python – Generate random numbers with a given (numerical) distribution

python – Generate random numbers with a given (numerical) distribution

scipy.stats.rv_discrete might be what you want. You can supply your probabilities via the values parameter. You can then use the rvs() method of the distribution object to generate random numbers.

As pointed out by Eugene Pakhomov in the comments, you can also pass a p keyword parameter to numpy.random.choice(), e.g.

numpy.random.choice(numpy.arange(1, 7), p=[0.1, 0.05, 0.05, 0.2, 0.4, 0.2])

If you are using Python 3.6 or above, you can use random.choices() from the standard library – see the answer by Mark Dickinson.

Since Python 3.6, theres a solution for this in Pythons standard library, namely random.choices.

Example usage: lets set up a population and weights matching those in the OPs question:

>>> from random import choices
>>> population = [1, 2, 3, 4, 5, 6]
>>> weights = [0.1, 0.05, 0.05, 0.2, 0.4, 0.2]

Now choices(population, weights) generates a single sample:

>>> choices(population, weights)

The optional keyword-only argument k allows one to request more than one sample at once. This is valuable because theres some preparatory work that random.choices has to do every time its called, prior to generating any samples; by generating many samples at once, we only have to do that preparatory work once. Here we generate a million samples, and use collections.Counter to check that the distribution we get roughly matches the weights we gave.

>>> million_samples = choices(population, weights, k=10**6)
>>> from collections import Counter
>>> Counter(million_samples)
Counter({5: 399616, 6: 200387, 4: 200117, 1: 99636, 3: 50219, 2: 50025})

python – Generate random numbers with a given (numerical) distribution

An advantage to generating the list using CDF is that you can use binary search. While you need O(n) time and space for preprocessing, you can get k numbers in O(k log n). Since normal Python lists are inefficient, you can use array module.

If you insist on constant space, you can do the following; O(n) time, O(1) space.

def random_distr(l):
    r = random.uniform(0, 1)
    s = 0
    for item, prob in l:
        s += prob
        if s >= r:
            return item
    return item  # Might occur because of floating point inaccuracies

Leave a Reply

Your email address will not be published.