314603949 # may vary
We can visualize this data with a scatter plot. The orientation
of the point cloud illustrates the negative correlation of the
components of this sample.
>>> import matplotlib.pyplot as plt
>>> plt.plot(pts[:, 0], pts[:, 1], '.', alpha=0.5)
>>> plt.axis('equal')
>>> plt.grid()
>>> plt.show()
logseries(p, size=None)
Draw samples from a logarithmic series distribution.
Samples are drawn from a log series distribution with specified
shape parameter, 0 <= ``p`` < 1.
Parameters
----------
p : float or array_like of floats
Shape parameter for the distribution. Must be in the range [0, 1).
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``p`` is a scalar. Otherwise,
``np.array(p).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized logarithmic series distribution.
See Also
--------
scipy.stats.logser : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability mass function for the Log Series distribution is
.. math:: P(k) = \frac{-p^k}{k \ln(1-p)},
where p = probability.
The log series distribution is frequently used to represent species
richness and occurrence, first proposed by Fisher, Corbet, and
Williams in 1943 [2]. It may also be used to model the numbers of
occupants seen in cars [3].
References
----------
.. [1] Buzas, Martin A.; Culver, Stephen J., Understanding regional
species diversity through the log series distribution of
occurrences: BIODIVERSITY RESEARCH Diversity & Distributions,
Volume 5, Number 5, September 1999 , pp. 187-195(9).
.. [2] Fisher, R.A,, A.S. Corbet, and C.B. Williams. 1943. The
relation between the number of species and the number of
individuals in a random sample of an animal population.
Journal of Animal Ecology, 12:42-58.
.. [3] D. J. Hand, F. Daly, D. Lunn, E. Ostrowski, A Handbook of Small
Data Sets, CRC Press, 1994.
.. [4] Wikipedia, "Logarithmic distribution",
https://en.wikipedia.org/wiki/Logarithmic_distribution
Examples
--------
Draw samples from the distribution:
>>> a = .6
>>> s = np.random.default_rng().logseries(a, 10000)
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s)
# plot against distribution
>>> def logseries(k, p):
... return -p**k/(k*np.log(1-p))
>>> plt.plot(bins, logseries(bins, a) * count.max()/
... logseries(bins, a).max(), 'r')
>>> plt.show()
hypergeometric(ngood, nbad, nsample, size=None)
Draw samples from a Hypergeometric distribution.
Samples are drawn from a hypergeometric distribution with specified
parameters, `ngood` (ways to make a good selection), `nbad` (ways to make
a bad selection), and `nsample` (number of items sampled, which is less
than or equal to the sum ``ngood + nbad``).
Parameters
----------
ngood : int or array_like of ints
Number of ways to make a good selection. Must be nonnegative and
less than 10**9.
nbad : int or array_like of ints
Number of ways to make a bad selection. Must be nonnegative and
less than 10**9.
nsample : int or array_like of ints
Number of items sampled. Must be nonnegative and less than
``ngood + nbad``.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if `ngood`, `nbad`, and `nsample`
are all scalars. Otherwise, ``np.broadcast(ngood, nbad, nsample).size``
samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized hypergeometric distribution. Each
sample is the number of good items within a randomly selected subset of
size `nsample` taken from a set of `ngood` good items and `nbad` bad items.
See Also
--------
multivariate_hypergeometric : Draw samples from the multivariate
hypergeometric distribution.
scipy.stats.hypergeom : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability density for the Hypergeometric distribution is
.. math:: P(x) = \frac{\binom{g}{x}\binom{b}{n-x}}{\binom{g+b}{n}},
where :math:`0 \le x \le n` and :math:`n-b \le x \le g`
for P(x) the probability of ``x`` good results in the drawn sample,
g = `ngood`, b = `nbad`, and n = `nsample`.
Consider an urn with black and white marbles in it, `ngood` of them
are black and `nbad` are white. If you draw `nsample` balls without
replacement, then the hypergeometric distribution describes the
distribution of black balls in the drawn sample.
Note that this distribution is very similar to the binomial
distribution, except that in this case, samples are drawn without
replacement, whereas in the Binomial case samples are drawn with
replacement (or the sample space is infinite). As the sample space
becomes large, this distribution approaches the binomial.
The arguments `ngood` and `nbad` each must be less than `10**9`. For
extremely large arguments, the algorithm that is used to compute the
samples [4]_ breaks down because of loss of precision in floating point
calculations. For such large values, if `nsample` is not also large,
the distribution can be approximated with the binomial distribution,
`binomial(n=nsample, p=ngood/(ngood + nbad))`.
References
----------
.. [1] Lentner, Marvin, "Elementary Applied Statistics", Bogden
and Quigley, 1972.
.. [2] Weisstein, Eric W. "Hypergeometric Distribution." From
MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/HypergeometricDistribution.html
.. [3] Wikipedia, "Hypergeometric distribution",
https://en.wikipedia.org/wiki/Hypergeometric_distribution
.. [4] Stadlober, Ernst, "The ratio of uniforms approach for generating
discrete random variates", Journal of Computational and Applied
Mathematics, 31, pp. 181-189 (1990).
Examples
--------
Draw samples from the distribution:
>>> rng = np.random.default_rng()
>>> ngood, nbad, nsamp = 100, 2, 10
# number of good, number of bad, and number of samples
>>> s = rng.hypergeometric(ngood, nbad, nsamp, 1000)
>>> from matplotlib.pyplot import hist
>>> hist(s)
# note that it is very unlikely to grab both bad items
Suppose you have an urn with 15 white and 15 black marbles.
If you pull 15 marbles at random, how likely is it that
12 or more of them are one color?
>>> s = rng.hypergeometric(15, 15, 15, 100000)
>>> sum(s>=12)/100000. + sum(s<=3)/100000.
# answer = 0.003 ... pretty unlikely!
geometric(p, size=None)
Draw samples from the geometric distribution.
Bernoulli trials are experiments with one of two outcomes:
success or failure (an example of such an experiment is flipping
a coin). The geometric distribution models the number of trials
that must be run in order to achieve success. It is therefore
supported on the positive integers, ``k = 1, 2, ...``.
The probability mass function of the geometric distribution is
.. math:: f(k) = (1 - p)^{k - 1} p
where `p` is the probability of success of an individual trial.
Parameters
----------
p : float or array_like of floats
The probability of success of an individual trial.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``p`` is a scalar. Otherwise,
``np.array(p).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized geometric distribution.
Examples
--------
Draw ten thousand values from the geometric distribution,
with the probability of an individual success equal to 0.35:
>>> z = np.random.default_rng().geometric(p=0.35, size=10000)
How many trials succeeded after a single run?
>>> (z == 1).sum() / 10000.
0.34889999999999999 # random
zipf(a, size=None)
Draw samples from a Zipf distribution.
Samples are drawn from a Zipf distribution with specified parameter
`a` > 1.
The Zipf distribution (also known as the zeta distribution) is a
discrete probability distribution that satisfies Zipf's law: the
frequency of an item is inversely proportional to its rank in a
frequency table.
Parameters
----------
a : float or array_like of floats
Distribution parameter. Must be greater than 1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``a`` is a scalar. Otherwise,
``np.array(a).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Zipf distribution.
See Also
--------
scipy.stats.zipf : probability density function, distribution, or
cumulative density function, etc.
Notes
-----
The probability density for the Zipf distribution is
.. math:: p(k) = \frac{k^{-a}}{\zeta(a)},
for integers :math:`k \geq 1`, where :math:`\zeta` is the Riemann Zeta
function.
It is named for the American linguist George Kingsley Zipf, who noted
that the frequency of any word in a sample of a language is inversely
proportional to its rank in the frequency table.
References
----------
.. [1] Zipf, G. K., "Selected Studies of the Principle of Relative
Frequency in Language," Cambridge, MA: Harvard Univ. Press,
1932.
Examples
--------
Draw samples from the distribution:
>>> a = 4.0
>>> n = 20000
>>> s = np.random.default_rng().zipf(a, size=n)
Display the histogram of the samples, along with
the expected histogram based on the probability
density function:
>>> import matplotlib.pyplot as plt
>>> from scipy.special import zeta # doctest: +SKIP
`bincount` provides a fast histogram for small integers.
>>> count = np.bincount(s)
>>> k = np.arange(1, s.max() + 1)
>>> plt.bar(k, count[1:], alpha=0.5, label='sample count')
>>> plt.plot(k, n*(k**-a)/zeta(a), 'k.-', alpha=0.5,
... label='expected count') # doctest: +SKIP
>>> plt.semilogy()
>>> plt.grid(alpha=0.4)
>>> plt.legend()
>>> plt.title(f'Zipf sample, a={a}, size={n}')
>>> plt.show()
poisson(lam=1.0, size=None)
Draw samples from a Poisson distribution.
The Poisson distribution is the limit of the binomial distribution
for large N.
Parameters
----------
lam : float or array_like of floats
Expected number of events occurring in a fixed-time interval,
must be >= 0. A sequence must be broadcastable over the requested
size.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``lam`` is a scalar. Otherwise,
``np.array(lam).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Poisson distribution.
Notes
-----
The Poisson distribution
.. math:: f(k; \lambda)=\frac{\lambda^k e^{-\lambda}}{k!}
For events with an expected separation :math:`\lambda` the Poisson
distribution :math:`f(k; \lambda)` describes the probability of
:math:`k` events occurring within the observed
interval :math:`\lambda`.
Because the output is limited to the range of the C int64 type, a
ValueError is raised when `lam` is within 10 sigma of the maximum
representable value.
References
----------
.. [1] Weisstein, Eric W. "Poisson Distribution."
From MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/PoissonDistribution.html
.. [2] Wikipedia, "Poisson distribution",
https://en.wikipedia.org/wiki/Poisson_distribution
Examples
--------
Draw samples from the distribution:
>>> import numpy as np
>>> rng = np.random.default_rng()
>>> s = rng.poisson(5, 10000)
Display histogram of the sample:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, 14, density=True)
>>> plt.show()
Draw each 100 values for lambda 100 and 500:
>>> s = rng.poisson(lam=(100., 500.), size=(100, 2))
negative_binomial(n, p, size=None)
Draw samples from a negative binomial distribution.
Samples are drawn from a negative binomial distribution with specified
parameters, `n` successes and `p` probability of success where `n`
is > 0 and `p` is in the interval (0, 1].
Parameters
----------
n : float or array_like of floats
Parameter of the distribution, > 0.
p : float or array_like of floats
Parameter of the distribution. Must satisfy 0 < p <= 1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``n`` and ``p`` are both scalars.
Otherwise, ``np.broadcast(n, p).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized negative binomial distribution,
where each sample is equal to N, the number of failures that
occurred before a total of n successes was reached.
Notes
-----
The probability mass function of the negative binomial distribution is
.. math:: P(N;n,p) = \frac{\Gamma(N+n)}{N!\Gamma(n)}p^{n}(1-p)^{N},
where :math:`n` is the number of successes, :math:`p` is the
probability of success, :math:`N+n` is the number of trials, and
:math:`\Gamma` is the gamma function. When :math:`n` is an integer,
:math:`\frac{\Gamma(N+n)}{N!\Gamma(n)} = \binom{N+n-1}{N}`, which is
the more common form of this term in the pmf. The negative
binomial distribution gives the probability of N failures given n
successes, with a success on the last trial.
If one throws a die repeatedly until the third time a "1" appears,
then the probability distribution of the number of non-"1"s that
appear before the third "1" is a negative binomial distribution.
Because this method internally calls ``Generator.poisson`` with an
intermediate random value, a ValueError is raised when the choice of
:math:`n` and :math:`p` would result in the mean + 10 sigma of the sampled
intermediate distribution exceeding the max acceptable value of the
``Generator.poisson`` method. This happens when :math:`p` is too low
(a lot of failures happen for every success) and :math:`n` is too big (
a lot of successes are allowed).
Therefore, the :math:`n` and :math:`p` values must satisfy the constraint:
.. math:: n\frac{1-p}{p}+10n\sqrt{n}\frac{1-p}{p}<2^{63}-1-10\sqrt{2^{63}-1},
Where the left side of the equation is the derived mean + 10 sigma of
a sample from the gamma distribution internally used as the :math:`lam`
parameter of a poisson sample, and the right side of the equation is
the constraint for maximum value of :math:`lam` in ``Generator.poisson``.
References
----------
.. [1] Weisstein, Eric W. "Negative Binomial Distribution." From
MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/NegativeBinomialDistribution.html
.. [2] Wikipedia, "Negative binomial distribution",
https://en.wikipedia.org/wiki/Negative_binomial_distribution
Examples
--------
Draw samples from the distribution:
A real world example. A company drills wild-cat oil
exploration wells, each with an estimated probability of
success of 0.1. What is the probability of having one success
for each successive well, that is what is the probability of a
single success after drilling 5 wells, after 6 wells, etc.?
>>> s = np.random.default_rng().negative_binomial(1, 0.1, 100000)
>>> for i in range(1, 11): # doctest: +SKIP
... probability = sum(s<i) / 100000.
... print(i, "wells drilled, probability of one success =", probability)
binomial(n, p, size=None)
Draw samples from a binomial distribution.
Samples are drawn from a binomial distribution with specified
parameters, n trials and p probability of success where
n an integer >= 0 and p is in the interval [0,1]. (n may be
input as a float, but it is truncated to an integer in use)
Parameters
----------
n : int or array_like of ints
Parameter of the distribution, >= 0. Floats are also accepted,
but they will be truncated to integers.
p : float or array_like of floats
Parameter of the distribution, >= 0 and <=1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``n`` and ``p`` are both scalars.
Otherwise, ``np.broadcast(n, p).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized binomial distribution, where
each sample is equal to the number of successes over the n trials.
See Also
--------
scipy.stats.binom : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability density for the binomial distribution is
.. math:: P(N) = \binom{n}{N}p^N(1-p)^{n-N},
where :math:`n` is the number of trials, :math:`p` is the probability
of success, and :math:`N` is the number of successes.
When estimating the standard error of a proportion in a population by
using a random sample, the normal distribution works well unless the
product p*n <=5, where p = population proportion estimate, and n =
number of samples, in which case the binomial distribution is used
instead. For example, a sample of 15 people shows 4 who are left
handed, and 11 who are right handed. Then p = 4/15 = 27%. 0.27*15 = 4,
so the binomial distribution should be used in this case.
References
----------
.. [1] Dalgaard, Peter, "Introductory Statistics with R",
Springer-Verlag, 2002.
.. [2] Glantz, Stanton A. "Primer of Biostatistics.", McGraw-Hill,
Fifth Edition, 2002.
.. [3] Lentner, Marvin, "Elementary Applied Statistics", Bogden
and Quigley, 1972.
.. [4] Weisstein, Eric W. "Binomial Distribution." From MathWorld--A
Wolfram Web Resource.
http://mathworld.wolfram.com/BinomialDistribution.html
.. [5] Wikipedia, "Binomial distribution",
https://en.wikipedia.org/wiki/Binomial_distribution
Examples
--------
Draw samples from the distribution:
>>> rng = np.random.default_rng()
>>> n, p = 10, .5 # number of trials, probability of each trial
>>> s = rng.binomial(n, p, 1000)
# result of flipping a coin 10 times, tested 1000 times.
A real world example. A company drills 9 wild-cat oil exploration
wells, each with an estimated probability of success of 0.1. All nine
wells fail. What is the probability of that happening?
Let's do 20,000 trials of the model, and count the number that
generate zero positive results.
>>> sum(rng.binomial(9, 0.1, 20000) == 0)/20000.
# answer = 0.38885, or 39%.
triangular(left, mode, right, size=None)
Draw samples from the triangular distribution over the
interval ``[left, right]``.
The triangular distribution is a continuous probability
distribution with lower limit left, peak at mode, and upper
limit right. Unlike the other distributions, these parameters
directly define the shape of the pdf.
Parameters
----------
left : float or array_like of floats
Lower limit.
mode : float or array_like of floats
The value where the peak of the distribution occurs.
The value must fulfill the condition ``left <= mode <= right``.
right : float or array_like of floats
Upper limit, must be larger than `left`.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``left``, ``mode``, and ``right``
are all scalars. Otherwise, ``np.broadcast(left, mode, right).size``
samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized triangular distribution.
Notes
-----
The probability density function for the triangular distribution is
.. math:: P(x;l, m, r) = \begin{cases}
\frac{2(x-l)}{(r-l)(m-l)}& \text{for $l \leq x \leq m$},\\
\frac{2(r-x)}{(r-l)(r-m)}& \text{for $m \leq x \leq r$},\\
0& \text{otherwise}.
\end{cases}
The triangular distribution is often used in ill-defined
problems where the underlying distribution is not known, but
some knowledge of the limits and mode exists. Often it is used
in simulations.
References
----------
.. [1] Wikipedia, "Triangular distribution"
https://en.wikipedia.org/wiki/Triangular_distribution
Examples
--------
Draw values from the distribution and plot the histogram:
>>> import matplotlib.pyplot as plt
>>> h = plt.hist(np.random.default_rng().triangular(-3, 0, 8, 100000), bins=200,
... density=True)
>>> plt.show()
wald(mean, scale, size=None)
Draw samples from a Wald, or inverse Gaussian, distribution.
As the scale approaches infinity, the distribution becomes more like a
Gaussian. Some references claim that the Wald is an inverse Gaussian
with mean equal to 1, but this is by no means universal.
The inverse Gaussian distribution was first studied in relationship to
Brownian motion. In 1956 M.C.K. Tweedie used the name inverse Gaussian
because there is an inverse relationship between the time to cover a
unit distance and distance covered in unit time.
Parameters
----------
mean : float or array_like of floats
Distribution mean, must be > 0.
scale : float or array_like of floats
Scale parameter, must be > 0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``mean`` and ``scale`` are both scalars.
Otherwise, ``np.broadcast(mean, scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Wald distribution.
Notes
-----
The probability density function for the Wald distribution is
.. math:: P(x;mean,scale) = \sqrt{\frac{scale}{2\pi x^3}}e^
\frac{-scale(x-mean)^2}{2\cdotp mean^2x}
As noted above the inverse Gaussian distribution first arise
from attempts to model Brownian motion. It is also a
competitor to the Weibull for use in reliability modeling and
modeling stock returns and interest rate processes.
References
----------
.. [1] Brighton Webs Ltd., Wald Distribution,
https://web.archive.org/web/20090423014010/http://www.brighton-webs.co.uk:80/distributions/wald.asp
.. [2] Chhikara, Raj S., and Folks, J. Leroy, "The Inverse Gaussian
Distribution: Theory : Methodology, and Applications", CRC Press,
1988.
.. [3] Wikipedia, "Inverse Gaussian distribution"
https://en.wikipedia.org/wiki/Inverse_Gaussian_distribution
Examples
--------
Draw values from the distribution and plot the histogram:
>>> import matplotlib.pyplot as plt
>>> h = plt.hist(np.random.default_rng().wald(3, 2, 100000), bins=200, density=True)
>>> plt.show()
rayleigh(scale=1.0, size=None)
Draw samples from a Rayleigh distribution.
The :math:`\chi` and Weibull distributions are generalizations of the
Rayleigh.
Parameters
----------
scale : float or array_like of floats, optional
Scale, also equals the mode. Must be non-negative. Default is 1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``scale`` is a scalar. Otherwise,
``np.array(scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Rayleigh distribution.
Notes
-----
The probability density function for the Rayleigh distribution is
.. math:: P(x;scale) = \frac{x}{scale^2}e^{\frac{-x^2}{2 \cdotp scale^2}}
The Rayleigh distribution would arise, for example, if the East
and North components of the wind velocity had identical zero-mean
Gaussian distributions. Then the wind speed would have a Rayleigh
distribution.
References
----------
.. [1] Brighton Webs Ltd., "Rayleigh Distribution,"
https://web.archive.org/web/20090514091424/http://brighton-webs.co.uk:80/distributions/rayleigh.asp
.. [2] Wikipedia, "Rayleigh distribution"
https://en.wikipedia.org/wiki/Rayleigh_distribution
Examples
--------
Draw values from the distribution and plot the histogram
>>> from matplotlib.pyplot import hist
>>> rng = np.random.default_rng()
>>> values = hist(rng.rayleigh(3, 100000), bins=200, density=True)
Wave heights tend to follow a Rayleigh distribution. If the mean wave
height is 1 meter, what fraction of waves are likely to be larger than 3
meters?
>>> meanvalue = 1
>>> modevalue = np.sqrt(2 / np.pi) * meanvalue
>>> s = rng.rayleigh(modevalue, 1000000)
The percentage of waves larger than 3 meters is:
>>> 100.*sum(s>3)/1000000.
0.087300000000000003 # random
lognormal(mean=0.0, sigma=1.0, size=None)
Draw samples from a log-normal distribution.
Draw samples from a log-normal distribution with specified mean,
standard deviation, and array shape. Note that the mean and standard
deviation are not the values for the distribution itself, but of the
underlying normal distribution it is derived from.
Parameters
----------
mean : float or array_like of floats, optional
Mean value of the underlying normal distribution. Default is 0.
sigma : float or array_like of floats, optional
Standard deviation of the underlying normal distribution. Must be
non-negative. Default is 1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``mean`` and ``sigma`` are both scalars.
Otherwise, ``np.broadcast(mean, sigma).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized log-normal distribution.
See Also
--------
scipy.stats.lognorm : probability density function, distribution,
cumulative density function, etc.
Notes
-----
A variable `x` has a log-normal distribution if `log(x)` is normally
distributed. The probability density function for the log-normal
distribution is:
.. math:: p(x) = \frac{1}{\sigma x \sqrt{2\pi}}
e^{(-\frac{(ln(x)-\mu)^2}{2\sigma^2})}
where :math:`\mu` is the mean and :math:`\sigma` is the standard
deviation of the normally distributed logarithm of the variable.
A log-normal distribution results if a random variable is the *product*
of a large number of independent, identically-distributed variables in
the same way that a normal distribution results if the variable is the
*sum* of a large number of independent, identically-distributed
variables.
References
----------
.. [1] Limpert, E., Stahel, W. A., and Abbt, M., "Log-normal
Distributions across the Sciences: Keys and Clues,"
BioScience, Vol. 51, No. 5, May, 2001.
https://stat.ethz.ch/~stahel/lognormal/bioscience.pdf
.. [2] Reiss, R.D. and Thomas, M., "Statistical Analysis of Extreme
Values," Basel: Birkhauser Verlag, 2001, pp. 31-32.
Examples
--------
Draw samples from the distribution:
>>> rng = np.random.default_rng()
>>> mu, sigma = 3., 1. # mean and standard deviation
>>> s = rng.lognormal(mu, sigma, 1000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, 100, density=True, align='mid')
>>> x = np.linspace(min(bins), max(bins), 10000)
>>> pdf = (np.exp(-(np.log(x) - mu)**2 / (2 * sigma**2))
... / (x * sigma * np.sqrt(2 * np.pi)))
>>> plt.plot(x, pdf, linewidth=2, color='r')
>>> plt.axis('tight')
>>> plt.show()
Demonstrate that taking the products of random samples from a uniform
distribution can be fit well by a log-normal probability density
function.
>>> # Generate a thousand samples: each is the product of 100 random
>>> # values, drawn from a normal distribution.
>>> rng = rng
>>> b = []
>>> for i in range(1000):
... a = 10. + rng.standard_normal(100)
... b.append(np.prod(a))
>>> b = np.array(b) / np.min(b) # scale values to be positive
>>> count, bins, ignored = plt.hist(b, 100, density=True, align='mid')
>>> sigma = np.std(np.log(b))
>>> mu = np.mean(np.log(b))
>>> x = np.linspace(min(bins), max(bins), 10000)
>>> pdf = (np.exp(-(np.log(x) - mu)**2 / (2 * sigma**2))
... / (x * sigma * np.sqrt(2 * np.pi)))
>>> plt.plot(x, pdf, color='r', linewidth=2)
>>> plt.show()
logistic(loc=0.0, scale=1.0, size=None)
Draw samples from a logistic distribution.
Samples are drawn from a logistic distribution with specified
parameters, loc (location or mean, also median), and scale (>0).
Parameters
----------
loc : float or array_like of floats, optional
Parameter of the distribution. Default is 0.
scale : float or array_like of floats, optional
Parameter of the distribution. Must be non-negative.
Default is 1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``loc`` and ``scale`` are both scalars.
Otherwise, ``np.broadcast(loc, scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized logistic distribution.
See Also
--------
scipy.stats.logistic : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability density for the Logistic distribution is
.. math:: P(x) = P(x) = \frac{e^{-(x-\mu)/s}}{s(1+e^{-(x-\mu)/s})^2},
where :math:`\mu` = location and :math:`s` = scale.
The Logistic distribution is used in Extreme Value problems where it
can act as a mixture of Gumbel distributions, in Epidemiology, and by
the World Chess Federation (FIDE) where it is used in the Elo ranking
system, assuming the performance of each player is a logistically
distributed random variable.
References
----------
.. [1] Reiss, R.-D. and Thomas M. (2001), "Statistical Analysis of
Extreme Values, from Insurance, Finance, Hydrology and Other
Fields," Birkhauser Verlag, Basel, pp 132-133.
.. [2] Weisstein, Eric W. "Logistic Distribution." From
MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/LogisticDistribution.html
.. [3] Wikipedia, "Logistic-distribution",
https://en.wikipedia.org/wiki/Logistic_distribution
Examples
--------
Draw samples from the distribution:
>>> loc, scale = 10, 1
>>> s = np.random.default_rng().logistic(loc, scale, 10000)
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, bins=50)
# plot against distribution
>>> def logist(x, loc, scale):
... return np.exp((loc-x)/scale)/(scale*(1+np.exp((loc-x)/scale))**2)
>>> lgst_val = logist(bins, loc, scale)
>>> plt.plot(bins, lgst_val * count.max() / lgst_val.max())
>>> plt.show()
gumbel(loc=0.0, scale=1.0, size=None)
Draw samples from a Gumbel distribution.
Draw samples from a Gumbel distribution with specified location and
scale. For more information on the Gumbel distribution, see
Notes and References below.
Parameters
----------
loc : float or array_like of floats, optional
The location of the mode of the distribution. Default is 0.
scale : float or array_like of floats, optional
The scale parameter of the distribution. Default is 1. Must be non-
negative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``loc`` and ``scale`` are both scalars.
Otherwise, ``np.broadcast(loc, scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Gumbel distribution.
See Also
--------
scipy.stats.gumbel_l
scipy.stats.gumbel_r
scipy.stats.genextreme
weibull
Notes
-----
The Gumbel (or Smallest Extreme Value (SEV) or the Smallest Extreme
Value Type I) distribution is one of a class of Generalized Extreme
Value (GEV) distributions used in modeling extreme value problems.
The Gumbel is a special case of the Extreme Value Type I distribution
for maximums from distributions with "exponential-like" tails.
The probability density for the Gumbel distribution is
.. math:: p(x) = \frac{e^{-(x - \mu)/ \beta}}{\beta} e^{ -e^{-(x - \mu)/
\beta}},
where :math:`\mu` is the mode, a location parameter, and
:math:`\beta` is the scale parameter.
The Gumbel (named for German mathematician Emil Julius Gumbel) was used
very early in the hydrology literature, for modeling the occurrence of
flood events. It is also used for modeling maximum wind speed and
rainfall rates. It is a "fat-tailed" distribution - the probability of
an event in the tail of the distribution is larger than if one used a
Gaussian, hence the surprisingly frequent occurrence of 100-year
floods. Floods were initially modeled as a Gaussian process, which
underestimated the frequency of extreme events.
It is one of a class of extreme value distributions, the Generalized
Extreme Value (GEV) distributions, which also includes the Weibull and
Frechet.
The function has a mean of :math:`\mu + 0.57721\beta` and a variance
of :math:`\frac{\pi^2}{6}\beta^2`.
References
----------
.. [1] Gumbel, E. J., "Statistics of Extremes,"
New York: Columbia University Press, 1958.
.. [2] Reiss, R.-D. and Thomas, M., "Statistical Analysis of Extreme
Values from Insurance, Finance, Hydrology and Other Fields,"
Basel: Birkhauser Verlag, 2001.
Examples
--------
Draw samples from the distribution:
>>> rng = np.random.default_rng()
>>> mu, beta = 0, 0.1 # location and scale
>>> s = rng.gumbel(mu, beta, 1000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, 30, density=True)
>>> plt.plot(bins, (1/beta)*np.exp(-(bins - mu)/beta)
... * np.exp( -np.exp( -(bins - mu) /beta) ),
... linewidth=2, color='r')
>>> plt.show()
Show how an extreme value distribution can arise from a Gaussian process
and compare to a Gaussian:
>>> means = []
>>> maxima = []
>>> for i in range(0,1000) :
... a = rng.normal(mu, beta, 1000)
... means.append(a.mean())
... maxima.append(a.max())
>>> count, bins, ignored = plt.hist(maxima, 30, density=True)
>>> beta = np.std(maxima) * np.sqrt(6) / np.pi
>>> mu = np.mean(maxima) - 0.57721*beta
>>> plt.plot(bins, (1/beta)*np.exp(-(bins - mu)/beta)
... * np.exp(-np.exp(-(bins - mu)/beta)),
... linewidth=2, color='r')
>>> plt.plot(bins, 1/(beta * np.sqrt(2 * np.pi))
... * np.exp(-(bins - mu)**2 / (2 * beta**2)),
... linewidth=2, color='g')
>>> plt.show()
laplace(loc=0.0, scale=1.0, size=None)
Draw samples from the Laplace or double exponential distribution with
specified location (or mean) and scale (decay).
The Laplace distribution is similar to the Gaussian/normal distribution,
but is sharper at the peak and has fatter tails. It represents the
difference between two independent, identically distributed exponential
random variables.
Parameters
----------
loc : float or array_like of floats, optional
The position, :math:`\mu`, of the distribution peak. Default is 0.
scale : float or array_like of floats, optional
:math:`\lambda`, the exponential decay. Default is 1. Must be non-
negative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``loc`` and ``scale`` are both scalars.
Otherwise, ``np.broadcast(loc, scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Laplace distribution.
Notes
-----
It has the probability density function
.. math:: f(x; \mu, \lambda) = \frac{1}{2\lambda}
\exp\left(-\frac{|x - \mu|}{\lambda}\right).
The first law of Laplace, from 1774, states that the frequency
of an error can be expressed as an exponential function of the
absolute magnitude of the error, which leads to the Laplace
distribution. For many problems in economics and health
sciences, this distribution seems to model the data better
than the standard Gaussian distribution.
References
----------
.. [1] Abramowitz, M. and Stegun, I. A. (Eds.). "Handbook of
Mathematical Functions with Formulas, Graphs, and Mathematical
Tables, 9th printing," New York: Dover, 1972.
.. [2] Kotz, Samuel, et. al. "The Laplace Distribution and
Generalizations, " Birkhauser, 2001.
.. [3] Weisstein, Eric W. "Laplace Distribution."
From MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/LaplaceDistribution.html
.. [4] Wikipedia, "Laplace distribution",
https://en.wikipedia.org/wiki/Laplace_distribution
Examples
--------
Draw samples from the distribution
>>> loc, scale = 0., 1.
>>> s = np.random.default_rng().laplace(loc, scale, 1000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, 30, density=True)
>>> x = np.arange(-8., 8., .01)
>>> pdf = np.exp(-abs(x-loc)/scale)/(2.*scale)
>>> plt.plot(x, pdf)
Plot Gaussian for comparison:
>>> g = (1/(scale * np.sqrt(2 * np.pi)) *
... np.exp(-(x - loc)**2 / (2 * scale**2)))
>>> plt.plot(x,g)
power(a, size=None)
Draws samples in [0, 1] from a power distribution with positive
exponent a - 1.
Also known as the power function distribution.
Parameters
----------
a : float or array_like of floats
Parameter of the distribution. Must be non-negative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``a`` is a scalar. Otherwise,
``np.array(a).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized power distribution.
Raises
------
ValueError
If a <= 0.
Notes
-----
The probability density function is
.. math:: P(x; a) = ax^{a-1}, 0 \le x \le 1, a>0.
The power function distribution is just the inverse of the Pareto
distribution. It may also be seen as a special case of the Beta
distribution.
It is used, for example, in modeling the over-reporting of insurance
claims.
References
----------
.. [1] Christian Kleiber, Samuel Kotz, "Statistical size distributions
in economics and actuarial sciences", Wiley, 2003.
.. [2] Heckert, N. A. and Filliben, James J. "NIST Handbook 148:
Dataplot Reference Manual, Volume 2: Let Subcommands and Library
Functions", National Institute of Standards and Technology
Handbook Series, June 2003.
https://www.itl.nist.gov/div898/software/dataplot/refman2/auxillar/powpdf.pdf
Examples
--------
Draw samples from the distribution:
>>> rng = np.random.default_rng()
>>> a = 5. # shape
>>> samples = 1000
>>> s = rng.power(a, samples)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, bins=30)
>>> x = np.linspace(0, 1, 100)
>>> y = a*x**(a-1.)
>>> normed_y = samples*np.diff(bins)[0]*y
>>> plt.plot(x, normed_y)
>>> plt.show()
Compare the power function distribution to the inverse of the Pareto.
>>> from scipy import stats # doctest: +SKIP
>>> rvs = rng.power(5, 1000000)
>>> rvsp = rng.pareto(5, 1000000)
>>> xx = np.linspace(0,1,100)
>>> powpdf = stats.powerlaw.pdf(xx,5) # doctest: +SKIP
>>> plt.figure()
>>> plt.hist(rvs, bins=50, density=True)
>>> plt.plot(xx,powpdf,'r-') # doctest: +SKIP
>>> plt.title('power(5)')
>>> plt.figure()
>>> plt.hist(1./(1.+rvsp), bins=50, density=True)
>>> plt.plot(xx,powpdf,'r-') # doctest: +SKIP
>>> plt.title('inverse of 1 + Generator.pareto(5)')
>>> plt.figure()
>>> plt.hist(1./(1.+rvsp), bins=50, density=True)
>>> plt.plot(xx,powpdf,'r-') # doctest: +SKIP
>>> plt.title('inverse of stats.pareto(5)')
weibull(a, size=None)
Draw samples from a Weibull distribution.
Draw samples from a 1-parameter Weibull distribution with the given
shape parameter `a`.
.. math:: X = (-ln(U))^{1/a}
Here, U is drawn from the uniform distribution over (0,1].
The more common 2-parameter Weibull, including a scale parameter
:math:`\lambda` is just :math:`X = \lambda(-ln(U))^{1/a}`.
Parameters
----------
a : float or array_like of floats
Shape parameter of the distribution. Must be nonnegative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``a`` is a scalar. Otherwise,
``np.array(a).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Weibull distribution.
See Also
--------
scipy.stats.weibull_max
scipy.stats.weibull_min
scipy.stats.genextreme
gumbel
Notes
-----
The Weibull (or Type III asymptotic extreme value distribution
for smallest values, SEV Type III, or Rosin-Rammler
distribution) is one of a class of Generalized Extreme Value
(GEV) distributions used in modeling extreme value problems.
This class includes the Gumbel and Frechet distributions.
The probability density for the Weibull distribution is
.. math:: p(x) = \frac{a}
{\lambda}(\frac{x}{\lambda})^{a-1}e^{-(x/\lambda)^a},
where :math:`a` is the shape and :math:`\lambda` the scale.
The function has its peak (the mode) at
:math:`\lambda(\frac{a-1}{a})^{1/a}`.
When ``a = 1``, the Weibull distribution reduces to the exponential
distribution.
References
----------
.. [1] Waloddi Weibull, Royal Technical University, Stockholm,
1939 "A Statistical Theory Of The Strength Of Materials",
Ingeniorsvetenskapsakademiens Handlingar Nr 151, 1939,
Generalstabens Litografiska Anstalts Forlag, Stockholm.
.. [2] Waloddi Weibull, "A Statistical Distribution Function of
Wide Applicability", Journal Of Applied Mechanics ASME Paper
1951.
.. [3] Wikipedia, "Weibull distribution",
https://en.wikipedia.org/wiki/Weibull_distribution
Examples
--------
Draw samples from the distribution:
>>> rng = np.random.default_rng()
>>> a = 5. # shape
>>> s = rng.weibull(a, 1000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> x = np.arange(1,100.)/50.
>>> def weib(x,n,a):
... return (a / n) * (x / n)**(a - 1) * np.exp(-(x / n)**a)
>>> count, bins, ignored = plt.hist(rng.weibull(5.,1000))
>>> x = np.arange(1,100.)/50.
>>> scale = count.max()/weib(x, 1., 5.).max()
>>> plt.plot(x, weib(x, 1., 5.)*scale)
>>> plt.show()
pareto(a, size=None)
Draw samples from a Pareto II or Lomax distribution with
specified shape.
The Lomax or Pareto II distribution is a shifted Pareto
distribution. The classical Pareto distribution can be
obtained from the Lomax distribution by adding 1 and
multiplying by the scale parameter ``m`` (see Notes). The
smallest value of the Lomax distribution is zero while for the
classical Pareto distribution it is ``mu``, where the standard
Pareto distribution has location ``mu = 1``. Lomax can also
be considered as a simplified version of the Generalized
Pareto distribution (available in SciPy), with the scale set
to one and the location set to zero.
The Pareto distribution must be greater than zero, and is
unbounded above. It is also known as the "80-20 rule". In
this distribution, 80 percent of the weights are in the lowest
20 percent of the range, while the other 20 percent fill the
remaining 80 percent of the range.
Parameters
----------
a : float or array_like of floats
Shape of the distribution. Must be positive.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``a`` is a scalar. Otherwise,
``np.array(a).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Pareto distribution.
See Also
--------
scipy.stats.lomax : probability density function, distribution or
cumulative density function, etc.
scipy.stats.genpareto : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability density for the Pareto distribution is
.. math:: p(x) = \frac{am^a}{x^{a+1}}
where :math:`a` is the shape and :math:`m` the scale.
The Pareto distribution, named after the Italian economist
Vilfredo Pareto, is a power law probability distribution
useful in many real world problems. Outside the field of
economics it is generally referred to as the Bradford
distribution. Pareto developed the distribution to describe
the distribution of wealth in an economy. It has also found
use in insurance, web page access statistics, oil field sizes,
and many other problems, including the download frequency for
projects in Sourceforge [1]_. It is one of the so-called
"fat-tailed" distributions.
References
----------
.. [1] Francis Hunt and Paul Johnson, On the Pareto Distribution of
Sourceforge projects.
.. [2] Pareto, V. (1896). Course of Political Economy. Lausanne.
.. [3] Reiss, R.D., Thomas, M.(2001), Statistical Analysis of Extreme
Values, Birkhauser Verlag, Basel, pp 23-30.
.. [4] Wikipedia, "Pareto distribution",
https://en.wikipedia.org/wiki/Pareto_distribution
Examples
--------
Draw samples from the distribution:
>>> a, m = 3., 2. # shape and mode
>>> s = (np.random.default_rng().pareto(a, 1000) + 1) * m
Display the histogram of the samples, along with the probability
density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, _ = plt.hist(s, 100, density=True)
>>> fit = a*m**a / bins**(a+1)
>>> plt.plot(bins, max(count)*fit/max(fit), linewidth=2, color='r')
>>> plt.show()
vonmises(mu, kappa, size=None)
Draw samples from a von Mises distribution.
Samples are drawn from a von Mises distribution with specified mode
(mu) and dispersion (kappa), on the interval [-pi, pi].
The von Mises distribution (also known as the circular normal
distribution) is a continuous probability distribution on the unit
circle. It may be thought of as the circular analogue of the normal
distribution.
Parameters
----------
mu : float or array_like of floats
Mode ("center") of the distribution.
kappa : float or array_like of floats
Dispersion of the distribution, has to be >=0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``mu`` and ``kappa`` are both scalars.
Otherwise, ``np.broadcast(mu, kappa).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized von Mises distribution.
See Also
--------
scipy.stats.vonmises : probability density function, distribution, or
cumulative density function, etc.
Notes
-----
The probability density for the von Mises distribution is
.. math:: p(x) = \frac{e^{\kappa cos(x-\mu)}}{2\pi I_0(\kappa)},
where :math:`\mu` is the mode and :math:`\kappa` the dispersion,
and :math:`I_0(\kappa)` is the modified Bessel function of order 0.
The von Mises is named for Richard Edler von Mises, who was born in
Austria-Hungary, in what is now the Ukraine. He fled to the United
States in 1939 and became a professor at Harvard. He worked in
probability theory, aerodynamics, fluid mechanics, and philosophy of
science.
References
----------
.. [1] Abramowitz, M. and Stegun, I. A. (Eds.). "Handbook of
Mathematical Functions with Formulas, Graphs, and Mathematical
Tables, 9th printing," New York: Dover, 1972.
.. [2] von Mises, R., "Mathematical Theory of Probability
and Statistics", New York: Academic Press, 1964.
Examples
--------
Draw samples from the distribution:
>>> mu, kappa = 0.0, 4.0 # mean and dispersion
>>> s = np.random.default_rng().vonmises(mu, kappa, 1000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> from scipy.special import i0 # doctest: +SKIP
>>> plt.hist(s, 50, density=True)
>>> x = np.linspace(-np.pi, np.pi, num=51)
>>> y = np.exp(kappa*np.cos(x-mu))/(2*np.pi*i0(kappa)) # doctest: +SKIP
>>> plt.plot(x, y, linewidth=2, color='r') # doctest: +SKIP
>>> plt.show()
standard_t(df, size=None)
Draw samples from a standard Student's t distribution with `df` degrees
of freedom.
A special case of the hyperbolic distribution. As `df` gets
large, the result resembles that of the standard normal
distribution (`standard_normal`).
Parameters
----------
df : float or array_like of floats
Degrees of freedom, must be > 0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``df`` is a scalar. Otherwise,
``np.array(df).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized standard Student's t distribution.
Notes
-----
The probability density function for the t distribution is
.. math:: P(x, df) = \frac{\Gamma(\frac{df+1}{2})}{\sqrt{\pi df}
\Gamma(\frac{df}{2})}\Bigl( 1+\frac{x^2}{df} \Bigr)^{-(df+1)/2}
The t test is based on an assumption that the data come from a
Normal distribution. The t test provides a way to test whether
the sample mean (that is the mean calculated from the data) is
a good estimate of the true mean.
The derivation of the t-distribution was first published in
1908 by William Gosset while working for the Guinness Brewery
in Dublin. Due to proprietary issues, he had to publish under
a pseudonym, and so he used the name Student.
References
----------
.. [1] Dalgaard, Peter, "Introductory Statistics With R",
Springer, 2002.
.. [2] Wikipedia, "Student's t-distribution"
https://en.wikipedia.org/wiki/Student's_t-distribution
Examples
--------
From Dalgaard page 83 [1]_, suppose the daily energy intake for 11
women in kilojoules (kJ) is:
>>> intake = np.array([5260., 5470, 5640, 6180, 6390, 6515, 6805, 7515, \
... 7515, 8230, 8770])
Does their energy intake deviate systematically from the recommended
value of 7725 kJ? Our null hypothesis will be the absence of deviation,
and the alternate hypothesis will be the presence of an effect that could be
either positive or negative, hence making our test 2-tailed.
Because we are estimating the mean and we have N=11 values in our sample,
we have N-1=10 degrees of freedom. We set our significance level to 95% and
compute the t statistic using the empirical mean and empirical standard
deviation of our intake. We use a ddof of 1 to base the computation of our
empirical standard deviation on an unbiased estimate of the variance (note:
the final estimate is not unbiased due to the concave nature of the square
root).
>>> np.mean(intake)
6753.636363636364
>>> intake.std(ddof=1)
1142.1232221373727
>>> t = (np.mean(intake)-7725)/(intake.std(ddof=1)/np.sqrt(len(intake)))
>>> t
-2.8207540608310198
We draw 1000000 samples from Student's t distribution with the adequate
degrees of freedom.
>>> import matplotlib.pyplot as plt
>>> s = np.random.default_rng().standard_t(10, size=1000000)
>>> h = plt.hist(s, bins=100, density=True)
Does our t statistic land in one of the two critical regions found at
both tails of the distribution?
>>> np.sum(np.abs(t) < np.abs(s)) / float(len(s))
0.018318 #random < 0.05, statistic is in critical region
The probability value for this 2-tailed test is about 1.83%, which is
lower than the 5% pre-determined significance threshold.
Therefore, the probability of observing values as extreme as our intake
conditionally on the null hypothesis being true is too low, and we reject
the null hypothesis of no deviation.
standard_cauchy(size=None)
Draw samples from a standard Cauchy distribution with mode = 0.
Also known as the Lorentz distribution.
Parameters
----------
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. Default is None, in which case a
single value is returned.
Returns
-------
samples : ndarray or scalar
The drawn samples.
Notes
-----
The probability density function for the full Cauchy distribution is
.. math:: P(x; x_0, \gamma) = \frac{1}{\pi \gamma \bigl[ 1+
(\frac{x-x_0}{\gamma})^2 \bigr] }
and the Standard Cauchy distribution just sets :math:`x_0=0` and
:math:`\gamma=1`
The Cauchy distribution arises in the solution to the driven harmonic
oscillator problem, and also describes spectral line broadening. It
also describes the distribution of values at which a line tilted at
a random angle will cut the x axis.
When studying hypothesis tests that assume normality, seeing how the
tests perform on data from a Cauchy distribution is a good indicator of
their sensitivity to a heavy-tailed distribution, since the Cauchy looks
very much like a Gaussian distribution, but with heavier tails.
References
----------
.. [1] NIST/SEMATECH e-Handbook of Statistical Methods, "Cauchy
Distribution",
https://www.itl.nist.gov/div898/handbook/eda/section3/eda3663.htm
.. [2] Weisstein, Eric W. "Cauchy Distribution." From MathWorld--A
Wolfram Web Resource.
http://mathworld.wolfram.com/CauchyDistribution.html
.. [3] Wikipedia, "Cauchy distribution"
https://en.wikipedia.org/wiki/Cauchy_distribution
Examples
--------
Draw samples and plot the distribution:
>>> import matplotlib.pyplot as plt
>>> s = np.random.default_rng().standard_cauchy(1000000)
>>> s = s[(s>-25) & (s<25)] # truncate distribution so it plots well
>>> plt.hist(s, bins=100)
>>> plt.show()
noncentral_chisquare(df, nonc, size=None)
Draw samples from a noncentral chi-square distribution.
The noncentral :math:`\chi^2` distribution is a generalization of
the :math:`\chi^2` distribution.
Parameters
----------
df : float or array_like of floats
Degrees of freedom, must be > 0.
.. versionchanged:: 1.10.0
Earlier NumPy versions required dfnum > 1.
nonc : float or array_like of floats
Non-centrality, must be non-negative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``df`` and ``nonc`` are both scalars.
Otherwise, ``np.broadcast(df, nonc).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized noncentral chi-square distribution.
Notes
-----
The probability density function for the noncentral Chi-square
distribution is
.. math:: P(x;df,nonc) = \sum^{\infty}_{i=0}
\frac{e^{-nonc/2}(nonc/2)^{i}}{i!}
P_{Y_{df+2i}}(x),
where :math:`Y_{q}` is the Chi-square with q degrees of freedom.
References
----------
.. [1] Wikipedia, "Noncentral chi-squared distribution"
https://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution
Examples
--------
Draw values from the distribution and plot the histogram
>>> rng = np.random.default_rng()
>>> import matplotlib.pyplot as plt
>>> values = plt.hist(rng.noncentral_chisquare(3, 20, 100000),
... bins=200, density=True)
>>> plt.show()
Draw values from a noncentral chisquare with very small noncentrality,
and compare to a chisquare.
>>> plt.figure()
>>> values = plt.hist(rng.noncentral_chisquare(3, .0000001, 100000),
... bins=np.arange(0., 25, .1), density=True)
>>> values2 = plt.hist(rng.chisquare(3, 100000),
... bins=np.arange(0., 25, .1), density=True)
>>> plt.plot(values[1][0:-1], values[0]-values2[0], 'ob')
>>> plt.show()
Demonstrate how large values of non-centrality lead to a more symmetric
distribution.
>>> plt.figure()
>>> values = plt.hist(rng.noncentral_chisquare(3, 20, 100000),
... bins=200, density=True)
>>> plt.show()
chisquare(df, size=None)
Draw samples from a chi-square distribution.
When `df` independent random variables, each with standard normal
distributions (mean 0, variance 1), are squared and summed, the
resulting distribution is chi-square (see Notes). This distribution
is often used in hypothesis testing.
Parameters
----------
df : float or array_like of floats
Number of degrees of freedom, must be > 0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``df`` is a scalar. Otherwise,
``np.array(df).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized chi-square distribution.
Raises
------
ValueError
When `df` <= 0 or when an inappropriate `size` (e.g. ``size=-1``)
is given.
Notes
-----
The variable obtained by summing the squares of `df` independent,
standard normally distributed random variables:
.. math:: Q = \sum_{i=0}^{\mathtt{df}} X^2_i
is chi-square distributed, denoted
.. math:: Q \sim \chi^2_k.
The probability density function of the chi-squared distribution is
.. math:: p(x) = \frac{(1/2)^{k/2}}{\Gamma(k/2)}
x^{k/2 - 1} e^{-x/2},
where :math:`\Gamma` is the gamma function,
.. math:: \Gamma(x) = \int_0^{-\infty} t^{x - 1} e^{-t} dt.
References
----------
.. [1] NIST "Engineering Statistics Handbook"
https://www.itl.nist.gov/div898/handbook/eda/section3/eda3666.htm
Examples
--------
>>> np.random.default_rng().chisquare(2,4)
array([ 1.89920014, 9.00867716, 3.13710533, 5.62318272]) # random
noncentral_f(dfnum, dfden, nonc, size=None)
Draw samples from the noncentral F distribution.
Samples are drawn from an F distribution with specified parameters,
`dfnum` (degrees of freedom in numerator) and `dfden` (degrees of
freedom in denominator), where both parameters > 1.
`nonc` is the non-centrality parameter.
Parameters
----------
dfnum : float or array_like of floats
Numerator degrees of freedom, must be > 0.
.. versionchanged:: 1.14.0
Earlier NumPy versions required dfnum > 1.
dfden : float or array_like of floats
Denominator degrees of freedom, must be > 0.
nonc : float or array_like of floats
Non-centrality parameter, the sum of the squares of the numerator
means, must be >= 0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``dfnum``, ``dfden``, and ``nonc``
are all scalars. Otherwise, ``np.broadcast(dfnum, dfden, nonc).size``
samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized noncentral Fisher distribution.
Notes
-----
When calculating the power of an experiment (power = probability of
rejecting the null hypothesis when a specific alternative is true) the
non-central F statistic becomes important. When the null hypothesis is
true, the F statistic follows a central F distribution. When the null
hypothesis is not true, then it follows a non-central F statistic.
References
----------
.. [1] Weisstein, Eric W. "Noncentral F-Distribution."
From MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/NoncentralF-Distribution.html
.. [2] Wikipedia, "Noncentral F-distribution",
https://en.wikipedia.org/wiki/Noncentral_F-distribution
Examples
--------
In a study, testing for a specific alternative to the null hypothesis
requires use of the Noncentral F distribution. We need to calculate the
area in the tail of the distribution that exceeds the value of the F
distribution for the null hypothesis. We'll plot the two probability
distributions for comparison.
>>> rng = np.random.default_rng()
>>> dfnum = 3 # between group deg of freedom
>>> dfden = 20 # within groups degrees of freedom
>>> nonc = 3.0
>>> nc_vals = rng.noncentral_f(dfnum, dfden, nonc, 1000000)
>>> NF = np.histogram(nc_vals, bins=50, density=True)
>>> c_vals = rng.f(dfnum, dfden, 1000000)
>>> F = np.histogram(c_vals, bins=50, density=True)
>>> import matplotlib.pyplot as plt
>>> plt.plot(F[1][1:], F[0])
>>> plt.plot(NF[1][1:], NF[0])
>>> plt.show()
f(dfnum, dfden, size=None)
Draw samples from an F distribution.
Samples are drawn from an F distribution with specified parameters,
`dfnum` (degrees of freedom in numerator) and `dfden` (degrees of
freedom in denominator), where both parameters must be greater than
zero.
The random variate of the F distribution (also known as the
Fisher distribution) is a continuous probability distribution
that arises in ANOVA tests, and is the ratio of two chi-square
variates.
Parameters
----------
dfnum : float or array_like of floats
Degrees of freedom in numerator, must be > 0.
dfden : float or array_like of float
Degrees of freedom in denominator, must be > 0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``dfnum`` and ``dfden`` are both scalars.
Otherwise, ``np.broadcast(dfnum, dfden).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Fisher distribution.
See Also
--------
scipy.stats.f : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The F statistic is used to compare in-group variances to between-group
variances. Calculating the distribution depends on the sampling, and
so it is a function of the respective degrees of freedom in the
problem. The variable `dfnum` is the number of samples minus one, the
between-groups degrees of freedom, while `dfden` is the within-groups
degrees of freedom, the sum of the number of samples in each group
minus the number of groups.
References
----------
.. [1] Glantz, Stanton A. "Primer of Biostatistics.", McGraw-Hill,
Fifth Edition, 2002.
.. [2] Wikipedia, "F-distribution",
https://en.wikipedia.org/wiki/F-distribution
Examples
--------
An example from Glantz[1], pp 47-40:
Two groups, children of diabetics (25 people) and children from people
without diabetes (25 controls). Fasting blood glucose was measured,
case group had a mean value of 86.1, controls had a mean value of
82.2. Standard deviations were 2.09 and 2.49 respectively. Are these
data consistent with the null hypothesis that the parents diabetic
status does not affect their children's blood glucose levels?
Calculating the F statistic from the data gives a value of 36.01.
Draw samples from the distribution:
>>> dfnum = 1. # between group degrees of freedom
>>> dfden = 48. # within groups degrees of freedom
>>> s = np.random.default_rng().f(dfnum, dfden, 1000)
The lower bound for the top 1% of the samples is :
>>> np.sort(s)[-10]
7.61988120985 # random
So there is about a 1% chance that the F statistic will exceed 7.62,
the measured value is 36, so the null hypothesis is rejected at the 1%
level.
gamma(shape, scale=1.0, size=None)
Draw samples from a Gamma distribution.
Samples are drawn from a Gamma distribution with specified parameters,
`shape` (sometimes designated "k") and `scale` (sometimes designated
"theta"), where both parameters are > 0.
Parameters
----------
shape : float or array_like of floats
The shape of the gamma distribution. Must be non-negative.
scale : float or array_like of floats, optional
The scale of the gamma distribution. Must be non-negative.
Default is equal to 1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``shape`` and ``scale`` are both scalars.
Otherwise, ``np.broadcast(shape, scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized gamma distribution.
See Also
--------
scipy.stats.gamma : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability density for the Gamma distribution is
.. math:: p(x) = x^{k-1}\frac{e^{-x/\theta}}{\theta^k\Gamma(k)},
where :math:`k` is the shape and :math:`\theta` the scale,
and :math:`\Gamma` is the Gamma function.
The Gamma distribution is often used to model the times to failure of
electronic components, and arises naturally in processes for which the
waiting times between Poisson distributed events are relevant.
References
----------
.. [1] Weisstein, Eric W. "Gamma Distribution." From MathWorld--A
Wolfram Web Resource.
http://mathworld.wolfram.com/GammaDistribution.html
.. [2] Wikipedia, "Gamma distribution",
https://en.wikipedia.org/wiki/Gamma_distribution
Examples
--------
Draw samples from the distribution:
>>> shape, scale = 2., 2. # mean=4, std=2*sqrt(2)
>>> s = np.random.default_rng().gamma(shape, scale, 1000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> import scipy.special as sps # doctest: +SKIP
>>> count, bins, ignored = plt.hist(s, 50, density=True)
>>> y = bins**(shape-1)*(np.exp(-bins/scale) / # doctest: +SKIP
... (sps.gamma(shape)*scale**shape))
>>> plt.plot(bins, y, linewidth=2, color='r') # doctest: +SKIP
>>> plt.show()
standard_gamma(shape, size=None, dtype=np.float64, out=None)
Draw samples from a standard Gamma distribution.
Samples are drawn from a Gamma distribution with specified parameters,
shape (sometimes designated "k") and scale=1.
Parameters
----------
shape : float or array_like of floats
Parameter, must be non-negative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``shape`` is a scalar. Otherwise,
``np.array(shape).size`` samples are drawn.
dtype : dtype, optional
Desired dtype of the result, only `float64` and `float32` are supported.
Byteorder must be native. The default value is np.float64.
out : ndarray, optional
Alternative output array in which to place the result. If size is
not None, it must have the same shape as the provided size and
must match the type of the output values.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized standard gamma distribution.
See Also
--------
scipy.stats.gamma : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability density for the Gamma distribution is
.. math:: p(x) = x^{k-1}\frac{e^{-x/\theta}}{\theta^k\Gamma(k)},
where :math:`k` is the shape and :math:`\theta` the scale,
and :math:`\Gamma` is the Gamma function.
The Gamma distribution is often used to model the times to failure of
electronic components, and arises naturally in processes for which the
waiting times between Poisson distributed events are relevant.
References
----------
.. [1] Weisstein, Eric W. "Gamma Distribution." From MathWorld--A
Wolfram Web Resource.
http://mathworld.wolfram.com/GammaDistribution.html
.. [2] Wikipedia, "Gamma distribution",
https://en.wikipedia.org/wiki/Gamma_distribution
Examples
--------
Draw samples from the distribution:
>>> shape, scale = 2., 1. # mean and width
>>> s = np.random.default_rng().standard_gamma(shape, 1000000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> import scipy.special as sps # doctest: +SKIP
>>> count, bins, ignored = plt.hist(s, 50, density=True)
>>> y = bins**(shape-1) * ((np.exp(-bins/scale))/ # doctest: +SKIP
... (sps.gamma(shape) * scale**shape))
>>> plt.plot(bins, y, linewidth=2, color='r') # doctest: +SKIP
>>> plt.show()
normal(loc=0.0, scale=1.0, size=None)
Draw random samples from a normal (Gaussian) distribution.
The probability density function of the normal distribution, first
derived by De Moivre and 200 years later by both Gauss and Laplace
independently [2]_, is often called the bell curve because of
its characteristic shape (see the example below).
The normal distributions occurs often in nature. For example, it
describes the commonly occurring distribution of samples influenced
by a large number of tiny, random disturbances, each with its own
unique distribution [2]_.
Parameters
----------
loc : float or array_like of floats
Mean ("centre") of the distribution.
scale : float or array_like of floats
Standard deviation (spread or "width") of the distribution. Must be
non-negative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``loc`` and ``scale`` are both scalars.
Otherwise, ``np.broadcast(loc, scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized normal distribution.
See Also
--------
scipy.stats.norm : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability density for the Gaussian distribution is
.. math:: p(x) = \frac{1}{\sqrt{ 2 \pi \sigma^2 }}
e^{ - \frac{ (x - \mu)^2 } {2 \sigma^2} },
where :math:`\mu` is the mean and :math:`\sigma` the standard
deviation. The square of the standard deviation, :math:`\sigma^2`,
is called the variance.
The function has its peak at the mean, and its "spread" increases with
the standard deviation (the function reaches 0.607 times its maximum at
:math:`x + \sigma` and :math:`x - \sigma` [2]_). This implies that
:meth:`normal` is more likely to return samples lying close to the
mean, rather than those far away.
References
----------
.. [1] Wikipedia, "Normal distribution",
https://en.wikipedia.org/wiki/Normal_distribution
.. [2] P. R. Peebles Jr., "Central Limit Theorem" in "Probability,
Random Variables and Random Signal Principles", 4th ed., 2001,
pp. 51, 51, 125.
Examples
--------
Draw samples from the distribution:
>>> mu, sigma = 0, 0.1 # mean and standard deviation
>>> s = np.random.default_rng().normal(mu, sigma, 1000)
Verify the mean and the variance:
>>> abs(mu - np.mean(s))
0.0 # may vary
>>> abs(sigma - np.std(s, ddof=1))
0.0 # may vary
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, 30, density=True)
>>> plt.plot(bins, 1/(sigma * np.sqrt(2 * np.pi)) *
... np.exp( - (bins - mu)**2 / (2 * sigma**2) ),
... linewidth=2, color='r')
>>> plt.show()
Two-by-four array of samples from the normal distribution with
mean 3 and standard deviation 2.5:
>>> np.random.default_rng().normal(3, 2.5, size=(2, 4))
array([[-4.49401501, 4.00950034, -1.81814867, 7.29718677], # random
[ 0.39924804, 4.68456316, 4.99394529, 4.84057254]]) # random
standard_normal(size=None, dtype=np.float64, out=None)
Draw samples from a standard Normal distribution (mean=0, stdev=1).
Parameters
----------
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. Default is None, in which case a
single value is returned.
dtype : dtype, optional
Desired dtype of the result, only `float64` and `float32` are supported.
Byteorder must be native. The default value is np.float64.
out : ndarray, optional
Alternative output array in which to place the result. If size is not None,
it must have the same shape as the provided size and must match the type of
the output values.
Returns
-------
out : float or ndarray
A floating-point array of shape ``size`` of drawn samples, or a
single sample if ``size`` was not specified.
See Also
--------
normal :
Equivalent function with additional ``loc`` and ``scale`` arguments
for setting the mean and standard deviation.
Notes
-----
For random samples from the normal distribution with mean ``mu`` and
standard deviation ``sigma``, use one of::
mu + sigma * rng.standard_normal(size=...)
rng.normal(mu, sigma, size=...)
Examples
--------
>>> rng = np.random.default_rng()
>>> rng.standard_normal()
2.1923875335537315 # random
>>> s = rng.standard_normal(8000)
>>> s
array([ 0.6888893 , 0.78096262, -0.89086505, ..., 0.49876311, # random
-0.38672696, -0.4685006 ]) # random
>>> s.shape
(8000,)
>>> s = rng.standard_normal(size=(3, 4, 2))
>>> s.shape
(3, 4, 2)
Two-by-four array of samples from the normal distribution with
mean 3 and standard deviation 2.5:
>>> 3 + 2.5 * rng.standard_normal(size=(2, 4))
array([[-4.49401501, 4.00950034, -1.81814867, 7.29718677], # random
[ 0.39924804, 4.68456316, 4.99394529, 4.84057254]]) # random
uniform(low=0.0, high=1.0, size=None)
Draw samples from a uniform distribution.
Samples are uniformly distributed over the half-open interval
``[low, high)`` (includes low, but excludes high). In other words,
any value within the given interval is equally likely to be drawn
by `uniform`.
Parameters
----------
low : float or array_like of floats, optional
Lower boundary of the output interval. All values generated will be
greater than or equal to low. The default value is 0.
high : float or array_like of floats
Upper boundary of the output interval. All values generated will be
less than high. The high limit may be included in the returned array of
floats due to floating-point rounding in the equation
``low + (high-low) * random_sample()``. high - low must be
non-negative. The default value is 1.0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``low`` and ``high`` are both scalars.
Otherwise, ``np.broadcast(low, high).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized uniform distribution.
See Also
--------
integers : Discrete uniform distribution, yielding integers.
random : Floats uniformly distributed over ``[0, 1)``.
Notes
-----
The probability density function of the uniform distribution is
.. math:: p(x) = \frac{1}{b - a}
anywhere within the interval ``[a, b)``, and zero elsewhere.
When ``high`` == ``low``, values of ``low`` will be returned.
Examples
--------
Draw samples from the distribution:
>>> s = np.random.default_rng().uniform(-1,0,1000)
All values are within the given interval:
>>> np.all(s >= -1)
True
>>> np.all(s < 0)
True
Display the histogram of the samples, along with the
probability density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, 15, density=True)
>>> plt.plot(bins, np.ones_like(bins), linewidth=2, color='r')
>>> plt.show()
choice(a, size=None, replace=True, p=None, axis=0, shuffle=True)
Generates a random sample from a given array
Parameters
----------
a : {array_like, int}
If an ndarray, a random sample is generated from its elements.
If an int, the random sample is generated from np.arange(a).
size : {int, tuple[int]}, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn from the 1-d `a`. If `a` has more
than one dimension, the `size` shape will be inserted into the
`axis` dimension, so the output ``ndim`` will be ``a.ndim - 1 +
len(size)``. Default is None, in which case a single value is
returned.
replace : bool, optional
Whether the sample is with or without replacement. Default is True,
meaning that a value of ``a`` can be selected multiple times.
p : 1-D array_like, optional
The probabilities associated with each entry in a.
If not given, the sample assumes a uniform distribution over all
entries in ``a``.
axis : int, optional
The axis along which the selection is performed. The default, 0,
selects by row.
shuffle : bool, optional
Whether the sample is shuffled when sampling without replacement.
Default is True, False provides a speedup.
Returns
-------
samples : single item or ndarray
The generated random samples
Raises
------
ValueError
If a is an int and less than zero, if p is not 1-dimensional, if
a is array-like with a size 0, if p is not a vector of
probabilities, if a and p have different lengths, or if
replace=False and the sample size is greater than the population
size.
See Also
--------
integers, shuffle, permutation
Notes
-----
Setting user-specified probabilities through ``p`` uses a more general but less
efficient sampler than the default. The general sampler produces a different sample
than the optimized sampler even if each element of ``p`` is 1 / len(a).
Examples
--------
Generate a uniform random sample from np.arange(5) of size 3:
>>> rng = np.random.default_rng()
>>> rng.choice(5, 3)
array([0, 3, 4]) # random
>>> #This is equivalent to rng.integers(0,5,3)
Generate a non-uniform random sample from np.arange(5) of size 3:
>>> rng.choice(5, 3, p=[0.1, 0, 0.3, 0.6, 0])
array([3, 3, 0]) # random
Generate a uniform random sample from np.arange(5) of size 3 without
replacement:
>>> rng.choice(5, 3, replace=False)
array([3,1,0]) # random
>>> #This is equivalent to rng.permutation(np.arange(5))[:3]
Generate a uniform random sample from a 2-D array along the first
axis (the default), without replacement:
>>> rng.choice([[0, 1, 2], [3, 4, 5], [6, 7, 8]], 2, replace=False)
array([[3, 4, 5], # random
[0, 1, 2]])
Generate a non-uniform random sample from np.arange(5) of size
3 without replacement:
>>> rng.choice(5, 3, replace=False, p=[0.1, 0, 0.3, 0.6, 0])
array([2, 3, 0]) # random
Any of the above can be repeated with an arbitrary array-like
instead of just integers. For instance:
>>> aa_milne_arr = ['pooh', 'rabbit', 'piglet', 'Christopher']
>>> rng.choice(aa_milne_arr, 5, p=[0.5, 0.1, 0.1, 0.3])
array(['pooh', 'pooh', 'pooh', 'Christopher', 'piglet'], # random
dtype='<U11')
bytes(length)
Return random bytes.
Parameters
----------
length : int
Number of random bytes.
Returns
-------
out : bytes
String of length `length`.
Examples
--------
>>> np.random.default_rng().bytes(10)
b'\xfeC\x9b\x86\x17\xf2\xa1\xafcp' # random
integers(low, high=None, size=None, dtype=np.int64, endpoint=False)
Return random integers from `low` (inclusive) to `high` (exclusive), or
if endpoint=True, `low` (inclusive) to `high` (inclusive). Replaces
`RandomState.randint` (with endpoint=False) and
`RandomState.random_integers` (with endpoint=True)
Return random integers from the "discrete uniform" distribution of
the specified dtype. If `high` is None (the default), then results are
from 0 to `low`.
Parameters
----------
low : int or array-like of ints
Lowest (signed) integers to be drawn from the distribution (unless
``high=None``, in which case this parameter is 0 and this value is
used for `high`).
high : int or array-like of ints, optional
If provided, one above the largest (signed) integer to be drawn
from the distribution (see above for behavior if ``high=None``).
If array-like, must contain integer values
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. Default is None, in which case a
single value is returned.
dtype : dtype, optional
Desired dtype of the result. Byteorder must be native.
The default value is np.int64.
endpoint : bool, optional
If true, sample from the interval [low, high] instead of the
default [low, high)
Defaults to False
Returns
-------
out : int or ndarray of ints
`size`-shaped array of random integers from the appropriate
distribution, or a single such random int if `size` not provided.
Notes
-----
When using broadcasting with uint64 dtypes, the maximum value (2**64)
cannot be represented as a standard integer type. The high array (or
low if high is None) must have object dtype, e.g., array([2**64]).
Examples
--------
>>> rng = np.random.default_rng()
>>> rng.integers(2, size=10)
array([1, 0, 0, 0, 1, 1, 0, 0, 1, 0]) # random
>>> rng.integers(1, size=10)
array([0, 0, 0, 0, 0, 0, 0, 0, 0, 0])
Generate a 2 x 4 array of ints between 0 and 4, inclusive:
>>> rng.integers(5, size=(2, 4))
array([[4, 0, 2, 1],
[3, 2, 2, 0]]) # random
Generate a 1 x 3 array with 3 different upper bounds
>>> rng.integers(1, [3, 5, 10])
array([2, 2, 9]) # random
Generate a 1 by 3 array with 3 different lower bounds
>>> rng.integers([1, 5, 7], 10)
array([9, 8, 7]) # random
Generate a 2 by 4 array using broadcasting with dtype of uint8
>>> rng.integers([1, 3, 5, 7], [[10], [20]], dtype=np.uint8)
array([[ 8, 6, 9, 7],
[ 1, 16, 9, 12]], dtype=uint8) # random
References
----------
.. [1] Daniel Lemire., "Fast Random Integer Generation in an Interval",
ACM Transactions on Modeling and Computer Simulation 29 (1), 2019,
http://arxiv.org/abs/1805.10941.
standard_exponential(size=None, dtype=np.float64, method='zig', out=None)
Draw samples from the standard exponential distribution.
`standard_exponential` is identical to the exponential distribution
with a scale parameter of 1.
Parameters
----------
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. Default is None, in which case a
single value is returned.
dtype : dtype, optional
Desired dtype of the result, only `float64` and `float32` are supported.
Byteorder must be native. The default value is np.float64.
method : str, optional
Either 'inv' or 'zig'. 'inv' uses the default inverse CDF method.
'zig' uses the much faster Ziggurat method of Marsaglia and Tsang.
out : ndarray, optional
Alternative output array in which to place the result. If size is not None,
it must have the same shape as the provided size and must match the type of
the output values.
Returns
-------
out : float or ndarray
Drawn samples.
Examples
--------
Output a 3x8000 array:
>>> n = np.random.default_rng().standard_exponential((3, 8000))
exponential(scale=1.0, size=None)
Draw samples from an exponential distribution.
Its probability density function is
.. math:: f(x; \frac{1}{\beta}) = \frac{1}{\beta} \exp(-\frac{x}{\beta}),
for ``x > 0`` and 0 elsewhere. :math:`\beta` is the scale parameter,
which is the inverse of the rate parameter :math:`\lambda = 1/\beta`.
The rate parameter is an alternative, widely used parameterization
of the exponential distribution [3]_.
The exponential distribution is a continuous analogue of the
geometric distribution. It describes many common situations, such as
the size of raindrops measured over many rainstorms [1]_, or the time
between page requests to Wikipedia [2]_.
Parameters
----------
scale : float or array_like of floats
The scale parameter, :math:`\beta = 1/\lambda`. Must be
non-negative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``scale`` is a scalar. Otherwise,
``np.array(scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized exponential distribution.
Examples
--------
A real world example: Assume a company has 10000 customer support
agents and the average time between customer calls is 4 minutes.
>>> n = 10000
>>> time_between_calls = np.random.default_rng().exponential(scale=4, size=n)
What is the probability that a customer will call in the next
4 to 5 minutes?
>>> x = ((time_between_calls < 5).sum())/n
>>> y = ((time_between_calls < 4).sum())/n
>>> x-y
0.08 # may vary
References
----------
.. [1] Peyton Z. Peebles Jr., "Probability, Random Variables and
Random Signal Principles", 4th ed, 2001, p. 57.
.. [2] Wikipedia, "Poisson process",
https://en.wikipedia.org/wiki/Poisson_process
.. [3] Wikipedia, "Exponential distribution",
https://en.wikipedia.org/wiki/Exponential_distribution
beta(a, b, size=None)
Draw samples from a Beta distribution.
The Beta distribution is a special case of the Dirichlet distribution,
and is related to the Gamma distribution. It has the probability
distribution function
.. math:: f(x; a,b) = \frac{1}{B(\alpha, \beta)} x^{\alpha - 1}
(1 - x)^{\beta - 1},
where the normalization, B, is the beta function,
.. math:: B(\alpha, \beta) = \int_0^1 t^{\alpha - 1}
(1 - t)^{\beta - 1} dt.
It is often seen in Bayesian inference and order statistics.
Parameters
----------
a : float or array_like of floats
Alpha, positive (>0).
b : float or array_like of floats
Beta, positive (>0).
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``a`` and ``b`` are both scalars.
Otherwise, ``np.broadcast(a, b).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized beta distribution.
random(size=None, dtype=np.float64, out=None)
Return random floats in the half-open interval [0.0, 1.0).
Results are from the "continuous uniform" distribution over the
stated interval. To sample :math:`Unif[a, b), b > a` use `uniform`
or multiply the output of `random` by ``(b - a)`` and add ``a``::
(b - a) * random() + a
Parameters
----------
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. Default is None, in which case a
single value is returned.
dtype : dtype, optional
Desired dtype of the result, only `float64` and `float32` are supported.
Byteorder must be native. The default value is np.float64.
out : ndarray, optional
Alternative output array in which to place the result. If size is not None,
it must have the same shape as the provided size and must match the type of
the output values.
Returns
-------
out : float or ndarray of floats
Array of random floats of shape `size` (unless ``size=None``, in which
case a single float is returned).
See Also
--------
uniform : Draw samples from the parameterized uniform distribution.
Examples
--------
>>> rng = np.random.default_rng()
>>> rng.random()
0.47108547995356098 # random
>>> type(rng.random())
<class 'float'>
>>> rng.random((5,))
array([ 0.30220482, 0.86820401, 0.1654503 , 0.11659149, 0.54323428]) # random
Three-by-two array of random numbers from [-5, 0):
>>> 5 * rng.random((3, 2)) - 5
array([[-3.99149989, -0.52338984], # random
[-2.99091858, -0.79479508],
[-1.23204345, -1.75224494]])
spawn(n_children)
Create new independent child generators.
See :ref:`seedsequence-spawn` for additional notes on spawning
children.
.. versionadded:: 1.25.0
Parameters
----------
n_children : int
Returns
-------
child_generators : list of Generators
Raises
------
TypeError
When the underlying SeedSequence does not implement spawning.
See Also
--------
random.BitGenerator.spawn, random.SeedSequence.spawn :
Equivalent method on the bit generator and seed sequence.
bit_generator :
The bit generator instance used by the generator.
Examples
--------
Starting from a seeded default generator:
>>> # High quality entropy created with: f"0x{secrets.randbits(128):x}"
>>> entropy = 0x3034c61a9ae04ff8cb62ab8ec2c4b501
>>> rng = np.random.default_rng(entropy)
Create two new generators for example for parallel execution:
>>> child_rng1, child_rng2 = rng.spawn(2)
Drawn numbers from each are independent but derived from the initial
seeding entropy:
>>> rng.uniform(), child_rng1.uniform(), child_rng2.uniform()
(0.19029263503854454, 0.9475673279178444, 0.4702687338396767)
It is safe to spawn additional children from the original ``rng`` or
the children:
>>> more_child_rngs = rng.spawn(20)
>>> nested_spawn = child_rng1.spawn(20)
Unsupported dtype %r for standard_gamma Unsupported dtype %r for standard_normal unable to allocate shape and strides. sum(colors) must not exceed the maximum value of a 64 bit signed integer (%d) pvals must have at least 1 dimension and the last dimension of pvals must be greater than 0. probabilities are not non-negative numpy.core.umath failed to import no default __reduce__ due to non-trivial __cinit__ negative dimensions are not allowed n too large or p too small, see Generator.negative_binomial Notes method must be one of {'eigh', 'svd', 'cholesky'} method must be "count" or "marginals". memory allocation failed in permuted mean and cov must not be complex mean and cov must have same length high - low range exceeds valid bounds got differing extents in dimension covariance is not symmetric positive-semidefinite. cov must be 2 dimensional and square colors must be a one-dimensional sequence of nonnegative integers not exceeding %d. check_valid must equal 'warn', 'raise', or 'ignore' both ngood and nbad must be less than %d a must be a sequence or an integer, not a must be a positive integer unless no samples are taken a cannot be empty unless no samples are taken When method is "marginals", sum(colors) must be less than 1000000000. Unsupported dtype %r for standard_exponential Unsupported dtype %r for integers Unable to convert item to object Providing a dtype with a non-native byteorder is not supported. If you require platform-independent byteorder, call byteswap when required. Out of bounds on buffer access (axis Invalid mode, expected 'c' or 'fortran', got Invalid bit generator. The bit generator must be instantiated. Insufficient memory for multivariate_hypergeometric with method='count' and sum(colors)=%d Indirect dimensions not supported Incompatible checksums (0x%x vs (0x82a3537, 0x6ae9995, 0xb068931) = (name)) Generator.standard_normal (line 1051) Generator.standard_gamma (line 1226) Generator.standard_exponential (line 473) Generator.standard_cauchy (line 1709) Generator.noncentral_f (line 1483) Generator.noncentral_chisquare (line 1629) Generator.negative_binomial (line 3038) Generator.multivariate_normal (line 3598) Generator.multivariate_hypergeometric (line 4084) Generator.hypergeometric (line 3374) Fewer non-zero entries in p than size Empty shape tuple for cython.array Construct a new Generator with the default BitGenerator (PCG64).
Parameters
----------
seed : {None, int, array_like[ints], SeedSequence, BitGenerator, Generator}, optional
A seed to initialize the `BitGenerator`. If None, then fresh,
unpredictable entropy will be pulled from the OS. If an ``int`` or
``array_like[ints]`` is passed, then it will be passed to
`SeedSequence` to derive the initial `BitGenerator` state. One may also
pass in a `SeedSequence` instance.
Additionally, when passed a `BitGenerator`, it will be wrapped by
`Generator`. If passed a `Generator`, it will be returned unaltered.
Returns
-------
Generator
The initialized generator object.
Notes
-----
If ``seed`` is not a `BitGenerator` or a `Generator`, a new `BitGenerator`
is instantiated. This function does not manage a default global instance.
See :ref:`seeding_and_entropy` for more information about seeding.
Examples
--------
``default_rng`` is the recommended constructor for the random number class
``Generator``. Here are several ways we can construct a random
number generator using ``default_rng`` and the ``Generator`` class.
Here we use ``default_rng`` to generate a random float:
>>> import numpy as np
>>> rng = np.random.default_rng(12345)
>>> print(rng)
Generator(PCG64)
>>> rfloat = rng.random()
>>> rfloat
0.22733602246716966
>>> type(rfloat)
<class 'float'>
Here we use ``default_rng`` to generate 3 random integers between 0
(inclusive) and 10 (exclusive):
>>> import numpy as np
>>> rng = np.random.default_rng(12345)
>>> rints = rng.integers(low=0, high=10, size=3)
>>> rints
array([6, 2, 7])
>>> type(rints[0])
<class 'numpy.int64'>
Here we specify a seed so that we have reproducible results:
>>> import numpy as np
>>> rng = np.random.default_rng(seed=42)
>>> print(rng)
Generator(PCG64)
>>> arr1 = rng.random((3, 3))
>>> arr1
array([[0.77395605, 0.43887844, 0.85859792],
[0.69736803, 0.09417735, 0.97562235],
[0.7611397 , 0.78606431, 0.12811363]])
If we exit and restart our Python interpreter, we'll see that we
generate the same random numbers again:
>>> import numpy as np
>>> rng = np.random.default_rng(seed=42)
>>> arr2 = rng.random((3, 3))
>>> arr2
array([[0.77395605, 0.43887844, 0.85859792],
[0.69736803, 0.09417735, 0.97562235],
[0.7611397 , 0.78606431, 0.12811363]])
Cannot transpose memoryview with indirect dimensions Cannot take a larger sample than population when replace is False Cannot create writable memory view from read-only memoryview Cannot assign to read-only memoryview Can only create a buffer that is contiguous in memory. Buffer view does not expose strides All dimensions preceding dimension %d must be indexed and not sliced
zipf(a, size=None)
Draw samples from a Zipf distribution.
Samples are drawn from a Zipf distribution with specified parameter
`a` > 1.
The Zipf distribution (also known as the zeta distribution) is a
discrete probability distribution that satisfies Zipf's law: the
frequency of an item is inversely proportional to its rank in a
frequency table.
Parameters
----------
a : float or array_like of floats
Distribution parameter. Must be greater than 1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``a`` is a scalar. Otherwise,
``np.array(a).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Zipf distribution.
See Also
--------
scipy.stats.zipf : probability density function, distribution, or
cumulative density function, etc.
Notes
-----
The probability density for the Zipf distribution is
.. math:: p(k) = \frac{k^{-a}}{\zeta(a)},
for integers :math:`k \geq 1`, where :math:`\zeta` is the Riemann Zeta
function.
It is named for the American linguist George Kingsley Zipf, who noted
that the frequency of any word in a sample of a language is inversely
proportional to its rank in the frequency table.
References
----------
.. [1] Zipf, G. K., "Selected Studies of the Principle of Relative
Frequency in Language," Cambridge, MA: Harvard Univ. Press,
1932.
Examples
--------
Draw samples from the distribution:
>>> a = 4.0
>>> n = 20000
>>> s = np.random.default_rng().zipf(a, size=n)
Display the histogram of the samples, along with
the expected histogram based on the probability
density function:
>>> import matplotlib.pyplot as plt
>>> from scipy.special import zeta # doctest: +SKIP
`bincount` provides a fast histogram for small integers.
>>> count = np.bincount(s)
>>> k = np.arange(1, s.max() + 1)
>>> plt.bar(k, count[1:], alpha=0.5, label='sample count')
>>> plt.plot(k, n*(k**-a)/zeta(a), 'k.-', alpha=0.5,
... label='expected count') # doctest: +SKIP
>>> plt.semilogy()
>>> plt.grid(alpha=0.4)
>>> plt.legend()
>>> plt.title(f'Zipf sample, a={a}, size={n}')
>>> plt.show()
weibull(a, size=None)
Draw samples from a Weibull distribution.
Draw samples from a 1-parameter Weibull distribution with the given
shape parameter `a`.
.. math:: X = (-ln(U))^{1/a}
Here, U is drawn from the uniform distribution over (0,1].
The more common 2-parameter Weibull, including a scale parameter
:math:`\lambda` is just :math:`X = \lambda(-ln(U))^{1/a}`.
Parameters
----------
a : float or array_like of floats
Shape parameter of the distribution. Must be nonnegative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``a`` is a scalar. Otherwise,
``np.array(a).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Weibull distribution.
See Also
--------
scipy.stats.weibull_max
scipy.stats.weibull_min
scipy.stats.genextreme
gumbel
Notes
-----
The Weibull (or Type III asymptotic extreme value distribution
for smallest values, SEV Type III, or Rosin-Rammler
distribution) is one of a class of Generalized Extreme Value
(GEV) distributions used in modeling extreme value problems.
This class includes the Gumbel and Frechet distributions.
The probability density for the Weibull distribution is
.. math:: p(x) = \frac{a}
{\lambda}(\frac{x}{\lambda})^{a-1}e^{-(x/\lambda)^a},
where :math:`a` is the shape and :math:`\lambda` the scale.
The function has its peak (the mode) at
:math:`\lambda(\frac{a-1}{a})^{1/a}`.
When ``a = 1``, the Weibull distribution reduces to the exponential
distribution.
References
----------
.. [1] Waloddi Weibull, Royal Technical University, Stockholm,
1939 "A Statistical Theory Of The Strength Of Materials",
Ingeniorsvetenskapsakademiens Handlingar Nr 151, 1939,
Generalstabens Litografiska Anstalts Forlag, Stockholm.
.. [2] Waloddi Weibull, "A Statistical Distribution Function of
Wide Applicability", Journal Of Applied Mechanics ASME Paper
1951.
.. [3] Wikipedia, "Weibull distribution",
https://en.wikipedia.org/wiki/Weibull_distribution
Examples
--------
Draw samples from the distribution:
>>> rng = np.random.default_rng()
>>> a = 5. # shape
>>> s = rng.weibull(a, 1000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> x = np.arange(1,100.)/50.
>>> def weib(x,n,a):
... return (a / n) * (x / n)**(a - 1) * np.exp(-(x / n)**a)
>>> count, bins, ignored = plt.hist(rng.weibull(5.,1000))
>>> x = np.arange(1,100.)/50.
>>> scale = count.max()/weib(x, 1., 5.).max()
>>> plt.plot(x, weib(x, 1., 5.)*scale)
>>> plt.show()
vonmises(mu, kappa, size=None)
Draw samples from a von Mises distribution.
Samples are drawn from a von Mises distribution with specified mode
(mu) and dispersion (kappa), on the interval [-pi, pi].
The von Mises distribution (also known as the circular normal
distribution) is a continuous probability distribution on the unit
circle. It may be thought of as the circular analogue of the normal
distribution.
Parameters
----------
mu : float or array_like of floats
Mode ("center") of the distribution.
kappa : float or array_like of floats
Dispersion of the distribution, has to be >=0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``mu`` and ``kappa`` are both scalars.
Otherwise, ``np.broadcast(mu, kappa).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized von Mises distribution.
See Also
--------
scipy.stats.vonmises : probability density function, distribution, or
cumulative density function, etc.
Notes
-----
The probability density for the von Mises distribution is
.. math:: p(x) = \frac{e^{\kappa cos(x-\mu)}}{2\pi I_0(\kappa)},
where :math:`\mu` is the mode and :math:`\kappa` the dispersion,
and :math:`I_0(\kappa)` is the modified Bessel function of order 0.
The von Mises is named for Richard Edler von Mises, who was born in
Austria-Hungary, in what is now the Ukraine. He fled to the United
States in 1939 and became a professor at Harvard. He worked in
probability theory, aerodynamics, fluid mechanics, and philosophy of
science.
References
----------
.. [1] Abramowitz, M. and Stegun, I. A. (Eds.). "Handbook of
Mathematical Functions with Formulas, Graphs, and Mathematical
Tables, 9th printing," New York: Dover, 1972.
.. [2] von Mises, R., "Mathematical Theory of Probability
and Statistics", New York: Academic Press, 1964.
Examples
--------
Draw samples from the distribution:
>>> mu, kappa = 0.0, 4.0 # mean and dispersion
>>> s = np.random.default_rng().vonmises(mu, kappa, 1000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> from scipy.special import i0 # doctest: +SKIP
>>> plt.hist(s, 50, density=True)
>>> x = np.linspace(-np.pi, np.pi, num=51)
>>> y = np.exp(kappa*np.cos(x-mu))/(2*np.pi*i0(kappa)) # doctest: +SKIP
>>> plt.plot(x, y, linewidth=2, color='r') # doctest: +SKIP
>>> plt.show()
uniform(low=0.0, high=1.0, size=None)
Draw samples from a uniform distribution.
Samples are uniformly distributed over the half-open interval
``[low, high)`` (includes low, but excludes high). In other words,
any value within the given interval is equally likely to be drawn
by `uniform`.
Parameters
----------
low : float or array_like of floats, optional
Lower boundary of the output interval. All values generated will be
greater than or equal to low. The default value is 0.
high : float or array_like of floats
Upper boundary of the output interval. All values generated will be
less than high. The high limit may be included in the returned array of
floats due to floating-point rounding in the equation
``low + (high-low) * random_sample()``. high - low must be
non-negative. The default value is 1.0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``low`` and ``high`` are both scalars.
Otherwise, ``np.broadcast(low, high).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized uniform distribution.
See Also
--------
integers : Discrete uniform distribution, yielding integers.
random : Floats uniformly distributed over ``[0, 1)``.
Notes
-----
The probability density function of the uniform distribution is
.. math:: p(x) = \frac{1}{b - a}
anywhere within the interval ``[a, b)``, and zero elsewhere.
When ``high`` == ``low``, values of ``low`` will be returned.
Examples
--------
Draw samples from the distribution:
>>> s = np.random.default_rng().uniform(-1,0,1000)
All values are within the given interval:
>>> np.all(s >= -1)
True
>>> np.all(s < 0)
True
Display the histogram of the samples, along with the
probability density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, 15, density=True)
>>> plt.plot(bins, np.ones_like(bins), linewidth=2, color='r')
>>> plt.show()
triangular(left, mode, right, size=None)
Draw samples from the triangular distribution over the
interval ``[left, right]``.
The triangular distribution is a continuous probability
distribution with lower limit left, peak at mode, and upper
limit right. Unlike the other distributions, these parameters
directly define the shape of the pdf.
Parameters
----------
left : float or array_like of floats
Lower limit.
mode : float or array_like of floats
The value where the peak of the distribution occurs.
The value must fulfill the condition ``left <= mode <= right``.
right : float or array_like of floats
Upper limit, must be larger than `left`.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``left``, ``mode``, and ``right``
are all scalars. Otherwise, ``np.broadcast(left, mode, right).size``
samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized triangular distribution.
Notes
-----
The probability density function for the triangular distribution is
.. math:: P(x;l, m, r) = \begin{cases}
\frac{2(x-l)}{(r-l)(m-l)}& \text{for $l \leq x \leq m$},\\
\frac{2(r-x)}{(r-l)(r-m)}& \text{for $m \leq x \leq r$},\\
0& \text{otherwise}.
\end{cases}
The triangular distribution is often used in ill-defined
problems where the underlying distribution is not known, but
some knowledge of the limits and mode exists. Often it is used
in simulations.
References
----------
.. [1] Wikipedia, "Triangular distribution"
https://en.wikipedia.org/wiki/Triangular_distribution
Examples
--------
Draw values from the distribution and plot the histogram:
>>> import matplotlib.pyplot as plt
>>> h = plt.hist(np.random.default_rng().triangular(-3, 0, 8, 100000), bins=200,
... density=True)
>>> plt.show()
standard_t(df, size=None)
Draw samples from a standard Student's t distribution with `df` degrees
of freedom.
A special case of the hyperbolic distribution. As `df` gets
large, the result resembles that of the standard normal
distribution (`standard_normal`).
Parameters
----------
df : float or array_like of floats
Degrees of freedom, must be > 0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``df`` is a scalar. Otherwise,
``np.array(df).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized standard Student's t distribution.
Notes
-----
The probability density function for the t distribution is
.. math:: P(x, df) = \frac{\Gamma(\frac{df+1}{2})}{\sqrt{\pi df}
\Gamma(\frac{df}{2})}\Bigl( 1+\frac{x^2}{df} \Bigr)^{-(df+1)/2}
The t test is based on an assumption that the data come from a
Normal distribution. The t test provides a way to test whether
the sample mean (that is the mean calculated from the data) is
a good estimate of the true mean.
The derivation of the t-distribution was first published in
1908 by William Gosset while working for the Guinness Brewery
in Dublin. Due to proprietary issues, he had to publish under
a pseudonym, and so he used the name Student.
References
----------
.. [1] Dalgaard, Peter, "Introductory Statistics With R",
Springer, 2002.
.. [2] Wikipedia, "Student's t-distribution"
https://en.wikipedia.org/wiki/Student's_t-distribution
Examples
--------
From Dalgaard page 83 [1]_, suppose the daily energy intake for 11
women in kilojoules (kJ) is:
>>> intake = np.array([5260., 5470, 5640, 6180, 6390, 6515, 6805, 7515, \
... 7515, 8230, 8770])
Does their energy intake deviate systematically from the recommended
value of 7725 kJ? Our null hypothesis will be the absence of deviation,
and the alternate hypothesis will be the presence of an effect that could be
either positive or negative, hence making our test 2-tailed.
Because we are estimating the mean and we have N=11 values in our sample,
we have N-1=10 degrees of freedom. We set our significance level to 95% and
compute the t statistic using the empirical mean and empirical standard
deviation of our intake. We use a ddof of 1 to base the computation of our
empirical standard deviation on an unbiased estimate of the variance (note:
the final estimate is not unbiased due to the concave nature of the square
root).
>>> np.mean(intake)
6753.636363636364
>>> intake.std(ddof=1)
1142.1232221373727
>>> t = (np.mean(intake)-7725)/(intake.std(ddof=1)/np.sqrt(len(intake)))
>>> t
-2.8207540608310198
We draw 1000000 samples from Student's t distribution with the adequate
degrees of freedom.
>>> import matplotlib.pyplot as plt
>>> s = np.random.default_rng().standard_t(10, size=1000000)
>>> h = plt.hist(s, bins=100, density=True)
Does our t statistic land in one of the two critical regions found at
both tails of the distribution?
>>> np.sum(np.abs(t) < np.abs(s)) / float(len(s))
0.018318 #random < 0.05, statistic is in critical region
The probability value for this 2-tailed test is about 1.83%, which is
lower than the 5% pre-determined significance threshold.
Therefore, the probability of observing values as extreme as our intake
conditionally on the null hypothesis being true is too low, and we reject
the null hypothesis of no deviation.
standard_normal(size=None, dtype=np.float64, out=None)
Draw samples from a standard Normal distribution (mean=0, stdev=1).
Parameters
----------
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. Default is None, in which case a
single value is returned.
dtype : dtype, optional
Desired dtype of the result, only `float64` and `float32` are supported.
Byteorder must be native. The default value is np.float64.
out : ndarray, optional
Alternative output array in which to place the result. If size is not None,
it must have the same shape as the provided size and must match the type of
the output values.
Returns
-------
out : float or ndarray
A floating-point array of shape ``size`` of drawn samples, or a
single sample if ``size`` was not specified.
See Also
--------
normal :
Equivalent function with additional ``loc`` and ``scale`` arguments
for setting the mean and standard deviation.
Notes
-----
For random samples from the normal distribution with mean ``mu`` and
standard deviation ``sigma``, use one of::
mu + sigma * rng.standard_normal(size=...)
rng.normal(mu, sigma, size=...)
Examples
--------
>>> rng = np.random.default_rng()
>>> rng.standard_normal()
2.1923875335537315 # random
>>> s = rng.standard_normal(8000)
>>> s
array([ 0.6888893 , 0.78096262, -0.89086505, ..., 0.49876311, # random
-0.38672696, -0.4685006 ]) # random
>>> s.shape
(8000,)
>>> s = rng.standard_normal(size=(3, 4, 2))
>>> s.shape
(3, 4, 2)
Two-by-four array of samples from the normal distribution with
mean 3 and standard deviation 2.5:
>>> 3 + 2.5 * rng.standard_normal(size=(2, 4))
array([[-4.49401501, 4.00950034, -1.81814867, 7.29718677], # random
[ 0.39924804, 4.68456316, 4.99394529, 4.84057254]]) # random
spawn(n_children)
Create new independent child generators.
See :ref:`seedsequence-spawn` for additional notes on spawning
children.
.. versionadded:: 1.25.0
Parameters
----------
n_children : int
Returns
-------
child_generators : list of Generators
Raises
------
TypeError
When the underlying SeedSequence does not implement spawning.
See Also
--------
random.BitGenerator.spawn, random.SeedSequence.spawn :
Equivalent method on the bit generator and seed sequence.
bit_generator :
The bit generator instance used by the generator.
Examples
--------
Starting from a seeded default generator:
>>> # High quality entropy created with: f"0x{secrets.randbits(128):x}"
>>> entropy = 0x3034c61a9ae04ff8cb62ab8ec2c4b501
>>> rng = np.random.default_rng(entropy)
Create two new generators for example for parallel execution:
>>> child_rng1, child_rng2 = rng.spawn(2)
Drawn numbers from each are independent but derived from the initial
seeding entropy:
>>> rng.uniform(), child_rng1.uniform(), child_rng2.uniform()
(0.19029263503854454, 0.9475673279178444, 0.4702687338396767)
It is safe to spawn additional children from the original ``rng`` or
the children:
>>> more_child_rngs = rng.spawn(20)
>>> nested_spawn = child_rng1.spawn(20)
shuffle(x, axis=0)
Modify an array or sequence in-place by shuffling its contents.
The order of sub-arrays is changed but their contents remains the same.
Parameters
----------
x : ndarray or MutableSequence
The array, list or mutable sequence to be shuffled.
axis : int, optional
The axis which `x` is shuffled along. Default is 0.
It is only supported on `ndarray` objects.
Returns
-------
None
See Also
--------
permuted
permutation
Notes
-----
An important distinction between methods ``shuffle`` and ``permuted`` is
how they both treat the ``axis`` parameter which can be found at
:ref:`generator-handling-axis-parameter`.
Examples
--------
>>> rng = np.random.default_rng()
>>> arr = np.arange(10)
>>> arr
array([0, 1, 2, 3, 4, 5, 6, 7, 8, 9])
>>> rng.shuffle(arr)
>>> arr
array([2, 0, 7, 5, 1, 4, 8, 9, 3, 6]) # random
>>> arr = np.arange(9).reshape((3, 3))
>>> arr
array([[0, 1, 2],
[3, 4, 5],
[6, 7, 8]])
>>> rng.shuffle(arr)
>>> arr
array([[3, 4, 5], # random
[6, 7, 8],
[0, 1, 2]])
>>> arr = np.arange(9).reshape((3, 3))
>>> arr
array([[0, 1, 2],
[3, 4, 5],
[6, 7, 8]])
>>> rng.shuffle(arr, axis=1)
>>> arr
array([[2, 0, 1], # random
[5, 3, 4],
[8, 6, 7]])
rayleigh(scale=1.0, size=None)
Draw samples from a Rayleigh distribution.
The :math:`\chi` and Weibull distributions are generalizations of the
Rayleigh.
Parameters
----------
scale : float or array_like of floats, optional
Scale, also equals the mode. Must be non-negative. Default is 1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``scale`` is a scalar. Otherwise,
``np.array(scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Rayleigh distribution.
Notes
-----
The probability density function for the Rayleigh distribution is
.. math:: P(x;scale) = \frac{x}{scale^2}e^{\frac{-x^2}{2 \cdotp scale^2}}
The Rayleigh distribution would arise, for example, if the East
and North components of the wind velocity had identical zero-mean
Gaussian distributions. Then the wind speed would have a Rayleigh
distribution.
References
----------
.. [1] Brighton Webs Ltd., "Rayleigh Distribution,"
https://web.archive.org/web/20090514091424/http://brighton-webs.co.uk:80/distributions/rayleigh.asp
.. [2] Wikipedia, "Rayleigh distribution"
https://en.wikipedia.org/wiki/Rayleigh_distribution
Examples
--------
Draw values from the distribution and plot the histogram
>>> from matplotlib.pyplot import hist
>>> rng = np.random.default_rng()
>>> values = hist(rng.rayleigh(3, 100000), bins=200, density=True)
Wave heights tend to follow a Rayleigh distribution. If the mean wave
height is 1 meter, what fraction of waves are likely to be larger than 3
meters?
>>> meanvalue = 1
>>> modevalue = np.sqrt(2 / np.pi) * meanvalue
>>> s = rng.rayleigh(modevalue, 1000000)
The percentage of waves larger than 3 meters is:
>>> 100.*sum(s>3)/1000000.
0.087300000000000003 # random
random(size=None, dtype=np.float64, out=None)
Return random floats in the half-open interval [0.0, 1.0).
Results are from the "continuous uniform" distribution over the
stated interval. To sample :math:`Unif[a, b), b > a` use `uniform`
or multiply the output of `random` by ``(b - a)`` and add ``a``::
(b - a) * random() + a
Parameters
----------
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. Default is None, in which case a
single value is returned.
dtype : dtype, optional
Desired dtype of the result, only `float64` and `float32` are supported.
Byteorder must be native. The default value is np.float64.
out : ndarray, optional
Alternative output array in which to place the result. If size is not None,
it must have the same shape as the provided size and must match the type of
the output values.
Returns
-------
out : float or ndarray of floats
Array of random floats of shape `size` (unless ``size=None``, in which
case a single float is returned).
See Also
--------
uniform : Draw samples from the parameterized uniform distribution.
Examples
--------
>>> rng = np.random.default_rng()
>>> rng.random()
0.47108547995356098 # random
>>> type(rng.random())
<class 'float'>
>>> rng.random((5,))
array([ 0.30220482, 0.86820401, 0.1654503 , 0.11659149, 0.54323428]) # random
Three-by-two array of random numbers from [-5, 0):
>>> 5 * rng.random((3, 2)) - 5
array([[-3.99149989, -0.52338984], # random
[-2.99091858, -0.79479508],
[-1.23204345, -1.75224494]])
power(a, size=None)
Draws samples in [0, 1] from a power distribution with positive
exponent a - 1.
Also known as the power function distribution.
Parameters
----------
a : float or array_like of floats
Parameter of the distribution. Must be non-negative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``a`` is a scalar. Otherwise,
``np.array(a).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized power distribution.
Raises
------
ValueError
If a <= 0.
Notes
-----
The probability density function is
.. math:: P(x; a) = ax^{a-1}, 0 \le x \le 1, a>0.
The power function distribution is just the inverse of the Pareto
distribution. It may also be seen as a special case of the Beta
distribution.
It is used, for example, in modeling the over-reporting of insurance
claims.
References
----------
.. [1] Christian Kleiber, Samuel Kotz, "Statistical size distributions
in economics and actuarial sciences", Wiley, 2003.
.. [2] Heckert, N. A. and Filliben, James J. "NIST Handbook 148:
Dataplot Reference Manual, Volume 2: Let Subcommands and Library
Functions", National Institute of Standards and Technology
Handbook Series, June 2003.
https://www.itl.nist.gov/div898/software/dataplot/refman2/auxillar/powpdf.pdf
Examples
--------
Draw samples from the distribution:
>>> rng = np.random.default_rng()
>>> a = 5. # shape
>>> samples = 1000
>>> s = rng.power(a, samples)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, bins=30)
>>> x = np.linspace(0, 1, 100)
>>> y = a*x**(a-1.)
>>> normed_y = samples*np.diff(bins)[0]*y
>>> plt.plot(x, normed_y)
>>> plt.show()
Compare the power function distribution to the inverse of the Pareto.
>>> from scipy import stats # doctest: +SKIP
>>> rvs = rng.power(5, 1000000)
>>> rvsp = rng.pareto(5, 1000000)
>>> xx = np.linspace(0,1,100)
>>> powpdf = stats.powerlaw.pdf(xx,5) # doctest: +SKIP
>>> plt.figure()
>>> plt.hist(rvs, bins=50, density=True)
>>> plt.plot(xx,powpdf,'r-') # doctest: +SKIP
>>> plt.title('power(5)')
>>> plt.figure()
>>> plt.hist(1./(1.+rvsp), bins=50, density=True)
>>> plt.plot(xx,powpdf,'r-') # doctest: +SKIP
>>> plt.title('inverse of 1 + Generator.pareto(5)')
>>> plt.figure()
>>> plt.hist(1./(1.+rvsp), bins=50, density=True)
>>> plt.plot(xx,powpdf,'r-') # doctest: +SKIP
>>> plt.title('inverse of stats.pareto(5)')
permuted(x, axis=None, out=None)
Randomly permute `x` along axis `axis`.
Unlike `shuffle`, each slice along the given axis is shuffled
independently of the others.
Parameters
----------
x : array_like, at least one-dimensional
Array to be shuffled.
axis : int, optional
Slices of `x` in this axis are shuffled. Each slice
is shuffled independently of the others. If `axis` is
None, the flattened array is shuffled.
out : ndarray, optional
If given, this is the destination of the shuffled array.
If `out` is None, a shuffled copy of the array is returned.
Returns
-------
ndarray
If `out` is None, a shuffled copy of `x` is returned.
Otherwise, the shuffled array is stored in `out`,
and `out` is returned
See Also
--------
shuffle
permutation
Notes
-----
An important distinction between methods ``shuffle`` and ``permuted`` is
how they both treat the ``axis`` parameter which can be found at
:ref:`generator-handling-axis-parameter`.
Examples
--------
Create a `numpy.random.Generator` instance:
>>> rng = np.random.default_rng()
Create a test array:
>>> x = np.arange(24).reshape(3, 8)
>>> x
array([[ 0, 1, 2, 3, 4, 5, 6, 7],
[ 8, 9, 10, 11, 12, 13, 14, 15],
[16, 17, 18, 19, 20, 21, 22, 23]])
Shuffle the rows of `x`:
>>> y = rng.permuted(x, axis=1)
>>> y
array([[ 4, 3, 6, 7, 1, 2, 5, 0], # random
[15, 10, 14, 9, 12, 11, 8, 13],
[17, 16, 20, 21, 18, 22, 23, 19]])
`x` has not been modified:
>>> x
array([[ 0, 1, 2, 3, 4, 5, 6, 7],
[ 8, 9, 10, 11, 12, 13, 14, 15],
[16, 17, 18, 19, 20, 21, 22, 23]])
To shuffle the rows of `x` in-place, pass `x` as the `out`
parameter:
>>> y = rng.permuted(x, axis=1, out=x)
>>> x
array([[ 3, 0, 4, 7, 1, 6, 2, 5], # random
[ 8, 14, 13, 9, 12, 11, 15, 10],
[17, 18, 16, 22, 19, 23, 20, 21]])
Note that when the ``out`` parameter is given, the return
value is ``out``:
>>> y is x
True
permutation(x, axis=0)
Randomly permute a sequence, or return a permuted range.
Parameters
----------
x : int or array_like
If `x` is an integer, randomly permute ``np.arange(x)``.
If `x` is an array, make a copy and shuffle the elements
randomly.
axis : int, optional
The axis which `x` is shuffled along. Default is 0.
Returns
-------
out : ndarray
Permuted sequence or array range.
Examples
--------
>>> rng = np.random.default_rng()
>>> rng.permutation(10)
array([1, 7, 4, 3, 0, 9, 2, 5, 8, 6]) # random
>>> rng.permutation([1, 4, 9, 12, 15])
array([15, 1, 9, 4, 12]) # random
>>> arr = np.arange(9).reshape((3, 3))
>>> rng.permutation(arr)
array([[6, 7, 8], # random
[0, 1, 2],
[3, 4, 5]])
>>> rng.permutation("abc")
Traceback (most recent call last):
...
numpy.exceptions.AxisError: axis 0 is out of bounds for array of dimension 0
>>> arr = np.arange(9).reshape((3, 3))
>>> rng.permutation(arr, axis=1)
array([[0, 2, 1], # random
[3, 5, 4],
[6, 8, 7]])
pareto(a, size=None)
Draw samples from a Pareto II or Lomax distribution with
specified shape.
The Lomax or Pareto II distribution is a shifted Pareto
distribution. The classical Pareto distribution can be
obtained from the Lomax distribution by adding 1 and
multiplying by the scale parameter ``m`` (see Notes). The
smallest value of the Lomax distribution is zero while for the
classical Pareto distribution it is ``mu``, where the standard
Pareto distribution has location ``mu = 1``. Lomax can also
be considered as a simplified version of the Generalized
Pareto distribution (available in SciPy), with the scale set
to one and the location set to zero.
The Pareto distribution must be greater than zero, and is
unbounded above. It is also known as the "80-20 rule". In
this distribution, 80 percent of the weights are in the lowest
20 percent of the range, while the other 20 percent fill the
remaining 80 percent of the range.
Parameters
----------
a : float or array_like of floats
Shape of the distribution. Must be positive.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``a`` is a scalar. Otherwise,
``np.array(a).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Pareto distribution.
See Also
--------
scipy.stats.lomax : probability density function, distribution or
cumulative density function, etc.
scipy.stats.genpareto : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability density for the Pareto distribution is
.. math:: p(x) = \frac{am^a}{x^{a+1}}
where :math:`a` is the shape and :math:`m` the scale.
The Pareto distribution, named after the Italian economist
Vilfredo Pareto, is a power law probability distribution
useful in many real world problems. Outside the field of
economics it is generally referred to as the Bradford
distribution. Pareto developed the distribution to describe
the distribution of wealth in an economy. It has also found
use in insurance, web page access statistics, oil field sizes,
and many other problems, including the download frequency for
projects in Sourceforge [1]_. It is one of the so-called
"fat-tailed" distributions.
References
----------
.. [1] Francis Hunt and Paul Johnson, On the Pareto Distribution of
Sourceforge projects.
.. [2] Pareto, V. (1896). Course of Political Economy. Lausanne.
.. [3] Reiss, R.D., Thomas, M.(2001), Statistical Analysis of Extreme
Values, Birkhauser Verlag, Basel, pp 23-30.
.. [4] Wikipedia, "Pareto distribution",
https://en.wikipedia.org/wiki/Pareto_distribution
Examples
--------
Draw samples from the distribution:
>>> a, m = 3., 2. # shape and mode
>>> s = (np.random.default_rng().pareto(a, 1000) + 1) * m
Display the histogram of the samples, along with the probability
density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, _ = plt.hist(s, 100, density=True)
>>> fit = a*m**a / bins**(a+1)
>>> plt.plot(bins, max(count)*fit/max(fit), linewidth=2, color='r')
>>> plt.show()
out must have the same shape as x numpy.core.multiarray failed to import
normal(loc=0.0, scale=1.0, size=None)
Draw random samples from a normal (Gaussian) distribution.
The probability density function of the normal distribution, first
derived by De Moivre and 200 years later by both Gauss and Laplace
independently [2]_, is often called the bell curve because of
its characteristic shape (see the example below).
The normal distributions occurs often in nature. For example, it
describes the commonly occurring distribution of samples influenced
by a large number of tiny, random disturbances, each with its own
unique distribution [2]_.
Parameters
----------
loc : float or array_like of floats
Mean ("centre") of the distribution.
scale : float or array_like of floats
Standard deviation (spread or "width") of the distribution. Must be
non-negative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``loc`` and ``scale`` are both scalars.
Otherwise, ``np.broadcast(loc, scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized normal distribution.
See Also
--------
scipy.stats.norm : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability density for the Gaussian distribution is
.. math:: p(x) = \frac{1}{\sqrt{ 2 \pi \sigma^2 }}
e^{ - \frac{ (x - \mu)^2 } {2 \sigma^2} },
where :math:`\mu` is the mean and :math:`\sigma` the standard
deviation. The square of the standard deviation, :math:`\sigma^2`,
is called the variance.
The function has its peak at the mean, and its "spread" increases with
the standard deviation (the function reaches 0.607 times its maximum at
:math:`x + \sigma` and :math:`x - \sigma` [2]_). This implies that
:meth:`normal` is more likely to return samples lying close to the
mean, rather than those far away.
References
----------
.. [1] Wikipedia, "Normal distribution",
https://en.wikipedia.org/wiki/Normal_distribution
.. [2] P. R. Peebles Jr., "Central Limit Theorem" in "Probability,
Random Variables and Random Signal Principles", 4th ed., 2001,
pp. 51, 51, 125.
Examples
--------
Draw samples from the distribution:
>>> mu, sigma = 0, 0.1 # mean and standard deviation
>>> s = np.random.default_rng().normal(mu, sigma, 1000)
Verify the mean and the variance:
>>> abs(mu - np.mean(s))
0.0 # may vary
>>> abs(sigma - np.std(s, ddof=1))
0.0 # may vary
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, 30, density=True)
>>> plt.plot(bins, 1/(sigma * np.sqrt(2 * np.pi)) *
... np.exp( - (bins - mu)**2 / (2 * sigma**2) ),
... linewidth=2, color='r')
>>> plt.show()
Two-by-four array of samples from the normal distribution with
mean 3 and standard deviation 2.5:
>>> np.random.default_rng().normal(3, 2.5, size=(2, 4))
array([[-4.49401501, 4.00950034, -1.81814867, 7.29718677], # random
[ 0.39924804, 4.68456316, 4.99394529, 4.84057254]]) # random
noncentral_f(dfnum, dfden, nonc, size=None)
Draw samples from the noncentral F distribution.
Samples are drawn from an F distribution with specified parameters,
`dfnum` (degrees of freedom in numerator) and `dfden` (degrees of
freedom in denominator), where both parameters > 1.
`nonc` is the non-centrality parameter.
Parameters
----------
dfnum : float or array_like of floats
Numerator degrees of freedom, must be > 0.
.. versionchanged:: 1.14.0
Earlier NumPy versions required dfnum > 1.
dfden : float or array_like of floats
Denominator degrees of freedom, must be > 0.
nonc : float or array_like of floats
Non-centrality parameter, the sum of the squares of the numerator
means, must be >= 0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``dfnum``, ``dfden``, and ``nonc``
are all scalars. Otherwise, ``np.broadcast(dfnum, dfden, nonc).size``
samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized noncentral Fisher distribution.
Notes
-----
When calculating the power of an experiment (power = probability of
rejecting the null hypothesis when a specific alternative is true) the
non-central F statistic becomes important. When the null hypothesis is
true, the F statistic follows a central F distribution. When the null
hypothesis is not true, then it follows a non-central F statistic.
References
----------
.. [1] Weisstein, Eric W. "Noncentral F-Distribution."
From MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/NoncentralF-Distribution.html
.. [2] Wikipedia, "Noncentral F-distribution",
https://en.wikipedia.org/wiki/Noncentral_F-distribution
Examples
--------
In a study, testing for a specific alternative to the null hypothesis
requires use of the Noncentral F distribution. We need to calculate the
area in the tail of the distribution that exceeds the value of the F
distribution for the null hypothesis. We'll plot the two probability
distributions for comparison.
>>> rng = np.random.default_rng()
>>> dfnum = 3 # between group deg of freedom
>>> dfden = 20 # within groups degrees of freedom
>>> nonc = 3.0
>>> nc_vals = rng.noncentral_f(dfnum, dfden, nonc, 1000000)
>>> NF = np.histogram(nc_vals, bins=50, density=True)
>>> c_vals = rng.f(dfnum, dfden, 1000000)
>>> F = np.histogram(c_vals, bins=50, density=True)
>>> import matplotlib.pyplot as plt
>>> plt.plot(F[1][1:], F[0])
>>> plt.plot(NF[1][1:], NF[0])
>>> plt.show()
noncentral_chisquare(df, nonc, size=None)
Draw samples from a noncentral chi-square distribution.
The noncentral :math:`\chi^2` distribution is a generalization of
the :math:`\chi^2` distribution.
Parameters
----------
df : float or array_like of floats
Degrees of freedom, must be > 0.
.. versionchanged:: 1.10.0
Earlier NumPy versions required dfnum > 1.
nonc : float or array_like of floats
Non-centrality, must be non-negative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``df`` and ``nonc`` are both scalars.
Otherwise, ``np.broadcast(df, nonc).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized noncentral chi-square distribution.
Notes
-----
The probability density function for the noncentral Chi-square
distribution is
.. math:: P(x;df,nonc) = \sum^{\infty}_{i=0}
\frac{e^{-nonc/2}(nonc/2)^{i}}{i!}
P_{Y_{df+2i}}(x),
where :math:`Y_{q}` is the Chi-square with q degrees of freedom.
References
----------
.. [1] Wikipedia, "Noncentral chi-squared distribution"
https://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution
Examples
--------
Draw values from the distribution and plot the histogram
>>> rng = np.random.default_rng()
>>> import matplotlib.pyplot as plt
>>> values = plt.hist(rng.noncentral_chisquare(3, 20, 100000),
... bins=200, density=True)
>>> plt.show()
Draw values from a noncentral chisquare with very small noncentrality,
and compare to a chisquare.
>>> plt.figure()
>>> values = plt.hist(rng.noncentral_chisquare(3, .0000001, 100000),
... bins=np.arange(0., 25, .1), density=True)
>>> values2 = plt.hist(rng.chisquare(3, 100000),
... bins=np.arange(0., 25, .1), density=True)
>>> plt.plot(values[1][0:-1], values[0]-values2[0], 'ob')
>>> plt.show()
Demonstrate how large values of non-centrality lead to a more symmetric
distribution.
>>> plt.figure()
>>> values = plt.hist(rng.noncentral_chisquare(3, 20, 100000),
... bins=200, density=True)
>>> plt.show()
negative_binomial(n, p, size=None)
Draw samples from a negative binomial distribution.
Samples are drawn from a negative binomial distribution with specified
parameters, `n` successes and `p` probability of success where `n`
is > 0 and `p` is in the interval (0, 1].
Parameters
----------
n : float or array_like of floats
Parameter of the distribution, > 0.
p : float or array_like of floats
Parameter of the distribution. Must satisfy 0 < p <= 1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``n`` and ``p`` are both scalars.
Otherwise, ``np.broadcast(n, p).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized negative binomial distribution,
where each sample is equal to N, the number of failures that
occurred before a total of n successes was reached.
Notes
-----
The probability mass function of the negative binomial distribution is
.. math:: P(N;n,p) = \frac{\Gamma(N+n)}{N!\Gamma(n)}p^{n}(1-p)^{N},
where :math:`n` is the number of successes, :math:`p` is the
probability of success, :math:`N+n` is the number of trials, and
:math:`\Gamma` is the gamma function. When :math:`n` is an integer,
:math:`\frac{\Gamma(N+n)}{N!\Gamma(n)} = \binom{N+n-1}{N}`, which is
the more common form of this term in the pmf. The negative
binomial distribution gives the probability of N failures given n
successes, with a success on the last trial.
If one throws a die repeatedly until the third time a "1" appears,
then the probability distribution of the number of non-"1"s that
appear before the third "1" is a negative binomial distribution.
Because this method internally calls ``Generator.poisson`` with an
intermediate random value, a ValueError is raised when the choice of
:math:`n` and :math:`p` would result in the mean + 10 sigma of the sampled
intermediate distribution exceeding the max acceptable value of the
``Generator.poisson`` method. This happens when :math:`p` is too low
(a lot of failures happen for every success) and :math:`n` is too big (
a lot of successes are allowed).
Therefore, the :math:`n` and :math:`p` values must satisfy the constraint:
.. math:: n\frac{1-p}{p}+10n\sqrt{n}\frac{1-p}{p}<2^{63}-1-10\sqrt{2^{63}-1},
Where the left side of the equation is the derived mean + 10 sigma of
a sample from the gamma distribution internally used as the :math:`lam`
parameter of a poisson sample, and the right side of the equation is
the constraint for maximum value of :math:`lam` in ``Generator.poisson``.
References
----------
.. [1] Weisstein, Eric W. "Negative Binomial Distribution." From
MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/NegativeBinomialDistribution.html
.. [2] Wikipedia, "Negative binomial distribution",
https://en.wikipedia.org/wiki/Negative_binomial_distribution
Examples
--------
Draw samples from the distribution:
A real world example. A company drills wild-cat oil
exploration wells, each with an estimated probability of
success of 0.1. What is the probability of having one success
for each successive well, that is what is the probability of a
single success after drilling 5 wells, after 6 wells, etc.?
>>> s = np.random.default_rng().negative_binomial(1, 0.1, 100000)
>>> for i in range(1, 11): # doctest: +SKIP
... probability = sum(s<i) / 100000.
... print(i, "wells drilled, probability of one success =", probability)
multivariate_normal(mean, cov, size=None, check_valid='warn',
tol=1e-8, *, method='svd')
Draw random samples from a multivariate normal distribution.
The multivariate normal, multinormal or Gaussian distribution is a
generalization of the one-dimensional normal distribution to higher
dimensions. Such a distribution is specified by its mean and
covariance matrix. These parameters are analogous to the mean
(average or "center") and variance (the squared standard deviation,
or "width") of the one-dimensional normal distribution.
Parameters
----------
mean : 1-D array_like, of length N
Mean of the N-dimensional distribution.
cov : 2-D array_like, of shape (N, N)
Covariance matrix of the distribution. It must be symmetric and
positive-semidefinite for proper sampling.
size : int or tuple of ints, optional
Given a shape of, for example, ``(m,n,k)``, ``m*n*k`` samples are
generated, and packed in an `m`-by-`n`-by-`k` arrangement. Because
each sample is `N`-dimensional, the output shape is ``(m,n,k,N)``.
If no shape is specified, a single (`N`-D) sample is returned.
check_valid : { 'warn', 'raise', 'ignore' }, optional
Behavior when the covariance matrix is not positive semidefinite.
tol : float, optional
Tolerance when checking the singular values in covariance matrix.
cov is cast to double before the check.
method : { 'svd', 'eigh', 'cholesky'}, optional
The cov input is used to compute a factor matrix A such that
``A @ A.T = cov``. This argument is used to select the method
used to compute the factor matrix A. The default method 'svd' is
the slowest, while 'cholesky' is the fastest but less robust than
the slowest method. The method `eigh` uses eigen decomposition to
compute A and is faster than svd but slower than cholesky.
.. versionadded:: 1.18.0
Returns
-------
out : ndarray
The drawn samples, of shape *size*, if that was provided. If not,
the shape is ``(N,)``.
In other words, each entry ``out[i,j,...,:]`` is an N-dimensional
value drawn from the distribution.
Notes
-----
The mean is a coordinate in N-dimensional space, which represents the
location where samples are most likely to be generated. This is
analogous to the peak of the bell curve for the one-dimensional or
univariate normal distribution.
Covariance indicates the level to which two variables vary together.
From the multivariate normal distribution, we draw N-dimensional
samples, :math:`X = [x_1, x_2, ... x_N]`. The covariance matrix
element :math:`C_{ij}` is the covariance of :math:`x_i` and :math:`x_j`.
The element :math:`C_{ii}` is the variance of :math:`x_i` (i.e. its
"spread").
Instead of specifying the full covariance matrix, popular
approximations include:
- Spherical covariance (`cov` is a multiple of the identity matrix)
- Diagonal covariance (`cov` has non-negative elements, and only on
the diagonal)
This geometrical property can be seen in two dimensions by plotting
generated data-points:
>>> mean = [0, 0]
>>> cov = [[1, 0], [0, 100]] # diagonal covariance
Diagonal covariance means that points are oriented along x or y-axis:
>>> import matplotlib.pyplot as plt
>>> x, y = np.random.default_rng().multivariate_normal(mean, cov, 5000).T
>>> plt.plot(x, y, 'x')
>>> plt.axis('equal')
>>> plt.show()
Note that the covariance matrix must be positive semidefinite (a.k.a.
nonnegative-definite). Otherwise, the behavior of this method is
undefined and backwards compatibility is not guaranteed.
This function internally uses linear algebra routines, and thus results
may not be identical (even up to precision) across architectures, OSes,
or even builds. For example, this is likely if ``cov`` has multiple equal
singular values and ``method`` is ``'svd'`` (default). In this case,
``method='cholesky'`` may be more robust.
References
----------
.. [1] Papoulis, A., "Probability, Random Variables, and Stochastic
Processes," 3rd ed., New York: McGraw-Hill, 1991.
.. [2] Duda, R. O., Hart, P. E., and Stork, D. G., "Pattern
Classification," 2nd ed., New York: Wiley, 2001.
Examples
--------
>>> mean = (1, 2)
>>> cov = [[1, 0], [0, 1]]
>>> rng = np.random.default_rng()
>>> x = rng.multivariate_normal(mean, cov, (3, 3))
>>> x.shape
(3, 3, 2)
We can use a different method other than the default to factorize cov:
>>> y = rng.multivariate_normal(mean, cov, (3, 3), method='cholesky')
>>> y.shape
(3, 3, 2)
Here we generate 800 samples from the bivariate normal distribution
with mean [0, 0] and covariance matrix [[6, -3], [-3, 3.5]]. The
expected variances of the first and second components of the sample
are 6 and 3.5, respectively, and the expected correlation
coefficient is -3/sqrt(6*3.5) ≈ -0.65465.
>>> cov = np.array([[6, -3], [-3, 3.5]])
>>> pts = rng.multivariate_normal([0, 0], cov, size=800)
Check that the mean, covariance, and correlation coefficient of the
sample are close to the expected values:
>>> pts.mean(axis=0)
array([ 0.0326911 , -0.01280782]) # may vary
>>> np.cov(pts.T)
array([[ 5.96202397, -2.85602287],
[-2.85602287, 3.47613949]]) # may vary
>>> np.corrcoef(pts.T)[0, 1]
-0.6273591314603949 # may vary
We can visualize this data with a scatter plot. The orientation
of the point cloud illustrates the negative correlation of the
components of this sample.
>>> import matplotlib.pyplot as plt
>>> plt.plot(pts[:, 0], pts[:, 1], '.', alpha=0.5)
>>> plt.axis('equal')
>>> plt.grid()
>>> plt.show()
multivariate_hypergeometric(colors, nsample, size=None,
method='marginals')
Generate variates from a multivariate hypergeometric distribution.
The multivariate hypergeometric distribution is a generalization
of the hypergeometric distribution.
Choose ``nsample`` items at random without replacement from a
collection with ``N`` distinct types. ``N`` is the length of
``colors``, and the values in ``colors`` are the number of occurrences
of that type in the collection. The total number of items in the
collection is ``sum(colors)``. Each random variate generated by this
function is a vector of length ``N`` holding the counts of the
different types that occurred in the ``nsample`` items.
The name ``colors`` comes from a common description of the
distribution: it is the probability distribution of the number of
marbles of each color selected without replacement from an urn
containing marbles of different colors; ``colors[i]`` is the number
of marbles in the urn with color ``i``.
Parameters
----------
colors : sequence of integers
The number of each type of item in the collection from which
a sample is drawn. The values in ``colors`` must be nonnegative.
To avoid loss of precision in the algorithm, ``sum(colors)``
must be less than ``10**9`` when `method` is "marginals".
nsample : int
The number of items selected. ``nsample`` must not be greater
than ``sum(colors)``.
size : int or tuple of ints, optional
The number of variates to generate, either an integer or a tuple
holding the shape of the array of variates. If the given size is,
e.g., ``(k, m)``, then ``k * m`` variates are drawn, where one
variate is a vector of length ``len(colors)``, and the return value
has shape ``(k, m, len(colors))``. If `size` is an integer, the
output has shape ``(size, len(colors))``. Default is None, in
which case a single variate is returned as an array with shape
``(len(colors),)``.
method : string, optional
Specify the algorithm that is used to generate the variates.
Must be 'count' or 'marginals' (the default). See the Notes
for a description of the methods.
Returns
-------
variates : ndarray
Array of variates drawn from the multivariate hypergeometric
distribution.
See Also
--------
hypergeometric : Draw samples from the (univariate) hypergeometric
distribution.
Notes
-----
The two methods do not return the same sequence of variates.
The "count" algorithm is roughly equivalent to the following numpy
code::
choices = np.repeat(np.arange(len(colors)), colors)
selection = np.random.choice(choices, nsample, replace=False)
variate = np.bincount(selection, minlength=len(colors))
The "count" algorithm uses a temporary array of integers with length
``sum(colors)``.
The "marginals" algorithm generates a variate by using repeated
calls to the univariate hypergeometric sampler. It is roughly
equivalent to::
variate = np.zeros(len(colors), dtype=np.int64)
# `remaining` is the cumulative sum of `colors` from the last
# element to the first; e.g. if `colors` is [3, 1, 5], then
# `remaining` is [9, 6, 5].
remaining = np.cumsum(colors[::-1])[::-1]
for i in range(len(colors)-1):
if nsample < 1:
break
variate[i] = hypergeometric(colors[i], remaining[i+1],
nsample)
nsample -= variate[i]
variate[-1] = nsample
The default method is "marginals". For some cases (e.g. when
`colors` contains relatively small integers), the "count" method
can be significantly faster than the "marginals" method. If
performance of the algorithm is important, test the two methods
with typical inputs to decide which works best.
.. versionadded:: 1.18.0
Examples
--------
>>> colors = [16, 8, 4]
>>> seed = 4861946401452
>>> gen = np.random.Generator(np.random.PCG64(seed))
>>> gen.multivariate_hypergeometric(colors, 6)
array([5, 0, 1])
>>> gen.multivariate_hypergeometric(colors, 6, size=3)
array([[5, 0, 1],
[2, 2, 2],
[3, 3, 0]])
>>> gen.multivariate_hypergeometric(colors, 6, size=(2, 2))
array([[[3, 2, 1],
[3, 2, 1]],
[[4, 1, 1],
[3, 2, 1]]])
multinomial(n, pvals, size=None)
Draw samples from a multinomial distribution.
The multinomial distribution is a multivariate generalization of the
binomial distribution. Take an experiment with one of ``p``
possible outcomes. An example of such an experiment is throwing a dice,
where the outcome can be 1 through 6. Each sample drawn from the
distribution represents `n` such experiments. Its values,
``X_i = [X_0, X_1, ..., X_p]``, represent the number of times the
outcome was ``i``.
Parameters
----------
n : int or array-like of ints
Number of experiments.
pvals : array-like of floats
Probabilities of each of the ``p`` different outcomes with shape
``(k0, k1, ..., kn, p)``. Each element ``pvals[i,j,...,:]`` must
sum to 1 (however, the last element is always assumed to account
for the remaining probability, as long as
``sum(pvals[..., :-1], axis=-1) <= 1.0``. Must have at least 1
dimension where pvals.shape[-1] > 0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn each with ``p`` elements. Default
is None where the output size is determined by the broadcast shape
of ``n`` and all by the final dimension of ``pvals``, which is
denoted as ``b=(b0, b1, ..., bq)``. If size is not None, then it
must be compatible with the broadcast shape ``b``. Specifically,
size must have ``q`` or more elements and size[-(q-j):] must equal
``bj``.
Returns
-------
out : ndarray
The drawn samples, of shape size, if provided. When size is
provided, the output shape is size + (p,) If not specified,
the shape is determined by the broadcast shape of ``n`` and
``pvals``, ``(b0, b1, ..., bq)`` augmented with the dimension of
the multinomial, ``p``, so that that output shape is
``(b0, b1, ..., bq, p)``.
Each entry ``out[i,j,...,:]`` is a ``p``-dimensional value drawn
from the distribution.
.. versionchanged:: 1.22.0
Added support for broadcasting `pvals` against `n`
Examples
--------
Throw a dice 20 times:
>>> rng = np.random.default_rng()
>>> rng.multinomial(20, [1/6.]*6, size=1)
array([[4, 1, 7, 5, 2, 1]]) # random
It landed 4 times on 1, once on 2, etc.
Now, throw the dice 20 times, and 20 times again:
>>> rng.multinomial(20, [1/6.]*6, size=2)
array([[3, 4, 3, 3, 4, 3],
[2, 4, 3, 4, 0, 7]]) # random
For the first run, we threw 3 times 1, 4 times 2, etc. For the second,
we threw 2 times 1, 4 times 2, etc.
Now, do one experiment throwing the dice 10 time, and 10 times again,
and another throwing the dice 20 times, and 20 times again:
>>> rng.multinomial([[10], [20]], [1/6.]*6, size=(2, 2))
array([[[2, 4, 0, 1, 2, 1],
[1, 3, 0, 3, 1, 2]],
[[1, 4, 4, 4, 4, 3],
[3, 3, 2, 5, 5, 2]]]) # random
The first array shows the outcomes of throwing the dice 10 times, and
the second shows the outcomes from throwing the dice 20 times.
A loaded die is more likely to land on number 6:
>>> rng.multinomial(100, [1/7.]*5 + [2/7.])
array([11, 16, 14, 17, 16, 26]) # random
Simulate 10 throws of a 4-sided die and 20 throws of a 6-sided die
>>> rng.multinomial([10, 20],[[1/4]*4 + [0]*2, [1/6]*6])
array([[2, 1, 4, 3, 0, 0],
[3, 3, 3, 6, 1, 4]], dtype=int64) # random
Generate categorical random variates from two categories where the
first has 3 outcomes and the second has 2.
>>> rng.multinomial(1, [[.1, .5, .4 ], [.3, .7, .0]])
array([[0, 0, 1],
[0, 1, 0]], dtype=int64) # random
``argmax(axis=-1)`` is then used to return the categories.
>>> pvals = [[.1, .5, .4 ], [.3, .7, .0]]
>>> rvs = rng.multinomial(1, pvals, size=(4,2))
>>> rvs.argmax(axis=-1)
array([[0, 1],
[2, 0],
[2, 1],
[2, 0]], dtype=int64) # random
The same output dimension can be produced using broadcasting.
>>> rvs = rng.multinomial([[1]] * 4, pvals)
>>> rvs.argmax(axis=-1)
array([[0, 1],
[2, 0],
[2, 1],
[2, 0]], dtype=int64) # random
The probability inputs should be normalized. As an implementation
detail, the value of the last entry is ignored and assumed to take
up any leftover probability mass, but this should not be relied on.
A biased coin which has twice as much weight on one side as on the
other should be sampled like so:
>>> rng.multinomial(100, [1.0 / 3, 2.0 / 3]) # RIGHT
array([38, 62]) # random
not like:
>>> rng.multinomial(100, [1.0, 2.0]) # WRONG
Traceback (most recent call last):
ValueError: pvals < 0, pvals > 1 or pvals contains NaNs
logseries(p, size=None)
Draw samples from a logarithmic series distribution.
Samples are drawn from a log series distribution with specified
shape parameter, 0 <= ``p`` < 1.
Parameters
----------
p : float or array_like of floats
Shape parameter for the distribution. Must be in the range [0, 1).
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``p`` is a scalar. Otherwise,
``np.array(p).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized logarithmic series distribution.
See Also
--------
scipy.stats.logser : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability mass function for the Log Series distribution is
.. math:: P(k) = \frac{-p^k}{k \ln(1-p)},
where p = probability.
The log series distribution is frequently used to represent species
richness and occurrence, first proposed by Fisher, Corbet, and
Williams in 1943 [2]. It may also be used to model the numbers of
occupants seen in cars [3].
References
----------
.. [1] Buzas, Martin A.; Culver, Stephen J., Understanding regional
species diversity through the log series distribution of
occurrences: BIODIVERSITY RESEARCH Diversity & Distributions,
Volume 5, Number 5, September 1999 , pp. 187-195(9).
.. [2] Fisher, R.A,, A.S. Corbet, and C.B. Williams. 1943. The
relation between the number of species and the number of
individuals in a random sample of an animal population.
Journal of Animal Ecology, 12:42-58.
.. [3] D. J. Hand, F. Daly, D. Lunn, E. Ostrowski, A Handbook of Small
Data Sets, CRC Press, 1994.
.. [4] Wikipedia, "Logarithmic distribution",
https://en.wikipedia.org/wiki/Logarithmic_distribution
Examples
--------
Draw samples from the distribution:
>>> a = .6
>>> s = np.random.default_rng().logseries(a, 10000)
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s)
# plot against distribution
>>> def logseries(k, p):
... return -p**k/(k*np.log(1-p))
>>> plt.plot(bins, logseries(bins, a) * count.max()/
... logseries(bins, a).max(), 'r')
>>> plt.show()
lognormal(mean=0.0, sigma=1.0, size=None)
Draw samples from a log-normal distribution.
Draw samples from a log-normal distribution with specified mean,
standard deviation, and array shape. Note that the mean and standard
deviation are not the values for the distribution itself, but of the
underlying normal distribution it is derived from.
Parameters
----------
mean : float or array_like of floats, optional
Mean value of the underlying normal distribution. Default is 0.
sigma : float or array_like of floats, optional
Standard deviation of the underlying normal distribution. Must be
non-negative. Default is 1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``mean`` and ``sigma`` are both scalars.
Otherwise, ``np.broadcast(mean, sigma).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized log-normal distribution.
See Also
--------
scipy.stats.lognorm : probability density function, distribution,
cumulative density function, etc.
Notes
-----
A variable `x` has a log-normal distribution if `log(x)` is normally
distributed. The probability density function for the log-normal
distribution is:
.. math:: p(x) = \frac{1}{\sigma x \sqrt{2\pi}}
e^{(-\frac{(ln(x)-\mu)^2}{2\sigma^2})}
where :math:`\mu` is the mean and :math:`\sigma` is the standard
deviation of the normally distributed logarithm of the variable.
A log-normal distribution results if a random variable is the *product*
of a large number of independent, identically-distributed variables in
the same way that a normal distribution results if the variable is the
*sum* of a large number of independent, identically-distributed
variables.
References
----------
.. [1] Limpert, E., Stahel, W. A., and Abbt, M., "Log-normal
Distributions across the Sciences: Keys and Clues,"
BioScience, Vol. 51, No. 5, May, 2001.
https://stat.ethz.ch/~stahel/lognormal/bioscience.pdf
.. [2] Reiss, R.D. and Thomas, M., "Statistical Analysis of Extreme
Values," Basel: Birkhauser Verlag, 2001, pp. 31-32.
Examples
--------
Draw samples from the distribution:
>>> rng = np.random.default_rng()
>>> mu, sigma = 3., 1. # mean and standard deviation
>>> s = rng.lognormal(mu, sigma, 1000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, 100, density=True, align='mid')
>>> x = np.linspace(min(bins), max(bins), 10000)
>>> pdf = (np.exp(-(np.log(x) - mu)**2 / (2 * sigma**2))
... / (x * sigma * np.sqrt(2 * np.pi)))
>>> plt.plot(x, pdf, linewidth=2, color='r')
>>> plt.axis('tight')
>>> plt.show()
Demonstrate that taking the products of random samples from a uniform
distribution can be fit well by a log-normal probability density
function.
>>> # Generate a thousand samples: each is the product of 100 random
>>> # values, drawn from a normal distribution.
>>> rng = rng
>>> b = []
>>> for i in range(1000):
... a = 10. + rng.standard_normal(100)
... b.append(np.prod(a))
>>> b = np.array(b) / np.min(b) # scale values to be positive
>>> count, bins, ignored = plt.hist(b, 100, density=True, align='mid')
>>> sigma = np.std(np.log(b))
>>> mu = np.mean(np.log(b))
>>> x = np.linspace(min(bins), max(bins), 10000)
>>> pdf = (np.exp(-(np.log(x) - mu)**2 / (2 * sigma**2))
... / (x * sigma * np.sqrt(2 * np.pi)))
>>> plt.plot(x, pdf, color='r', linewidth=2)
>>> plt.show()
logistic(loc=0.0, scale=1.0, size=None)
Draw samples from a logistic distribution.
Samples are drawn from a logistic distribution with specified
parameters, loc (location or mean, also median), and scale (>0).
Parameters
----------
loc : float or array_like of floats, optional
Parameter of the distribution. Default is 0.
scale : float or array_like of floats, optional
Parameter of the distribution. Must be non-negative.
Default is 1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``loc`` and ``scale`` are both scalars.
Otherwise, ``np.broadcast(loc, scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized logistic distribution.
See Also
--------
scipy.stats.logistic : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability density for the Logistic distribution is
.. math:: P(x) = P(x) = \frac{e^{-(x-\mu)/s}}{s(1+e^{-(x-\mu)/s})^2},
where :math:`\mu` = location and :math:`s` = scale.
The Logistic distribution is used in Extreme Value problems where it
can act as a mixture of Gumbel distributions, in Epidemiology, and by
the World Chess Federation (FIDE) where it is used in the Elo ranking
system, assuming the performance of each player is a logistically
distributed random variable.
References
----------
.. [1] Reiss, R.-D. and Thomas M. (2001), "Statistical Analysis of
Extreme Values, from Insurance, Finance, Hydrology and Other
Fields," Birkhauser Verlag, Basel, pp 132-133.
.. [2] Weisstein, Eric W. "Logistic Distribution." From
MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/LogisticDistribution.html
.. [3] Wikipedia, "Logistic-distribution",
https://en.wikipedia.org/wiki/Logistic_distribution
Examples
--------
Draw samples from the distribution:
>>> loc, scale = 10, 1
>>> s = np.random.default_rng().logistic(loc, scale, 10000)
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, bins=50)
# plot against distribution
>>> def logist(x, loc, scale):
... return np.exp((loc-x)/scale)/(scale*(1+np.exp((loc-x)/scale))**2)
>>> lgst_val = logist(bins, loc, scale)
>>> plt.plot(bins, lgst_val * count.max() / lgst_val.max())
>>> plt.show()
is not compatible with broadcast dimensions of inputs
integers(low, high=None, size=None, dtype=np.int64, endpoint=False)
Return random integers from `low` (inclusive) to `high` (exclusive), or
if endpoint=True, `low` (inclusive) to `high` (inclusive). Replaces
`RandomState.randint` (with endpoint=False) and
`RandomState.random_integers` (with endpoint=True)
Return random integers from the "discrete uniform" distribution of
the specified dtype. If `high` is None (the default), then results are
from 0 to `low`.
Parameters
----------
low : int or array-like of ints
Lowest (signed) integers to be drawn from the distribution (unless
``high=None``, in which case this parameter is 0 and this value is
used for `high`).
high : int or array-like of ints, optional
If provided, one above the largest (signed) integer to be drawn
from the distribution (see above for behavior if ``high=None``).
If array-like, must contain integer values
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. Default is None, in which case a
single value is returned.
dtype : dtype, optional
Desired dtype of the result. Byteorder must be native.
The default value is np.int64.
endpoint : bool, optional
If true, sample from the interval [low, high] instead of the
default [low, high)
Defaults to False
Returns
-------
out : int or ndarray of ints
`size`-shaped array of random integers from the appropriate
distribution, or a single such random int if `size` not provided.
Notes
-----
When using broadcasting with uint64 dtypes, the maximum value (2**64)
cannot be represented as a standard integer type. The high array (or
low if high is None) must have object dtype, e.g., array([2**64]).
Examples
--------
>>> rng = np.random.default_rng()
>>> rng.integers(2, size=10)
array([1, 0, 0, 0, 1, 1, 0, 0, 1, 0]) # random
>>> rng.integers(1, size=10)
array([0, 0, 0, 0, 0, 0, 0, 0, 0, 0])
Generate a 2 x 4 array of ints between 0 and 4, inclusive:
>>> rng.integers(5, size=(2, 4))
array([[4, 0, 2, 1],
[3, 2, 2, 0]]) # random
Generate a 1 x 3 array with 3 different upper bounds
>>> rng.integers(1, [3, 5, 10])
array([2, 2, 9]) # random
Generate a 1 by 3 array with 3 different lower bounds
>>> rng.integers([1, 5, 7], 10)
array([9, 8, 7]) # random
Generate a 2 by 4 array using broadcasting with dtype of uint8
>>> rng.integers([1, 3, 5, 7], [[10], [20]], dtype=np.uint8)
array([[ 8, 6, 9, 7],
[ 1, 16, 9, 12]], dtype=uint8) # random
References
----------
.. [1] Daniel Lemire., "Fast Random Integer Generation in an Interval",
ACM Transactions on Modeling and Computer Simulation 29 (1), 2019,
http://arxiv.org/abs/1805.10941.
hypergeometric(ngood, nbad, nsample, size=None)
Draw samples from a Hypergeometric distribution.
Samples are drawn from a hypergeometric distribution with specified
parameters, `ngood` (ways to make a good selection), `nbad` (ways to make
a bad selection), and `nsample` (number of items sampled, which is less
than or equal to the sum ``ngood + nbad``).
Parameters
----------
ngood : int or array_like of ints
Number of ways to make a good selection. Must be nonnegative and
less than 10**9.
nbad : int or array_like of ints
Number of ways to make a bad selection. Must be nonnegative and
less than 10**9.
nsample : int or array_like of ints
Number of items sampled. Must be nonnegative and less than
``ngood + nbad``.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if `ngood`, `nbad`, and `nsample`
are all scalars. Otherwise, ``np.broadcast(ngood, nbad, nsample).size``
samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized hypergeometric distribution. Each
sample is the number of good items within a randomly selected subset of
size `nsample` taken from a set of `ngood` good items and `nbad` bad items.
See Also
--------
multivariate_hypergeometric : Draw samples from the multivariate
hypergeometric distribution.
scipy.stats.hypergeom : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability density for the Hypergeometric distribution is
.. math:: P(x) = \frac{\binom{g}{x}\binom{b}{n-x}}{\binom{g+b}{n}},
where :math:`0 \le x \le n` and :math:`n-b \le x \le g`
for P(x) the probability of ``x`` good results in the drawn sample,
g = `ngood`, b = `nbad`, and n = `nsample`.
Consider an urn with black and white marbles in it, `ngood` of them
are black and `nbad` are white. If you draw `nsample` balls without
replacement, then the hypergeometric distribution describes the
distribution of black balls in the drawn sample.
Note that this distribution is very similar to the binomial
distribution, except that in this case, samples are drawn without
replacement, whereas in the Binomial case samples are drawn with
replacement (or the sample space is infinite). As the sample space
becomes large, this distribution approaches the binomial.
The arguments `ngood` and `nbad` each must be less than `10**9`. For
extremely large arguments, the algorithm that is used to compute the
samples [4]_ breaks down because of loss of precision in floating point
calculations. For such large values, if `nsample` is not also large,
the distribution can be approximated with the binomial distribution,
`binomial(n=nsample, p=ngood/(ngood + nbad))`.
References
----------
.. [1] Lentner, Marvin, "Elementary Applied Statistics", Bogden
and Quigley, 1972.
.. [2] Weisstein, Eric W. "Hypergeometric Distribution." From
MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/HypergeometricDistribution.html
.. [3] Wikipedia, "Hypergeometric distribution",
https://en.wikipedia.org/wiki/Hypergeometric_distribution
.. [4] Stadlober, Ernst, "The ratio of uniforms approach for generating
discrete random variates", Journal of Computational and Applied
Mathematics, 31, pp. 181-189 (1990).
Examples
--------
Draw samples from the distribution:
>>> rng = np.random.default_rng()
>>> ngood, nbad, nsamp = 100, 2, 10
# number of good, number of bad, and number of samples
>>> s = rng.hypergeometric(ngood, nbad, nsamp, 1000)
>>> from matplotlib.pyplot import hist
>>> hist(s)
# note that it is very unlikely to grab both bad items
Suppose you have an urn with 15 white and 15 black marbles.
If you pull 15 marbles at random, how likely is it that
12 or more of them are one color?
>>> s = rng.hypergeometric(15, 15, 15, 100000)
>>> sum(s>=12)/100000. + sum(s<=3)/100000.
# answer = 0.003 ... pretty unlikely!
gumbel(loc=0.0, scale=1.0, size=None)
Draw samples from a Gumbel distribution.
Draw samples from a Gumbel distribution with specified location and
scale. For more information on the Gumbel distribution, see
Notes and References below.
Parameters
----------
loc : float or array_like of floats, optional
The location of the mode of the distribution. Default is 0.
scale : float or array_like of floats, optional
The scale parameter of the distribution. Default is 1. Must be non-
negative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``loc`` and ``scale`` are both scalars.
Otherwise, ``np.broadcast(loc, scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Gumbel distribution.
See Also
--------
scipy.stats.gumbel_l
scipy.stats.gumbel_r
scipy.stats.genextreme
weibull
Notes
-----
The Gumbel (or Smallest Extreme Value (SEV) or the Smallest Extreme
Value Type I) distribution is one of a class of Generalized Extreme
Value (GEV) distributions used in modeling extreme value problems.
The Gumbel is a special case of the Extreme Value Type I distribution
for maximums from distributions with "exponential-like" tails.
The probability density for the Gumbel distribution is
.. math:: p(x) = \frac{e^{-(x - \mu)/ \beta}}{\beta} e^{ -e^{-(x - \mu)/
\beta}},
where :math:`\mu` is the mode, a location parameter, and
:math:`\beta` is the scale parameter.
The Gumbel (named for German mathematician Emil Julius Gumbel) was used
very early in the hydrology literature, for modeling the occurrence of
flood events. It is also used for modeling maximum wind speed and
rainfall rates. It is a "fat-tailed" distribution - the probability of
an event in the tail of the distribution is larger than if one used a
Gaussian, hence the surprisingly frequent occurrence of 100-year
floods. Floods were initially modeled as a Gaussian process, which
underestimated the frequency of extreme events.
It is one of a class of extreme value distributions, the Generalized
Extreme Value (GEV) distributions, which also includes the Weibull and
Frechet.
The function has a mean of :math:`\mu + 0.57721\beta` and a variance
of :math:`\frac{\pi^2}{6}\beta^2`.
References
----------
.. [1] Gumbel, E. J., "Statistics of Extremes,"
New York: Columbia University Press, 1958.
.. [2] Reiss, R.-D. and Thomas, M., "Statistical Analysis of Extreme
Values from Insurance, Finance, Hydrology and Other Fields,"
Basel: Birkhauser Verlag, 2001.
Examples
--------
Draw samples from the distribution:
>>> rng = np.random.default_rng()
>>> mu, beta = 0, 0.1 # location and scale
>>> s = rng.gumbel(mu, beta, 1000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, 30, density=True)
>>> plt.plot(bins, (1/beta)*np.exp(-(bins - mu)/beta)
... * np.exp( -np.exp( -(bins - mu) /beta) ),
... linewidth=2, color='r')
>>> plt.show()
Show how an extreme value distribution can arise from a Gaussian process
and compare to a Gaussian:
>>> means = []
>>> maxima = []
>>> for i in range(0,1000) :
... a = rng.normal(mu, beta, 1000)
... means.append(a.mean())
... maxima.append(a.max())
>>> count, bins, ignored = plt.hist(maxima, 30, density=True)
>>> beta = np.std(maxima) * np.sqrt(6) / np.pi
>>> mu = np.mean(maxima) - 0.57721*beta
>>> plt.plot(bins, (1/beta)*np.exp(-(bins - mu)/beta)
... * np.exp(-np.exp(-(bins - mu)/beta)),
... linewidth=2, color='r')
>>> plt.plot(bins, 1/(beta * np.sqrt(2 * np.pi))
... * np.exp(-(bins - mu)**2 / (2 * beta**2)),
... linewidth=2, color='g')
>>> plt.show()
geometric(p, size=None)
Draw samples from the geometric distribution.
Bernoulli trials are experiments with one of two outcomes:
success or failure (an example of such an experiment is flipping
a coin). The geometric distribution models the number of trials
that must be run in order to achieve success. It is therefore
supported on the positive integers, ``k = 1, 2, ...``.
The probability mass function of the geometric distribution is
.. math:: f(k) = (1 - p)^{k - 1} p
where `p` is the probability of success of an individual trial.
Parameters
----------
p : float or array_like of floats
The probability of success of an individual trial.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``p`` is a scalar. Otherwise,
``np.array(p).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized geometric distribution.
Examples
--------
Draw ten thousand values from the geometric distribution,
with the probability of an individual success equal to 0.35:
>>> z = np.random.default_rng().geometric(p=0.35, size=10000)
How many trials succeeded after a single run?
>>> (z == 1).sum() / 10000.
0.34889999999999999 # random
gamma(shape, scale=1.0, size=None)
Draw samples from a Gamma distribution.
Samples are drawn from a Gamma distribution with specified parameters,
`shape` (sometimes designated "k") and `scale` (sometimes designated
"theta"), where both parameters are > 0.
Parameters
----------
shape : float or array_like of floats
The shape of the gamma distribution. Must be non-negative.
scale : float or array_like of floats, optional
The scale of the gamma distribution. Must be non-negative.
Default is equal to 1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``shape`` and ``scale`` are both scalars.
Otherwise, ``np.broadcast(shape, scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized gamma distribution.
See Also
--------
scipy.stats.gamma : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability density for the Gamma distribution is
.. math:: p(x) = x^{k-1}\frac{e^{-x/\theta}}{\theta^k\Gamma(k)},
where :math:`k` is the shape and :math:`\theta` the scale,
and :math:`\Gamma` is the Gamma function.
The Gamma distribution is often used to model the times to failure of
electronic components, and arises naturally in processes for which the
waiting times between Poisson distributed events are relevant.
References
----------
.. [1] Weisstein, Eric W. "Gamma Distribution." From MathWorld--A
Wolfram Web Resource.
http://mathworld.wolfram.com/GammaDistribution.html
.. [2] Wikipedia, "Gamma distribution",
https://en.wikipedia.org/wiki/Gamma_distribution
Examples
--------
Draw samples from the distribution:
>>> shape, scale = 2., 2. # mean=4, std=2*sqrt(2)
>>> s = np.random.default_rng().gamma(shape, scale, 1000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> import scipy.special as sps # doctest: +SKIP
>>> count, bins, ignored = plt.hist(s, 50, density=True)
>>> y = bins**(shape-1)*(np.exp(-bins/scale) / # doctest: +SKIP
... (sps.gamma(shape)*scale**shape))
>>> plt.plot(bins, y, linewidth=2, color='r') # doctest: +SKIP
>>> plt.show()
f(dfnum, dfden, size=None)
Draw samples from an F distribution.
Samples are drawn from an F distribution with specified parameters,
`dfnum` (degrees of freedom in numerator) and `dfden` (degrees of
freedom in denominator), where both parameters must be greater than
zero.
The random variate of the F distribution (also known as the
Fisher distribution) is a continuous probability distribution
that arises in ANOVA tests, and is the ratio of two chi-square
variates.
Parameters
----------
dfnum : float or array_like of floats
Degrees of freedom in numerator, must be > 0.
dfden : float or array_like of float
Degrees of freedom in denominator, must be > 0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``dfnum`` and ``dfden`` are both scalars.
Otherwise, ``np.broadcast(dfnum, dfden).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Fisher distribution.
See Also
--------
scipy.stats.f : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The F statistic is used to compare in-group variances to between-group
variances. Calculating the distribution depends on the sampling, and
so it is a function of the respective degrees of freedom in the
problem. The variable `dfnum` is the number of samples minus one, the
between-groups degrees of freedom, while `dfden` is the within-groups
degrees of freedom, the sum of the number of samples in each group
minus the number of groups.
References
----------
.. [1] Glantz, Stanton A. "Primer of Biostatistics.", McGraw-Hill,
Fifth Edition, 2002.
.. [2] Wikipedia, "F-distribution",
https://en.wikipedia.org/wiki/F-distribution
Examples
--------
An example from Glantz[1], pp 47-40:
Two groups, children of diabetics (25 people) and children from people
without diabetes (25 controls). Fasting blood glucose was measured,
case group had a mean value of 86.1, controls had a mean value of
82.2. Standard deviations were 2.09 and 2.49 respectively. Are these
data consistent with the null hypothesis that the parents diabetic
status does not affect their children's blood glucose levels?
Calculating the F statistic from the data gives a value of 36.01.
Draw samples from the distribution:
>>> dfnum = 1. # between group degrees of freedom
>>> dfden = 48. # within groups degrees of freedom
>>> s = np.random.default_rng().f(dfnum, dfden, 1000)
The lower bound for the top 1% of the samples is :
>>> np.sort(s)[-10]
7.61988120985 # random
So there is about a 1% chance that the F statistic will exceed 7.62,
the measured value is 36, so the null hypothesis is rejected at the 1%
level.
exponential(scale=1.0, size=None)
Draw samples from an exponential distribution.
Its probability density function is
.. math:: f(x; \frac{1}{\beta}) = \frac{1}{\beta} \exp(-\frac{x}{\beta}),
for ``x > 0`` and 0 elsewhere. :math:`\beta` is the scale parameter,
which is the inverse of the rate parameter :math:`\lambda = 1/\beta`.
The rate parameter is an alternative, widely used parameterization
of the exponential distribution [3]_.
The exponential distribution is a continuous analogue of the
geometric distribution. It describes many common situations, such as
the size of raindrops measured over many rainstorms [1]_, or the time
between page requests to Wikipedia [2]_.
Parameters
----------
scale : float or array_like of floats
The scale parameter, :math:`\beta = 1/\lambda`. Must be
non-negative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``scale`` is a scalar. Otherwise,
``np.array(scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized exponential distribution.
Examples
--------
A real world example: Assume a company has 10000 customer support
agents and the average time between customer calls is 4 minutes.
>>> n = 10000
>>> time_between_calls = np.random.default_rng().exponential(scale=4, size=n)
What is the probability that a customer will call in the next
4 to 5 minutes?
>>> x = ((time_between_calls < 5).sum())/n
>>> y = ((time_between_calls < 4).sum())/n
>>> x-y
0.08 # may vary
References
----------
.. [1] Peyton Z. Peebles Jr., "Probability, Random Variables and
Random Signal Principles", 4th ed, 2001, p. 57.
.. [2] Wikipedia, "Poisson process",
https://en.wikipedia.org/wiki/Poisson_process
.. [3] Wikipedia, "Exponential distribution",
https://en.wikipedia.org/wiki/Exponential_distribution
choice(a, size=None, replace=True, p=None, axis=0, shuffle=True)
Generates a random sample from a given array
Parameters
----------
a : {array_like, int}
If an ndarray, a random sample is generated from its elements.
If an int, the random sample is generated from np.arange(a).
size : {int, tuple[int]}, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn from the 1-d `a`. If `a` has more
than one dimension, the `size` shape will be inserted into the
`axis` dimension, so the output ``ndim`` will be ``a.ndim - 1 +
len(size)``. Default is None, in which case a single value is
returned.
replace : bool, optional
Whether the sample is with or without replacement. Default is True,
meaning that a value of ``a`` can be selected multiple times.
p : 1-D array_like, optional
The probabilities associated with each entry in a.
If not given, the sample assumes a uniform distribution over all
entries in ``a``.
axis : int, optional
The axis along which the selection is performed. The default, 0,
selects by row.
shuffle : bool, optional
Whether the sample is shuffled when sampling without replacement.
Default is True, False provides a speedup.
Returns
-------
samples : single item or ndarray
The generated random samples
Raises
------
ValueError
If a is an int and less than zero, if p is not 1-dimensional, if
a is array-like with a size 0, if p is not a vector of
probabilities, if a and p have different lengths, or if
replace=False and the sample size is greater than the population
size.
See Also
--------
integers, shuffle, permutation
Notes
-----
Setting user-specified probabilities through ``p`` uses a more general but less
efficient sampler than the default. The general sampler produces a different sample
than the optimized sampler even if each element of ``p`` is 1 / len(a).
Examples
--------
Generate a uniform random sample from np.arange(5) of size 3:
>>> rng = np.random.default_rng()
>>> rng.choice(5, 3)
array([0, 3, 4]) # random
>>> #This is equivalent to rng.integers(0,5,3)
Generate a non-uniform random sample from np.arange(5) of size 3:
>>> rng.choice(5, 3, p=[0.1, 0, 0.3, 0.6, 0])
array([3, 3, 0]) # random
Generate a uniform random sample from np.arange(5) of size 3 without
replacement:
>>> rng.choice(5, 3, replace=False)
array([3,1,0]) # random
>>> #This is equivalent to rng.permutation(np.arange(5))[:3]
Generate a uniform random sample from a 2-D array along the first
axis (the default), without replacement:
>>> rng.choice([[0, 1, 2], [3, 4, 5], [6, 7, 8]], 2, replace=False)
array([[3, 4, 5], # random
[0, 1, 2]])
Generate a non-uniform random sample from np.arange(5) of size
3 without replacement:
>>> rng.choice(5, 3, replace=False, p=[0.1, 0, 0.3, 0.6, 0])
array([2, 3, 0]) # random
Any of the above can be repeated with an arbitrary array-like
instead of just integers. For instance:
>>> aa_milne_arr = ['pooh', 'rabbit', 'piglet', 'Christopher']
>>> rng.choice(aa_milne_arr, 5, p=[0.5, 0.1, 0.1, 0.3])
array(['pooh', 'pooh', 'pooh', 'Christopher', 'piglet'], # random
dtype='<U11')
chisquare(df, size=None)
Draw samples from a chi-square distribution.
When `df` independent random variables, each with standard normal
distributions (mean 0, variance 1), are squared and summed, the
resulting distribution is chi-square (see Notes). This distribution
is often used in hypothesis testing.
Parameters
----------
df : float or array_like of floats
Number of degrees of freedom, must be > 0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``df`` is a scalar. Otherwise,
``np.array(df).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized chi-square distribution.
Raises
------
ValueError
When `df` <= 0 or when an inappropriate `size` (e.g. ``size=-1``)
is given.
Notes
-----
The variable obtained by summing the squares of `df` independent,
standard normally distributed random variables:
.. math:: Q = \sum_{i=0}^{\mathtt{df}} X^2_i
is chi-square distributed, denoted
.. math:: Q \sim \chi^2_k.
The probability density function of the chi-squared distribution is
.. math:: p(x) = \frac{(1/2)^{k/2}}{\Gamma(k/2)}
x^{k/2 - 1} e^{-x/2},
where :math:`\Gamma` is the gamma function,
.. math:: \Gamma(x) = \int_0^{-\infty} t^{x - 1} e^{-t} dt.
References
----------
.. [1] NIST "Engineering Statistics Handbook"
https://www.itl.nist.gov/div898/handbook/eda/section3/eda3666.htm
Examples
--------
>>> np.random.default_rng().chisquare(2,4)
array([ 1.89920014, 9.00867716, 3.13710533, 5.62318272]) # random
bytes(length)
Return random bytes.
Parameters
----------
length : int
Number of random bytes.
Returns
-------
out : bytes
String of length `length`.
Examples
--------
>>> np.random.default_rng().bytes(10)
b'\xfeC\x9b\x86\x17\xf2\xa1\xafcp' # random
binomial(n, p, size=None)
Draw samples from a binomial distribution.
Samples are drawn from a binomial distribution with specified
parameters, n trials and p probability of success where
n an integer >= 0 and p is in the interval [0,1]. (n may be
input as a float, but it is truncated to an integer in use)
Parameters
----------
n : int or array_like of ints
Parameter of the distribution, >= 0. Floats are also accepted,
but they will be truncated to integers.
p : float or array_like of floats
Parameter of the distribution, >= 0 and <=1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``n`` and ``p`` are both scalars.
Otherwise, ``np.broadcast(n, p).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized binomial distribution, where
each sample is equal to the number of successes over the n trials.
See Also
--------
scipy.stats.binom : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability density for the binomial distribution is
.. math:: P(N) = \binom{n}{N}p^N(1-p)^{n-N},
where :math:`n` is the number of trials, :math:`p` is the probability
of success, and :math:`N` is the number of successes.
When estimating the standard error of a proportion in a population by
using a random sample, the normal distribution works well unless the
product p*n <=5, where p = population proportion estimate, and n =
number of samples, in which case the binomial distribution is used
instead. For example, a sample of 15 people shows 4 who are left
handed, and 11 who are right handed. Then p = 4/15 = 27%. 0.27*15 = 4,
so the binomial distribution should be used in this case.
References
----------
.. [1] Dalgaard, Peter, "Introductory Statistics with R",
Springer-Verlag, 2002.
.. [2] Glantz, Stanton A. "Primer of Biostatistics.", McGraw-Hill,
Fifth Edition, 2002.
.. [3] Lentner, Marvin, "Elementary Applied Statistics", Bogden
and Quigley, 1972.
.. [4] Weisstein, Eric W. "Binomial Distribution." From MathWorld--A
Wolfram Web Resource.
http://mathworld.wolfram.com/BinomialDistribution.html
.. [5] Wikipedia, "Binomial distribution",
https://en.wikipedia.org/wiki/Binomial_distribution
Examples
--------
Draw samples from the distribution:
>>> rng = np.random.default_rng()
>>> n, p = 10, .5 # number of trials, probability of each trial
>>> s = rng.binomial(n, p, 1000)
# result of flipping a coin 10 times, tested 1000 times.
A real world example. A company drills 9 wild-cat oil exploration
wells, each with an estimated probability of success of 0.1. All nine
wells fail. What is the probability of that happening?
Let's do 20,000 trials of the model, and count the number that
generate zero positive results.
>>> sum(rng.binomial(9, 0.1, 20000) == 0)/20000.
# answer = 0.38885, or 39%.
.astype(np.float64)) > 1.0. The pvals array is cast to 64-bit floating point prior to checking the sum. Precision changes when casting may cause problems even if the sum of the original pvals is valid. When method is 'count', sum(colors) must not exceed %d Generator.permutation (line 4797) Generator.multinomial (line 3838) Axis argument is only supported on ndarray objects
wald(mean, scale, size=None)
Draw samples from a Wald, or inverse Gaussian, distribution.
As the scale approaches infinity, the distribution becomes more like a
Gaussian. Some references claim that the Wald is an inverse Gaussian
with mean equal to 1, but this is by no means universal.
The inverse Gaussian distribution was first studied in relationship to
Brownian motion. In 1956 M.C.K. Tweedie used the name inverse Gaussian
because there is an inverse relationship between the time to cover a
unit distance and distance covered in unit time.
Parameters
----------
mean : float or array_like of floats
Distribution mean, must be > 0.
scale : float or array_like of floats
Scale parameter, must be > 0.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``mean`` and ``scale`` are both scalars.
Otherwise, ``np.broadcast(mean, scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Wald distribution.
Notes
-----
The probability density function for the Wald distribution is
.. math:: P(x;mean,scale) = \sqrt{\frac{scale}{2\pi x^3}}e^
\frac{-scale(x-mean)^2}{2\cdotp mean^2x}
As noted above the inverse Gaussian distribution first arise
from attempts to model Brownian motion. It is also a
competitor to the Weibull for use in reliability modeling and
modeling stock returns and interest rate processes.
References
----------
.. [1] Brighton Webs Ltd., Wald Distribution,
https://web.archive.org/web/20090423014010/http://www.brighton-webs.co.uk:80/distributions/wald.asp
.. [2] Chhikara, Raj S., and Folks, J. Leroy, "The Inverse Gaussian
Distribution: Theory : Methodology, and Applications", CRC Press,
1988.
.. [3] Wikipedia, "Inverse Gaussian distribution"
https://en.wikipedia.org/wiki/Inverse_Gaussian_distribution
Examples
--------
Draw values from the distribution and plot the histogram:
>>> import matplotlib.pyplot as plt
>>> h = plt.hist(np.random.default_rng().wald(3, 2, 100000), bins=200, density=True)
>>> plt.show()
<strided and direct or indirect>
standard_gamma(shape, size=None, dtype=np.float64, out=None)
Draw samples from a standard Gamma distribution.
Samples are drawn from a Gamma distribution with specified parameters,
shape (sometimes designated "k") and scale=1.
Parameters
----------
shape : float or array_like of floats
Parameter, must be non-negative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``shape`` is a scalar. Otherwise,
``np.array(shape).size`` samples are drawn.
dtype : dtype, optional
Desired dtype of the result, only `float64` and `float32` are supported.
Byteorder must be native. The default value is np.float64.
out : ndarray, optional
Alternative output array in which to place the result. If size is
not None, it must have the same shape as the provided size and
must match the type of the output values.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized standard gamma distribution.
See Also
--------
scipy.stats.gamma : probability density function, distribution or
cumulative density function, etc.
Notes
-----
The probability density for the Gamma distribution is
.. math:: p(x) = x^{k-1}\frac{e^{-x/\theta}}{\theta^k\Gamma(k)},
where :math:`k` is the shape and :math:`\theta` the scale,
and :math:`\Gamma` is the Gamma function.
The Gamma distribution is often used to model the times to failure of
electronic components, and arises naturally in processes for which the
waiting times between Poisson distributed events are relevant.
References
----------
.. [1] Weisstein, Eric W. "Gamma Distribution." From MathWorld--A
Wolfram Web Resource.
http://mathworld.wolfram.com/GammaDistribution.html
.. [2] Wikipedia, "Gamma distribution",
https://en.wikipedia.org/wiki/Gamma_distribution
Examples
--------
Draw samples from the distribution:
>>> shape, scale = 2., 1. # mean and width
>>> s = np.random.default_rng().standard_gamma(shape, 1000000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> import scipy.special as sps # doctest: +SKIP
>>> count, bins, ignored = plt.hist(s, 50, density=True)
>>> y = bins**(shape-1) * ((np.exp(-bins/scale))/ # doctest: +SKIP
... (sps.gamma(shape) * scale**shape))
>>> plt.plot(bins, y, linewidth=2, color='r') # doctest: +SKIP
>>> plt.show()
standard_exponential(size=None, dtype=np.float64, method='zig', out=None)
Draw samples from the standard exponential distribution.
`standard_exponential` is identical to the exponential distribution
with a scale parameter of 1.
Parameters
----------
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. Default is None, in which case a
single value is returned.
dtype : dtype, optional
Desired dtype of the result, only `float64` and `float32` are supported.
Byteorder must be native. The default value is np.float64.
method : str, optional
Either 'inv' or 'zig'. 'inv' uses the default inverse CDF method.
'zig' uses the much faster Ziggurat method of Marsaglia and Tsang.
out : ndarray, optional
Alternative output array in which to place the result. If size is not None,
it must have the same shape as the provided size and must match the type of
the output values.
Returns
-------
out : float or ndarray
Drawn samples.
Examples
--------
Output a 3x8000 array:
>>> n = np.random.default_rng().standard_exponential((3, 8000))
standard_cauchy(size=None)
Draw samples from a standard Cauchy distribution with mode = 0.
Also known as the Lorentz distribution.
Parameters
----------
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. Default is None, in which case a
single value is returned.
Returns
-------
samples : ndarray or scalar
The drawn samples.
Notes
-----
The probability density function for the full Cauchy distribution is
.. math:: P(x; x_0, \gamma) = \frac{1}{\pi \gamma \bigl[ 1+
(\frac{x-x_0}{\gamma})^2 \bigr] }
and the Standard Cauchy distribution just sets :math:`x_0=0` and
:math:`\gamma=1`
The Cauchy distribution arises in the solution to the driven harmonic
oscillator problem, and also describes spectral line broadening. It
also describes the distribution of values at which a line tilted at
a random angle will cut the x axis.
When studying hypothesis tests that assume normality, seeing how the
tests perform on data from a Cauchy distribution is a good indicator of
their sensitivity to a heavy-tailed distribution, since the Cauchy looks
very much like a Gaussian distribution, but with heavier tails.
References
----------
.. [1] NIST/SEMATECH e-Handbook of Statistical Methods, "Cauchy
Distribution",
https://www.itl.nist.gov/div898/handbook/eda/section3/eda3663.htm
.. [2] Weisstein, Eric W. "Cauchy Distribution." From MathWorld--A
Wolfram Web Resource.
http://mathworld.wolfram.com/CauchyDistribution.html
.. [3] Wikipedia, "Cauchy distribution"
https://en.wikipedia.org/wiki/Cauchy_distribution
Examples
--------
Draw samples and plot the distribution:
>>> import matplotlib.pyplot as plt
>>> s = np.random.default_rng().standard_cauchy(1000000)
>>> s = s[(s>-25) & (s<25)] # truncate distribution so it plots well
>>> plt.hist(s, bins=100)
>>> plt.show()
poisson(lam=1.0, size=None)
Draw samples from a Poisson distribution.
The Poisson distribution is the limit of the binomial distribution
for large N.
Parameters
----------
lam : float or array_like of floats
Expected number of events occurring in a fixed-time interval,
must be >= 0. A sequence must be broadcastable over the requested
size.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``lam`` is a scalar. Otherwise,
``np.array(lam).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Poisson distribution.
Notes
-----
The Poisson distribution
.. math:: f(k; \lambda)=\frac{\lambda^k e^{-\lambda}}{k!}
For events with an expected separation :math:`\lambda` the Poisson
distribution :math:`f(k; \lambda)` describes the probability of
:math:`k` events occurring within the observed
interval :math:`\lambda`.
Because the output is limited to the range of the C int64 type, a
ValueError is raised when `lam` is within 10 sigma of the maximum
representable value.
References
----------
.. [1] Weisstein, Eric W. "Poisson Distribution."
From MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/PoissonDistribution.html
.. [2] Wikipedia, "Poisson distribution",
https://en.wikipedia.org/wiki/Poisson_distribution
Examples
--------
Draw samples from the distribution:
>>> import numpy as np
>>> rng = np.random.default_rng()
>>> s = rng.poisson(5, 10000)
Display histogram of the sample:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, 14, density=True)
>>> plt.show()
Draw each 100 values for lambda 100 and 500:
>>> s = rng.poisson(lam=(100., 500.), size=(100, 2))
' object which is not a subclass of 'Sequence'; `shuffle` is not guaranteed to behave correctly. E.g., non-numpy array/tensor objects with view semantics may contain duplicates after shuffling.
laplace(loc=0.0, scale=1.0, size=None)
Draw samples from the Laplace or double exponential distribution with
specified location (or mean) and scale (decay).
The Laplace distribution is similar to the Gaussian/normal distribution,
but is sharper at the peak and has fatter tails. It represents the
difference between two independent, identically distributed exponential
random variables.
Parameters
----------
loc : float or array_like of floats, optional
The position, :math:`\mu`, of the distribution peak. Default is 0.
scale : float or array_like of floats, optional
:math:`\lambda`, the exponential decay. Default is 1. Must be non-
negative.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``loc`` and ``scale`` are both scalars.
Otherwise, ``np.broadcast(loc, scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Laplace distribution.
Notes
-----
It has the probability density function
.. math:: f(x; \mu, \lambda) = \frac{1}{2\lambda}
\exp\left(-\frac{|x - \mu|}{\lambda}\right).
The first law of Laplace, from 1774, states that the frequency
of an error can be expressed as an exponential function of the
absolute magnitude of the error, which leads to the Laplace
distribution. For many problems in economics and health
sciences, this distribution seems to model the data better
than the standard Gaussian distribution.
References
----------
.. [1] Abramowitz, M. and Stegun, I. A. (Eds.). "Handbook of
Mathematical Functions with Formulas, Graphs, and Mathematical
Tables, 9th printing," New York: Dover, 1972.
.. [2] Kotz, Samuel, et. al. "The Laplace Distribution and
Generalizations, " Birkhauser, 2001.
.. [3] Weisstein, Eric W. "Laplace Distribution."
From MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/LaplaceDistribution.html
.. [4] Wikipedia, "Laplace distribution",
https://en.wikipedia.org/wiki/Laplace_distribution
Examples
--------
Draw samples from the distribution
>>> loc, scale = 0., 1.
>>> s = np.random.default_rng().laplace(loc, scale, 1000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, 30, density=True)
>>> x = np.arange(-8., 8., .01)
>>> pdf = np.exp(-abs(x-loc)/scale)/(2.*scale)
>>> plt.plot(x, pdf)
Plot Gaussian for comparison:
>>> g = (1/(scale * np.sqrt(2 * np.pi)) *
... np.exp(-(x - loc)**2 / (2 * scale**2)))
>>> plt.plot(x,g)
dirichlet(alpha, size=None)
Draw samples from the Dirichlet distribution.
Draw `size` samples of dimension k from a Dirichlet distribution. A
Dirichlet-distributed random variable can be seen as a multivariate
generalization of a Beta distribution. The Dirichlet distribution
is a conjugate prior of a multinomial distribution in Bayesian
inference.
Parameters
----------
alpha : sequence of floats, length k
Parameter of the distribution (length ``k`` for sample of
length ``k``).
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n)``, then
``m * n * k`` samples are drawn. Default is None, in which case a
vector of length ``k`` is returned.
Returns
-------
samples : ndarray,
The drawn samples, of shape ``(size, k)``.
Raises
------
ValueError
If any value in ``alpha`` is less than zero
Notes
-----
The Dirichlet distribution is a distribution over vectors
:math:`x` that fulfil the conditions :math:`x_i>0` and
:math:`\sum_{i=1}^k x_i = 1`.
The probability density function :math:`p` of a
Dirichlet-distributed random vector :math:`X` is
proportional to
.. math:: p(x) \propto \prod_{i=1}^{k}{x^{\alpha_i-1}_i},
where :math:`\alpha` is a vector containing the positive
concentration parameters.
The method uses the following property for computation: let :math:`Y`
be a random vector which has components that follow a standard gamma
distribution, then :math:`X = \frac{1}{\sum_{i=1}^k{Y_i}} Y`
is Dirichlet-distributed
References
----------
.. [1] David McKay, "Information Theory, Inference and Learning
Algorithms," chapter 23,
http://www.inference.org.uk/mackay/itila/
.. [2] Wikipedia, "Dirichlet distribution",
https://en.wikipedia.org/wiki/Dirichlet_distribution
Examples
--------
Taking an example cited in Wikipedia, this distribution can be used if
one wanted to cut strings (each of initial length 1.0) into K pieces
with different lengths, where each piece had, on average, a designated
average length, but allowing some variation in the relative sizes of
the pieces.
>>> s = np.random.default_rng().dirichlet((10, 5, 3), 20).transpose()
>>> import matplotlib.pyplot as plt
>>> plt.barh(range(20), s[0])
>>> plt.barh(range(20), s[1], left=s[0], color='g')
>>> plt.barh(range(20), s[2], left=s[0]+s[1], color='r')
>>> plt.title("Lengths of Strings")
Unsupported dtype %r for random Generator.triangular (line 2794) Generator.standard_t (line 1774) Generator.exponential (line 405) unable to allocate array data. probabilities do not sum to 1 Generator.logseries (line 3517) Generator.lognormal (line 2545) Generator.geometric (line 3323) Generator.dirichlet (line 4300) Generator.chisquare (line 1561) Generator.vonmises (line 1880) Generator.rayleigh (line 2657) Generator.permuted (line 4505) Generator.logistic (line 2465) Generator.binomial (line 2894) numpy/random/_generator.pyx nsample must be nonnegative. itemsize <= 0 for cython.array a and p must have same size Step may not be zero (axis %d) Generator.weibull (line 2061) Generator.shuffle (line 4665) Generator.poisson (line 3162) Generator.laplace (line 2261) Generator.integers (line 526) nsample must be an integer mean must be 1 dimensional Range exceeds valid bounds Index out of bounds (axis %d) Generator.uniform (line 945) Generator.pareto (line 1963) Generator.normal (line 1123) Generator.gumbel (line 2346) probabilities contain NaN out must be a numpy array nsample must not exceed %d Generator.random (line 299) Generator.power (line 2160) Generator.gamma (line 1317) Generator.choice (line 681) Dimension %d is not direct Generator.zipf (line 3235) Generator.wald (line 2726) Generator.spawn (line 241) Generator.bytes (line 653) p must be 1-dimensional numpy.random._generator <contiguous and indirect> <MemoryView of %r at 0x%x> <MemoryView of %r object> Cannot index with type ' numpy.core.multiarray default_rng (line 4869) <contiguous and direct> Invalid shape in axis Generator.f (line 1395) <strided and indirect> normalize_axis_index you are shuffling a ' NotImplementedError <strided and direct> nsample > sum(colors) ngood + nbad < nsample cline_in_traceback array is read-only __pyx_unpickle_Enum ascontiguousarray may_share_memory standard_normal __setstate_cython__ __pyx_PickleError _poisson_lam_max dtype_is_object collections.abc allocate_buffer View.MemoryView __generator_ctor RuntimeWarning AssertionError __reduce_cython__ count_nonzero __class_getitem__ bit_generator OverflowError version_info <stringsource> searchsorted return_index __pyx_checksum numpy.linalg _initializing default_rng collections check_valid UserWarning PickleError Output size MemoryError ImportError stacklevel __pyx_vtable__ __pyx_result n_children mode > right logical_or left == right issubdtype empty_like ValueError IndexError writeable sum(pvals __reduce_ex__ __pyx_state marginals left > mode isenabled hasobject enumerate TypeError Generator warnings swapaxes subtract __setstate__ reversed register reduce __pyx_type _pickle operator itemsize isscalar isnative isfinite integers high - low __getstate__ endpoint cholesky allclose Sequence Ellipsis tobytes strides shuffle __rmatmul__ reshape replace nsample memview __imatmul__ greater fortran float64 float32 disable casting capsule at 0x{:X} asarray alpha < 0 update unpack unique uint64 uint32 uint16 struct __reduce__ random pickle __name__ method __matmul__ length __import__ ignore format encode enable double cumsum copyto colors astype arange zeros uint8 state start spawn sigma shape scale right ravel range raise pvals _pcg64 order numpy ngood kappa isnan int64 int32 int16 index flags finfo error equal __enter__ empty dtype dfnum dfden count __class__ array alpha PCG64 ASCII warn __test__ take stop step sqrt __spec__ sort size side seed safe rtol prod pack nonc ndim nbad name mode mean __main__ lock less left item intp int8 high full __exit__ eigh __dict__ copy bool_ base axis atol None zig tol sys svd sum __str__ out obj __new__ max low loc lam (got eps dot cov any and all add abc ? ( [...,:-1] ) > 1.0 <u4 np mu id gc df ) ' * . x p n c b a T O K A [:-1] : @ ? $@ eA333333? C?:0yE>qh ? ? ?/*p?3f?(_?xY?յS?N?J? F?DB?Qt??u+<?
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