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Georg Brandl116aa622007-08-15 14:28:22 +00001:mod:`random` --- Generate pseudo-random numbers
2================================================
3
4.. module:: random
5 :synopsis: Generate pseudo-random numbers with various common distributions.
6
Raymond Hettinger10480942011-01-10 03:26:08 +00007**Source code:** :source:`Lib/random.py`
Georg Brandl116aa622007-08-15 14:28:22 +00008
Raymond Hettinger4f707fd2011-01-10 19:54:11 +00009--------------
10
Georg Brandl116aa622007-08-15 14:28:22 +000011This module implements pseudo-random number generators for various
12distributions.
13
Raymond Hettingerb21dac12010-09-07 05:32:49 +000014For integers, there is uniform selection from a range. For sequences, there is
15uniform selection of a random element, a function to generate a random
16permutation of a list in-place, and a function for random sampling without
17replacement.
Georg Brandl116aa622007-08-15 14:28:22 +000018
19On the real line, there are functions to compute uniform, normal (Gaussian),
20lognormal, negative exponential, gamma, and beta distributions. For generating
21distributions of angles, the von Mises distribution is available.
22
Georg Brandl92849d12016-02-19 08:57:38 +010023Almost all module functions depend on the basic function :func:`.random`, which
Georg Brandl116aa622007-08-15 14:28:22 +000024generates a random float uniformly in the semi-open range [0.0, 1.0). Python
25uses the Mersenne Twister as the core generator. It produces 53-bit precision
26floats and has a period of 2\*\*19937-1. The underlying implementation in C is
27both fast and threadsafe. The Mersenne Twister is one of the most extensively
28tested random number generators in existence. However, being completely
29deterministic, it is not suitable for all purposes, and is completely unsuitable
30for cryptographic purposes.
31
32The functions supplied by this module are actually bound methods of a hidden
33instance of the :class:`random.Random` class. You can instantiate your own
Raymond Hettinger28de64f2008-01-13 23:40:30 +000034instances of :class:`Random` to get generators that don't share state.
Georg Brandl116aa622007-08-15 14:28:22 +000035
36Class :class:`Random` can also be subclassed if you want to use a different
Georg Brandl92849d12016-02-19 08:57:38 +010037basic generator of your own devising: in that case, override the :meth:`~Random.random`,
38:meth:`~Random.seed`, :meth:`~Random.getstate`, and :meth:`~Random.setstate` methods.
39Optionally, a new generator can supply a :meth:`~Random.getrandbits` method --- this
Georg Brandl116aa622007-08-15 14:28:22 +000040allows :meth:`randrange` to produce selections over an arbitrarily large range.
41
Benjamin Peterson21896a32010-03-21 22:03:03 +000042The :mod:`random` module also provides the :class:`SystemRandom` class which
43uses the system function :func:`os.urandom` to generate random numbers
44from sources provided by the operating system.
Georg Brandl116aa622007-08-15 14:28:22 +000045
Raymond Hettingerc89a4512014-05-11 02:26:23 -070046.. warning::
47
48 The pseudo-random generators of this module should not be used for
Steven D'Apranob2871fa2016-04-17 01:42:33 +100049 security purposes. For security or cryptographic uses, see the
50 :mod:`secrets` module.
Raymond Hettingerc89a4512014-05-11 02:26:23 -070051
Raymond Hettingere1329102016-11-21 12:33:50 -080052.. seealso::
Georg Brandl116aa622007-08-15 14:28:22 +000053
Raymond Hettingere1329102016-11-21 12:33:50 -080054 M. Matsumoto and T. Nishimura, "Mersenne Twister: A 623-dimensionally
55 equidistributed uniform pseudorandom number generator", ACM Transactions on
Serhiy Storchaka0264e462016-11-26 13:49:59 +020056 Modeling and Computer Simulation Vol. 8, No. 1, January pp.3--30 1998.
Raymond Hettingere1329102016-11-21 12:33:50 -080057
58
59 `Complementary-Multiply-with-Carry recipe
60 <https://code.activestate.com/recipes/576707/>`_ for a compatible alternative
61 random number generator with a long period and comparatively simple update
62 operations.
63
64
65Bookkeeping functions
66---------------------
Georg Brandl116aa622007-08-15 14:28:22 +000067
Ezio Melottie0add762012-09-14 06:32:35 +030068.. function:: seed(a=None, version=2)
Georg Brandl116aa622007-08-15 14:28:22 +000069
Raymond Hettingerf763a722010-09-07 00:38:15 +000070 Initialize the random number generator.
Georg Brandl116aa622007-08-15 14:28:22 +000071
Ezio Melottie0add762012-09-14 06:32:35 +030072 If *a* is omitted or ``None``, the current system time is used. If
Raymond Hettingerf763a722010-09-07 00:38:15 +000073 randomness sources are provided by the operating system, they are used
74 instead of the system time (see the :func:`os.urandom` function for details
75 on availability).
Georg Brandl116aa622007-08-15 14:28:22 +000076
Ezio Melottie0add762012-09-14 06:32:35 +030077 If *a* is an int, it is used directly.
Raymond Hettingerf763a722010-09-07 00:38:15 +000078
79 With version 2 (the default), a :class:`str`, :class:`bytes`, or :class:`bytearray`
Raymond Hettinger16eb8272016-09-04 11:17:28 -070080 object gets converted to an :class:`int` and all of its bits are used.
81
82 With version 1 (provided for reproducing random sequences from older versions
83 of Python), the algorithm for :class:`str` and :class:`bytes` generates a
84 narrower range of seeds.
Raymond Hettingerf763a722010-09-07 00:38:15 +000085
86 .. versionchanged:: 3.2
87 Moved to the version 2 scheme which uses all of the bits in a string seed.
Georg Brandl116aa622007-08-15 14:28:22 +000088
Raymond Hettingerd0cdeaa2019-08-22 09:19:36 -070089 .. deprecated:: 3.9
90 In the future, the *seed* must be one of the following types:
91 *NoneType*, :class:`int`, :class:`float`, :class:`str`,
92 :class:`bytes`, or :class:`bytearray`.
93
Georg Brandl116aa622007-08-15 14:28:22 +000094.. function:: getstate()
95
96 Return an object capturing the current internal state of the generator. This
97 object can be passed to :func:`setstate` to restore the state.
98
Georg Brandl116aa622007-08-15 14:28:22 +000099
100.. function:: setstate(state)
101
102 *state* should have been obtained from a previous call to :func:`getstate`, and
103 :func:`setstate` restores the internal state of the generator to what it was at
Sandro Tosi985104a2012-08-12 15:12:15 +0200104 the time :func:`getstate` was called.
Georg Brandl116aa622007-08-15 14:28:22 +0000105
Georg Brandl116aa622007-08-15 14:28:22 +0000106
Georg Brandl116aa622007-08-15 14:28:22 +0000107.. function:: getrandbits(k)
108
Ezio Melotti0639d5a2009-12-19 23:26:38 +0000109 Returns a Python integer with *k* random bits. This method is supplied with
Georg Brandl5c106642007-11-29 17:41:05 +0000110 the MersenneTwister generator and some other generators may also provide it
Georg Brandl116aa622007-08-15 14:28:22 +0000111 as an optional part of the API. When available, :meth:`getrandbits` enables
112 :meth:`randrange` to handle arbitrarily large ranges.
113
Antoine Pitrou75a33782020-04-17 19:32:14 +0200114 .. versionchanged:: 3.9
115 This method now accepts zero for *k*.
116
Georg Brandl116aa622007-08-15 14:28:22 +0000117
Victor Stinner9f5fe792020-04-17 19:05:35 +0200118.. function:: randbytes(n)
119
120 Generate *n* random bytes.
121
122 .. versionadded:: 3.9
123
124
Raymond Hettingere1329102016-11-21 12:33:50 -0800125Functions for integers
126----------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000127
Ezio Melottie0add762012-09-14 06:32:35 +0300128.. function:: randrange(stop)
129 randrange(start, stop[, step])
Georg Brandl116aa622007-08-15 14:28:22 +0000130
131 Return a randomly selected element from ``range(start, stop, step)``. This is
132 equivalent to ``choice(range(start, stop, step))``, but doesn't actually build a
133 range object.
134
Raymond Hettinger05156612010-09-07 04:44:52 +0000135 The positional argument pattern matches that of :func:`range`. Keyword arguments
136 should not be used because the function may use them in unexpected ways.
137
138 .. versionchanged:: 3.2
139 :meth:`randrange` is more sophisticated about producing equally distributed
140 values. Formerly it used a style like ``int(random()*n)`` which could produce
141 slightly uneven distributions.
Georg Brandl116aa622007-08-15 14:28:22 +0000142
143.. function:: randint(a, b)
144
Raymond Hettingerafd30452009-02-24 10:57:02 +0000145 Return a random integer *N* such that ``a <= N <= b``. Alias for
146 ``randrange(a, b+1)``.
Georg Brandl116aa622007-08-15 14:28:22 +0000147
Georg Brandl116aa622007-08-15 14:28:22 +0000148
Raymond Hettingere1329102016-11-21 12:33:50 -0800149Functions for sequences
150-----------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000151
152.. function:: choice(seq)
153
154 Return a random element from the non-empty sequence *seq*. If *seq* is empty,
155 raises :exc:`IndexError`.
156
Raymond Hettinger9016f282016-09-26 21:45:57 -0700157.. function:: choices(population, weights=None, *, cum_weights=None, k=1)
Raymond Hettingere8f1e002016-09-06 17:15:29 -0700158
159 Return a *k* sized list of elements chosen from the *population* with replacement.
160 If the *population* is empty, raises :exc:`IndexError`.
161
162 If a *weights* sequence is specified, selections are made according to the
163 relative weights. Alternatively, if a *cum_weights* sequence is given, the
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400164 selections are made according to the cumulative weights (perhaps computed
165 using :func:`itertools.accumulate`). For example, the relative weights
166 ``[10, 5, 30, 5]`` are equivalent to the cumulative weights
167 ``[10, 15, 45, 50]``. Internally, the relative weights are converted to
168 cumulative weights before making selections, so supplying the cumulative
169 weights saves work.
Raymond Hettingere8f1e002016-09-06 17:15:29 -0700170
171 If neither *weights* nor *cum_weights* are specified, selections are made
172 with equal probability. If a weights sequence is supplied, it must be
173 the same length as the *population* sequence. It is a :exc:`TypeError`
174 to specify both *weights* and *cum_weights*.
175
176 The *weights* or *cum_weights* can use any numeric type that interoperates
177 with the :class:`float` values returned by :func:`random` (that includes
Raymond Hettinger041d8b42019-11-23 02:22:13 -0800178 integers, floats, and fractions but excludes decimals). Behavior is
179 undefined if any weight is negative. A :exc:`ValueError` is raised if all
180 weights are zero.
Georg Brandl116aa622007-08-15 14:28:22 +0000181
Raymond Hettinger40ebe942019-01-30 13:30:20 -0800182 For a given seed, the :func:`choices` function with equal weighting
183 typically produces a different sequence than repeated calls to
184 :func:`choice`. The algorithm used by :func:`choices` uses floating
185 point arithmetic for internal consistency and speed. The algorithm used
186 by :func:`choice` defaults to integer arithmetic with repeated selections
187 to avoid small biases from round-off error.
188
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400189 .. versionadded:: 3.6
190
Raymond Hettinger041d8b42019-11-23 02:22:13 -0800191 .. versionchanged:: 3.9
192 Raises a :exc:`ValueError` if all weights are zero.
193
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400194
Georg Brandl116aa622007-08-15 14:28:22 +0000195.. function:: shuffle(x[, random])
196
Raymond Hettingera3950e42016-11-17 01:49:54 -0800197 Shuffle the sequence *x* in place.
Georg Brandl116aa622007-08-15 14:28:22 +0000198
Raymond Hettingera3950e42016-11-17 01:49:54 -0800199 The optional argument *random* is a 0-argument function returning a random
200 float in [0.0, 1.0); by default, this is the function :func:`.random`.
201
202 To shuffle an immutable sequence and return a new shuffled list, use
203 ``sample(x, k=len(x))`` instead.
204
205 Note that even for small ``len(x)``, the total number of permutations of *x*
206 can quickly grow larger than the period of most random number generators.
207 This implies that most permutations of a long sequence can never be
208 generated. For example, a sequence of length 2080 is the largest that
209 can fit within the period of the Mersenne Twister random number generator.
Georg Brandl116aa622007-08-15 14:28:22 +0000210
211
212.. function:: sample(population, k)
213
Raymond Hettinger1acde192008-01-14 01:00:53 +0000214 Return a *k* length list of unique elements chosen from the population sequence
215 or set. Used for random sampling without replacement.
Georg Brandl116aa622007-08-15 14:28:22 +0000216
Georg Brandl116aa622007-08-15 14:28:22 +0000217 Returns a new list containing elements from the population while leaving the
218 original population unchanged. The resulting list is in selection order so that
219 all sub-slices will also be valid random samples. This allows raffle winners
220 (the sample) to be partitioned into grand prize and second place winners (the
221 subslices).
222
Guido van Rossum2cc30da2007-11-02 23:46:40 +0000223 Members of the population need not be :term:`hashable` or unique. If the population
Georg Brandl116aa622007-08-15 14:28:22 +0000224 contains repeats, then each occurrence is a possible selection in the sample.
225
Raymond Hettingera3950e42016-11-17 01:49:54 -0800226 To choose a sample from a range of integers, use a :func:`range` object as an
Georg Brandl116aa622007-08-15 14:28:22 +0000227 argument. This is especially fast and space efficient for sampling from a large
Raymond Hettingera3950e42016-11-17 01:49:54 -0800228 population: ``sample(range(10000000), k=60)``.
Georg Brandl116aa622007-08-15 14:28:22 +0000229
Raymond Hettingerf07d9492012-07-09 12:43:57 -0700230 If the sample size is larger than the population size, a :exc:`ValueError`
Raymond Hettinger86a20f82012-07-08 16:01:53 -0700231 is raised.
232
Raymond Hettingere1329102016-11-21 12:33:50 -0800233Real-valued distributions
234-------------------------
235
Georg Brandl116aa622007-08-15 14:28:22 +0000236The following functions generate specific real-valued distributions. Function
237parameters are named after the corresponding variables in the distribution's
238equation, as used in common mathematical practice; most of these equations can
239be found in any statistics text.
240
241
242.. function:: random()
243
244 Return the next random floating point number in the range [0.0, 1.0).
245
246
247.. function:: uniform(a, b)
248
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000249 Return a random floating point number *N* such that ``a <= N <= b`` for
250 ``a <= b`` and ``b <= N <= a`` for ``b < a``.
Georg Brandl116aa622007-08-15 14:28:22 +0000251
Raymond Hettingerbe40db02009-06-11 23:12:14 +0000252 The end-point value ``b`` may or may not be included in the range
253 depending on floating-point rounding in the equation ``a + (b-a) * random()``.
Benjamin Peterson35e8c462008-04-24 02:34:53 +0000254
Georg Brandl73dd7c72011-09-17 20:36:28 +0200255
Christian Heimesfe337bf2008-03-23 21:54:12 +0000256.. function:: triangular(low, high, mode)
257
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000258 Return a random floating point number *N* such that ``low <= N <= high`` and
Christian Heimescc47b052008-03-25 14:56:36 +0000259 with the specified *mode* between those bounds. The *low* and *high* bounds
260 default to zero and one. The *mode* argument defaults to the midpoint
261 between the bounds, giving a symmetric distribution.
Christian Heimesfe337bf2008-03-23 21:54:12 +0000262
Georg Brandl116aa622007-08-15 14:28:22 +0000263
264.. function:: betavariate(alpha, beta)
265
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000266 Beta distribution. Conditions on the parameters are ``alpha > 0`` and
267 ``beta > 0``. Returned values range between 0 and 1.
Georg Brandl116aa622007-08-15 14:28:22 +0000268
269
270.. function:: expovariate(lambd)
271
Mark Dickinson2f947362009-01-07 17:54:07 +0000272 Exponential distribution. *lambd* is 1.0 divided by the desired
273 mean. It should be nonzero. (The parameter would be called
274 "lambda", but that is a reserved word in Python.) Returned values
275 range from 0 to positive infinity if *lambd* is positive, and from
276 negative infinity to 0 if *lambd* is negative.
Georg Brandl116aa622007-08-15 14:28:22 +0000277
278
279.. function:: gammavariate(alpha, beta)
280
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000281 Gamma distribution. (*Not* the gamma function!) Conditions on the
282 parameters are ``alpha > 0`` and ``beta > 0``.
Georg Brandl116aa622007-08-15 14:28:22 +0000283
Georg Brandl73dd7c72011-09-17 20:36:28 +0200284 The probability distribution function is::
285
286 x ** (alpha - 1) * math.exp(-x / beta)
287 pdf(x) = --------------------------------------
288 math.gamma(alpha) * beta ** alpha
289
Georg Brandl116aa622007-08-15 14:28:22 +0000290
291.. function:: gauss(mu, sigma)
292
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000293 Gaussian distribution. *mu* is the mean, and *sigma* is the standard
294 deviation. This is slightly faster than the :func:`normalvariate` function
295 defined below.
Georg Brandl116aa622007-08-15 14:28:22 +0000296
297
298.. function:: lognormvariate(mu, sigma)
299
300 Log normal distribution. If you take the natural logarithm of this
301 distribution, you'll get a normal distribution with mean *mu* and standard
302 deviation *sigma*. *mu* can have any value, and *sigma* must be greater than
303 zero.
304
305
306.. function:: normalvariate(mu, sigma)
307
308 Normal distribution. *mu* is the mean, and *sigma* is the standard deviation.
309
310
311.. function:: vonmisesvariate(mu, kappa)
312
313 *mu* is the mean angle, expressed in radians between 0 and 2\*\ *pi*, and *kappa*
314 is the concentration parameter, which must be greater than or equal to zero. If
315 *kappa* is equal to zero, this distribution reduces to a uniform random angle
316 over the range 0 to 2\*\ *pi*.
317
318
319.. function:: paretovariate(alpha)
320
321 Pareto distribution. *alpha* is the shape parameter.
322
323
324.. function:: weibullvariate(alpha, beta)
325
326 Weibull distribution. *alpha* is the scale parameter and *beta* is the shape
327 parameter.
328
329
Raymond Hettingere1329102016-11-21 12:33:50 -0800330Alternative Generator
331---------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000332
Matthias Bussonnier31e8d692019-04-16 09:47:11 -0700333.. class:: Random([seed])
334
335 Class that implements the default pseudo-random number generator used by the
336 :mod:`random` module.
337
Raymond Hettingerd0cdeaa2019-08-22 09:19:36 -0700338 .. deprecated:: 3.9
339 In the future, the *seed* must be one of the following types:
340 :class:`NoneType`, :class:`int`, :class:`float`, :class:`str`,
341 :class:`bytes`, or :class:`bytearray`.
342
Georg Brandl116aa622007-08-15 14:28:22 +0000343.. class:: SystemRandom([seed])
344
345 Class that uses the :func:`os.urandom` function for generating random numbers
346 from sources provided by the operating system. Not available on all systems.
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000347 Does not rely on software state, and sequences are not reproducible. Accordingly,
Raymond Hettingerafd30452009-02-24 10:57:02 +0000348 the :meth:`seed` method has no effect and is ignored.
Georg Brandl116aa622007-08-15 14:28:22 +0000349 The :meth:`getstate` and :meth:`setstate` methods raise
350 :exc:`NotImplementedError` if called.
351
Georg Brandl116aa622007-08-15 14:28:22 +0000352
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000353Notes on Reproducibility
Antoine Pitroue72b5862010-12-12 20:13:31 +0000354------------------------
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000355
Julien Palard58a40542020-01-31 10:50:14 +0100356Sometimes it is useful to be able to reproduce the sequences given by a
357pseudo-random number generator. By re-using a seed value, the same sequence should be
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000358reproducible from run to run as long as multiple threads are not running.
359
360Most of the random module's algorithms and seeding functions are subject to
361change across Python versions, but two aspects are guaranteed not to change:
362
363* If a new seeding method is added, then a backward compatible seeder will be
364 offered.
365
Georg Brandl92849d12016-02-19 08:57:38 +0100366* The generator's :meth:`~Random.random` method will continue to produce the same
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000367 sequence when the compatible seeder is given the same seed.
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000368
Raymond Hettinger6e353942010-12-04 23:42:12 +0000369.. _random-examples:
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000370
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000371Examples and Recipes
Antoine Pitroue72b5862010-12-12 20:13:31 +0000372--------------------
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000373
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800374Basic examples::
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000375
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800376 >>> random() # Random float: 0.0 <= x < 1.0
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000377 0.37444887175646646
378
Raymond Hettingere1329102016-11-21 12:33:50 -0800379 >>> uniform(2.5, 10.0) # Random float: 2.5 <= x < 10.0
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800380 3.1800146073117523
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000381
Raymond Hettingere1329102016-11-21 12:33:50 -0800382 >>> expovariate(1 / 5) # Interval between arrivals averaging 5 seconds
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800383 5.148957571865031
384
Raymond Hettingere1329102016-11-21 12:33:50 -0800385 >>> randrange(10) # Integer from 0 to 9 inclusive
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000386 7
387
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800388 >>> randrange(0, 101, 2) # Even integer from 0 to 100 inclusive
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000389 26
390
Raymond Hettinger6befb642016-11-21 01:59:39 -0800391 >>> choice(['win', 'lose', 'draw']) # Single random element from a sequence
392 'draw'
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000393
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800394 >>> deck = 'ace two three four'.split()
395 >>> shuffle(deck) # Shuffle a list
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400396 >>> deck
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800397 ['four', 'two', 'ace', 'three']
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000398
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800399 >>> sample([10, 20, 30, 40, 50], k=4) # Four samples without replacement
400 [40, 10, 50, 30]
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000401
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800402Simulations::
403
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800404 >>> # Six roulette wheel spins (weighted sampling with replacement)
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400405 >>> choices(['red', 'black', 'green'], [18, 18, 2], k=6)
406 ['red', 'green', 'black', 'black', 'red', 'black']
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000407
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800408 >>> # Deal 20 cards without replacement from a deck of 52 playing cards
409 >>> # and determine the proportion of cards with a ten-value
410 >>> # (a ten, jack, queen, or king).
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800411 >>> deck = collections.Counter(tens=16, low_cards=36)
412 >>> seen = sample(list(deck.elements()), k=20)
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800413 >>> seen.count('tens') / 20
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800414 0.15
415
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800416 >>> # Estimate the probability of getting 5 or more heads from 7 spins
417 >>> # of a biased coin that settles on heads 60% of the time.
Raymond Hettinger9abb7252019-02-15 12:40:18 -0800418 >>> def trial():
419 ... return choices('HT', cum_weights=(0.60, 1.00), k=7).count('H') >= 5
420 ...
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800421 >>> sum(trial() for i in range(10000)) / 10000
Raymond Hettinger16ef5d42016-10-31 22:53:52 -0700422 0.4169
423
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800424 >>> # Probability of the median of 5 samples being in middle two quartiles
Raymond Hettinger9abb7252019-02-15 12:40:18 -0800425 >>> def trial():
426 ... return 2500 <= sorted(choices(range(10000), k=5))[2] < 7500
427 ...
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800428 >>> sum(trial() for i in range(10000)) / 10000
429 0.7958
430
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400431Example of `statistical bootstrapping
432<https://en.wikipedia.org/wiki/Bootstrapping_(statistics)>`_ using resampling
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800433with replacement to estimate a confidence interval for the mean of a sample of
434size five::
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000435
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400436 # http://statistics.about.com/od/Applications/a/Example-Of-Bootstrapping.htm
Raymond Hettinger47d99872019-02-21 15:06:29 -0800437 from statistics import fmean as mean
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400438 from random import choices
Raymond Hettingerf5b7c7b2016-09-05 13:15:02 -0700439
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400440 data = 1, 2, 4, 4, 10
441 means = sorted(mean(choices(data, k=5)) for i in range(20))
Raymond Hettinger2589ee32016-11-16 21:34:17 -0800442 print(f'The sample mean of {mean(data):.1f} has a 90% confidence '
443 f'interval from {means[1]:.1f} to {means[-2]:.1f}')
444
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800445Example of a `resampling permutation test
446<https://en.wikipedia.org/wiki/Resampling_(statistics)#Permutation_tests>`_
447to determine the statistical significance or `p-value
448<https://en.wikipedia.org/wiki/P-value>`_ of an observed difference
449between the effects of a drug versus a placebo::
450
451 # Example from "Statistics is Easy" by Dennis Shasha and Manda Wilson
Raymond Hettinger47d99872019-02-21 15:06:29 -0800452 from statistics import fmean as mean
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800453 from random import shuffle
454
455 drug = [54, 73, 53, 70, 73, 68, 52, 65, 65]
456 placebo = [54, 51, 58, 44, 55, 52, 42, 47, 58, 46]
457 observed_diff = mean(drug) - mean(placebo)
458
459 n = 10000
460 count = 0
461 combined = drug + placebo
462 for i in range(n):
463 shuffle(combined)
464 new_diff = mean(combined[:len(drug)]) - mean(combined[len(drug):])
465 count += (new_diff >= observed_diff)
466
467 print(f'{n} label reshufflings produced only {count} instances with a difference')
468 print(f'at least as extreme as the observed difference of {observed_diff:.1f}.')
469 print(f'The one-sided p-value of {count / n:.4f} leads us to reject the null')
Raymond Hettinger6befb642016-11-21 01:59:39 -0800470 print(f'hypothesis that there is no difference between the drug and the placebo.')
471
472Simulation of arrival times and service deliveries in a single server queue::
473
Raymond Hettinger1149d932016-11-21 14:13:07 -0800474 from random import expovariate, gauss
475 from statistics import mean, median, stdev
Raymond Hettinger6befb642016-11-21 01:59:39 -0800476
477 average_arrival_interval = 5.6
478 average_service_time = 5.0
479 stdev_service_time = 0.5
480
481 num_waiting = 0
Raymond Hettinger1149d932016-11-21 14:13:07 -0800482 arrivals = []
483 starts = []
Raymond Hettinger6befb642016-11-21 01:59:39 -0800484 arrival = service_end = 0.0
Raymond Hettinger8ab12582016-11-21 10:16:01 -0800485 for i in range(20000):
486 if arrival <= service_end:
487 num_waiting += 1
488 arrival += expovariate(1.0 / average_arrival_interval)
Raymond Hettinger1149d932016-11-21 14:13:07 -0800489 arrivals.append(arrival)
Raymond Hettinger8ab12582016-11-21 10:16:01 -0800490 else:
Raymond Hettinger6befb642016-11-21 01:59:39 -0800491 num_waiting -= 1
492 service_start = service_end if num_waiting else arrival
493 service_time = gauss(average_service_time, stdev_service_time)
494 service_end = service_start + service_time
Raymond Hettinger1149d932016-11-21 14:13:07 -0800495 starts.append(service_start)
496
497 waits = [start - arrival for arrival, start in zip(arrivals, starts)]
498 print(f'Mean wait: {mean(waits):.1f}. Stdev wait: {stdev(waits):.1f}.')
499 print(f'Median wait: {median(waits):.1f}. Max wait: {max(waits):.1f}.')
Raymond Hettinger6befb642016-11-21 01:59:39 -0800500
Raymond Hettinger05374052016-11-21 10:52:04 -0800501.. seealso::
502
503 `Statistics for Hackers <https://www.youtube.com/watch?v=Iq9DzN6mvYA>`_
504 a video tutorial by
505 `Jake Vanderplas <https://us.pycon.org/2016/speaker/profile/295/>`_
506 on statistical analysis using just a few fundamental concepts
507 including simulation, sampling, shuffling, and cross-validation.
508
509 `Economics Simulation
510 <http://nbviewer.jupyter.org/url/norvig.com/ipython/Economics.ipynb>`_
511 a simulation of a marketplace by
512 `Peter Norvig <http://norvig.com/bio.html>`_ that shows effective
Raymond Hettinger7f946192016-11-21 15:13:18 -0800513 use of many of the tools and distributions provided by this module
Raymond Hettinger05374052016-11-21 10:52:04 -0800514 (gauss, uniform, sample, betavariate, choice, triangular, and randrange).
515
516 `A Concrete Introduction to Probability (using Python)
517 <http://nbviewer.jupyter.org/url/norvig.com/ipython/Probability.ipynb>`_
518 a tutorial by `Peter Norvig <http://norvig.com/bio.html>`_ covering
519 the basics of probability theory, how to write simulations, and
Raymond Hettinger7f946192016-11-21 15:13:18 -0800520 how to perform data analysis using Python.