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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
Andre Delfinoe8a20762020-09-26 21:47:25 -030060 <https://code.activestate.com/recipes/576707/>`_ for a compatible alternative
Raymond Hettingere1329102016-11-21 12:33:50 -080061 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
Raymond Hettingerf01d1be2020-05-04 22:52:13 -0700107Functions for bytes
108-------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000109
Victor Stinner9f5fe792020-04-17 19:05:35 +0200110.. function:: randbytes(n)
111
112 Generate *n* random bytes.
113
Raymond Hettingerf01d1be2020-05-04 22:52:13 -0700114 This method should not be used for generating security tokens.
115 Use :func:`secrets.token_bytes` instead.
116
Victor Stinner9f5fe792020-04-17 19:05:35 +0200117 .. versionadded:: 3.9
118
119
Raymond Hettingere1329102016-11-21 12:33:50 -0800120Functions for integers
121----------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000122
Ezio Melottie0add762012-09-14 06:32:35 +0300123.. function:: randrange(stop)
124 randrange(start, stop[, step])
Georg Brandl116aa622007-08-15 14:28:22 +0000125
126 Return a randomly selected element from ``range(start, stop, step)``. This is
127 equivalent to ``choice(range(start, stop, step))``, but doesn't actually build a
128 range object.
129
Raymond Hettinger05156612010-09-07 04:44:52 +0000130 The positional argument pattern matches that of :func:`range`. Keyword arguments
131 should not be used because the function may use them in unexpected ways.
132
133 .. versionchanged:: 3.2
134 :meth:`randrange` is more sophisticated about producing equally distributed
135 values. Formerly it used a style like ``int(random()*n)`` which could produce
136 slightly uneven distributions.
Georg Brandl116aa622007-08-15 14:28:22 +0000137
138.. function:: randint(a, b)
139
Raymond Hettingerafd30452009-02-24 10:57:02 +0000140 Return a random integer *N* such that ``a <= N <= b``. Alias for
141 ``randrange(a, b+1)``.
Georg Brandl116aa622007-08-15 14:28:22 +0000142
Raymond Hettingerf01d1be2020-05-04 22:52:13 -0700143.. function:: getrandbits(k)
144
Raymond Hettinger56464142020-12-18 17:03:10 -0800145 Returns a non-negative Python integer with *k* random bits. This method
146 is supplied with the MersenneTwister generator and some other generators
147 may also provide it as an optional part of the API. When available,
148 :meth:`getrandbits` enables :meth:`randrange` to handle arbitrarily large
149 ranges.
Raymond Hettingerf01d1be2020-05-04 22:52:13 -0700150
151 .. versionchanged:: 3.9
152 This method now accepts zero for *k*.
153
Georg Brandl116aa622007-08-15 14:28:22 +0000154
Raymond Hettingere1329102016-11-21 12:33:50 -0800155Functions for sequences
156-----------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000157
158.. function:: choice(seq)
159
160 Return a random element from the non-empty sequence *seq*. If *seq* is empty,
161 raises :exc:`IndexError`.
162
Raymond Hettinger9016f282016-09-26 21:45:57 -0700163.. function:: choices(population, weights=None, *, cum_weights=None, k=1)
Raymond Hettingere8f1e002016-09-06 17:15:29 -0700164
165 Return a *k* sized list of elements chosen from the *population* with replacement.
166 If the *population* is empty, raises :exc:`IndexError`.
167
168 If a *weights* sequence is specified, selections are made according to the
169 relative weights. Alternatively, if a *cum_weights* sequence is given, the
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400170 selections are made according to the cumulative weights (perhaps computed
171 using :func:`itertools.accumulate`). For example, the relative weights
172 ``[10, 5, 30, 5]`` are equivalent to the cumulative weights
173 ``[10, 15, 45, 50]``. Internally, the relative weights are converted to
174 cumulative weights before making selections, so supplying the cumulative
175 weights saves work.
Raymond Hettingere8f1e002016-09-06 17:15:29 -0700176
177 If neither *weights* nor *cum_weights* are specified, selections are made
178 with equal probability. If a weights sequence is supplied, it must be
179 the same length as the *population* sequence. It is a :exc:`TypeError`
180 to specify both *weights* and *cum_weights*.
181
182 The *weights* or *cum_weights* can use any numeric type that interoperates
183 with the :class:`float` values returned by :func:`random` (that includes
Ram Rachumb0dfc752020-09-29 04:32:10 +0300184 integers, floats, and fractions but excludes decimals). Weights are assumed
185 to be non-negative and finite. A :exc:`ValueError` is raised if all
Raymond Hettinger041d8b42019-11-23 02:22:13 -0800186 weights are zero.
Georg Brandl116aa622007-08-15 14:28:22 +0000187
Raymond Hettinger40ebe942019-01-30 13:30:20 -0800188 For a given seed, the :func:`choices` function with equal weighting
189 typically produces a different sequence than repeated calls to
190 :func:`choice`. The algorithm used by :func:`choices` uses floating
191 point arithmetic for internal consistency and speed. The algorithm used
192 by :func:`choice` defaults to integer arithmetic with repeated selections
193 to avoid small biases from round-off error.
194
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400195 .. versionadded:: 3.6
196
Raymond Hettinger041d8b42019-11-23 02:22:13 -0800197 .. versionchanged:: 3.9
198 Raises a :exc:`ValueError` if all weights are zero.
199
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400200
Georg Brandl116aa622007-08-15 14:28:22 +0000201.. function:: shuffle(x[, random])
202
Raymond Hettingera3950e42016-11-17 01:49:54 -0800203 Shuffle the sequence *x* in place.
Georg Brandl116aa622007-08-15 14:28:22 +0000204
Raymond Hettingera3950e42016-11-17 01:49:54 -0800205 The optional argument *random* is a 0-argument function returning a random
206 float in [0.0, 1.0); by default, this is the function :func:`.random`.
207
208 To shuffle an immutable sequence and return a new shuffled list, use
209 ``sample(x, k=len(x))`` instead.
210
211 Note that even for small ``len(x)``, the total number of permutations of *x*
212 can quickly grow larger than the period of most random number generators.
213 This implies that most permutations of a long sequence can never be
214 generated. For example, a sequence of length 2080 is the largest that
215 can fit within the period of the Mersenne Twister random number generator.
Georg Brandl116aa622007-08-15 14:28:22 +0000216
Raymond Hettinger190fac92020-05-02 16:45:32 -0700217 .. deprecated-removed:: 3.9 3.11
218 The optional parameter *random*.
219
Georg Brandl116aa622007-08-15 14:28:22 +0000220
Raymond Hettinger81a5fc32020-05-08 07:53:15 -0700221.. function:: sample(population, k, *, counts=None)
Georg Brandl116aa622007-08-15 14:28:22 +0000222
Raymond Hettinger1acde192008-01-14 01:00:53 +0000223 Return a *k* length list of unique elements chosen from the population sequence
224 or set. Used for random sampling without replacement.
Georg Brandl116aa622007-08-15 14:28:22 +0000225
Georg Brandl116aa622007-08-15 14:28:22 +0000226 Returns a new list containing elements from the population while leaving the
227 original population unchanged. The resulting list is in selection order so that
228 all sub-slices will also be valid random samples. This allows raffle winners
229 (the sample) to be partitioned into grand prize and second place winners (the
230 subslices).
231
Guido van Rossum2cc30da2007-11-02 23:46:40 +0000232 Members of the population need not be :term:`hashable` or unique. If the population
Georg Brandl116aa622007-08-15 14:28:22 +0000233 contains repeats, then each occurrence is a possible selection in the sample.
234
Raymond Hettinger81a5fc32020-05-08 07:53:15 -0700235 Repeated elements can be specified one at a time or with the optional
236 keyword-only *counts* parameter. For example, ``sample(['red', 'blue'],
237 counts=[4, 2], k=5)`` is equivalent to ``sample(['red', 'red', 'red', 'red',
238 'blue', 'blue'], k=5)``.
239
Raymond Hettingera3950e42016-11-17 01:49:54 -0800240 To choose a sample from a range of integers, use a :func:`range` object as an
Georg Brandl116aa622007-08-15 14:28:22 +0000241 argument. This is especially fast and space efficient for sampling from a large
Raymond Hettingera3950e42016-11-17 01:49:54 -0800242 population: ``sample(range(10000000), k=60)``.
Georg Brandl116aa622007-08-15 14:28:22 +0000243
Raymond Hettingerf07d9492012-07-09 12:43:57 -0700244 If the sample size is larger than the population size, a :exc:`ValueError`
Raymond Hettinger86a20f82012-07-08 16:01:53 -0700245 is raised.
246
Raymond Hettinger81a5fc32020-05-08 07:53:15 -0700247 .. versionchanged:: 3.9
248 Added the *counts* parameter.
249
Raymond Hettinger4fe00202020-04-19 00:36:42 -0700250 .. deprecated:: 3.9
251 In the future, the *population* must be a sequence. Instances of
252 :class:`set` are no longer supported. The set must first be converted
253 to a :class:`list` or :class:`tuple`, preferably in a deterministic
254 order so that the sample is reproducible.
255
256
Raymond Hettingerf2bd04f2020-10-13 16:41:26 -0700257.. _real-valued-distributions:
258
Raymond Hettingere1329102016-11-21 12:33:50 -0800259Real-valued distributions
260-------------------------
261
Georg Brandl116aa622007-08-15 14:28:22 +0000262The following functions generate specific real-valued distributions. Function
263parameters are named after the corresponding variables in the distribution's
264equation, as used in common mathematical practice; most of these equations can
265be found in any statistics text.
266
267
268.. function:: random()
269
270 Return the next random floating point number in the range [0.0, 1.0).
271
272
273.. function:: uniform(a, b)
274
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000275 Return a random floating point number *N* such that ``a <= N <= b`` for
276 ``a <= b`` and ``b <= N <= a`` for ``b < a``.
Georg Brandl116aa622007-08-15 14:28:22 +0000277
Raymond Hettingerbe40db02009-06-11 23:12:14 +0000278 The end-point value ``b`` may or may not be included in the range
279 depending on floating-point rounding in the equation ``a + (b-a) * random()``.
Benjamin Peterson35e8c462008-04-24 02:34:53 +0000280
Georg Brandl73dd7c72011-09-17 20:36:28 +0200281
Christian Heimesfe337bf2008-03-23 21:54:12 +0000282.. function:: triangular(low, high, mode)
283
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000284 Return a random floating point number *N* such that ``low <= N <= high`` and
Christian Heimescc47b052008-03-25 14:56:36 +0000285 with the specified *mode* between those bounds. The *low* and *high* bounds
286 default to zero and one. The *mode* argument defaults to the midpoint
287 between the bounds, giving a symmetric distribution.
Christian Heimesfe337bf2008-03-23 21:54:12 +0000288
Georg Brandl116aa622007-08-15 14:28:22 +0000289
290.. function:: betavariate(alpha, beta)
291
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000292 Beta distribution. Conditions on the parameters are ``alpha > 0`` and
293 ``beta > 0``. Returned values range between 0 and 1.
Georg Brandl116aa622007-08-15 14:28:22 +0000294
295
296.. function:: expovariate(lambd)
297
Mark Dickinson2f947362009-01-07 17:54:07 +0000298 Exponential distribution. *lambd* is 1.0 divided by the desired
299 mean. It should be nonzero. (The parameter would be called
300 "lambda", but that is a reserved word in Python.) Returned values
301 range from 0 to positive infinity if *lambd* is positive, and from
302 negative infinity to 0 if *lambd* is negative.
Georg Brandl116aa622007-08-15 14:28:22 +0000303
304
305.. function:: gammavariate(alpha, beta)
306
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000307 Gamma distribution. (*Not* the gamma function!) Conditions on the
308 parameters are ``alpha > 0`` and ``beta > 0``.
Georg Brandl116aa622007-08-15 14:28:22 +0000309
Georg Brandl73dd7c72011-09-17 20:36:28 +0200310 The probability distribution function is::
311
312 x ** (alpha - 1) * math.exp(-x / beta)
313 pdf(x) = --------------------------------------
314 math.gamma(alpha) * beta ** alpha
315
Georg Brandl116aa622007-08-15 14:28:22 +0000316
317.. function:: gauss(mu, sigma)
318
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000319 Gaussian distribution. *mu* is the mean, and *sigma* is the standard
320 deviation. This is slightly faster than the :func:`normalvariate` function
321 defined below.
Georg Brandl116aa622007-08-15 14:28:22 +0000322
Raymond Hettinger3cde3782020-10-25 07:59:01 -0700323 Multithreading note: When two threads call this function
324 simultaneously, it is possible that they will receive the
325 same return value. This can be avoided in three ways.
326 1) Have each thread use a different instance of the random
327 number generator. 2) Put locks around all calls. 3) Use the
328 slower, but thread-safe :func:`normalvariate` function instead.
329
Georg Brandl116aa622007-08-15 14:28:22 +0000330
331.. function:: lognormvariate(mu, sigma)
332
333 Log normal distribution. If you take the natural logarithm of this
334 distribution, you'll get a normal distribution with mean *mu* and standard
335 deviation *sigma*. *mu* can have any value, and *sigma* must be greater than
336 zero.
337
338
339.. function:: normalvariate(mu, sigma)
340
341 Normal distribution. *mu* is the mean, and *sigma* is the standard deviation.
342
343
344.. function:: vonmisesvariate(mu, kappa)
345
346 *mu* is the mean angle, expressed in radians between 0 and 2\*\ *pi*, and *kappa*
347 is the concentration parameter, which must be greater than or equal to zero. If
348 *kappa* is equal to zero, this distribution reduces to a uniform random angle
349 over the range 0 to 2\*\ *pi*.
350
351
352.. function:: paretovariate(alpha)
353
354 Pareto distribution. *alpha* is the shape parameter.
355
356
357.. function:: weibullvariate(alpha, beta)
358
359 Weibull distribution. *alpha* is the scale parameter and *beta* is the shape
360 parameter.
361
362
Raymond Hettingere1329102016-11-21 12:33:50 -0800363Alternative Generator
364---------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000365
Matthias Bussonnier31e8d692019-04-16 09:47:11 -0700366.. class:: Random([seed])
367
368 Class that implements the default pseudo-random number generator used by the
369 :mod:`random` module.
370
Raymond Hettingerd0cdeaa2019-08-22 09:19:36 -0700371 .. deprecated:: 3.9
372 In the future, the *seed* must be one of the following types:
373 :class:`NoneType`, :class:`int`, :class:`float`, :class:`str`,
374 :class:`bytes`, or :class:`bytearray`.
375
Georg Brandl116aa622007-08-15 14:28:22 +0000376.. class:: SystemRandom([seed])
377
378 Class that uses the :func:`os.urandom` function for generating random numbers
379 from sources provided by the operating system. Not available on all systems.
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000380 Does not rely on software state, and sequences are not reproducible. Accordingly,
Raymond Hettingerafd30452009-02-24 10:57:02 +0000381 the :meth:`seed` method has no effect and is ignored.
Georg Brandl116aa622007-08-15 14:28:22 +0000382 The :meth:`getstate` and :meth:`setstate` methods raise
383 :exc:`NotImplementedError` if called.
384
Georg Brandl116aa622007-08-15 14:28:22 +0000385
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000386Notes on Reproducibility
Antoine Pitroue72b5862010-12-12 20:13:31 +0000387------------------------
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000388
Julien Palard58a40542020-01-31 10:50:14 +0100389Sometimes it is useful to be able to reproduce the sequences given by a
390pseudo-random number generator. By re-using a seed value, the same sequence should be
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000391reproducible from run to run as long as multiple threads are not running.
392
393Most of the random module's algorithms and seeding functions are subject to
394change across Python versions, but two aspects are guaranteed not to change:
395
396* If a new seeding method is added, then a backward compatible seeder will be
397 offered.
398
Georg Brandl92849d12016-02-19 08:57:38 +0100399* The generator's :meth:`~Random.random` method will continue to produce the same
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000400 sequence when the compatible seeder is given the same seed.
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000401
Raymond Hettinger6e353942010-12-04 23:42:12 +0000402.. _random-examples:
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000403
Raymond Hettinger8b2ff4c2020-10-13 11:54:21 -0700404Examples
405--------
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000406
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800407Basic examples::
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000408
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800409 >>> random() # Random float: 0.0 <= x < 1.0
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000410 0.37444887175646646
411
Raymond Hettingere1329102016-11-21 12:33:50 -0800412 >>> uniform(2.5, 10.0) # Random float: 2.5 <= x < 10.0
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800413 3.1800146073117523
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000414
Raymond Hettingere1329102016-11-21 12:33:50 -0800415 >>> expovariate(1 / 5) # Interval between arrivals averaging 5 seconds
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800416 5.148957571865031
417
Raymond Hettingere1329102016-11-21 12:33:50 -0800418 >>> randrange(10) # Integer from 0 to 9 inclusive
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000419 7
420
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800421 >>> randrange(0, 101, 2) # Even integer from 0 to 100 inclusive
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000422 26
423
Raymond Hettinger6befb642016-11-21 01:59:39 -0800424 >>> choice(['win', 'lose', 'draw']) # Single random element from a sequence
425 'draw'
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000426
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800427 >>> deck = 'ace two three four'.split()
428 >>> shuffle(deck) # Shuffle a list
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400429 >>> deck
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800430 ['four', 'two', 'ace', 'three']
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000431
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800432 >>> sample([10, 20, 30, 40, 50], k=4) # Four samples without replacement
433 [40, 10, 50, 30]
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000434
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800435Simulations::
436
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800437 >>> # Six roulette wheel spins (weighted sampling with replacement)
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400438 >>> choices(['red', 'black', 'green'], [18, 18, 2], k=6)
439 ['red', 'green', 'black', 'black', 'red', 'black']
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000440
Raymond Hettinger81a5fc32020-05-08 07:53:15 -0700441 >>> # Deal 20 cards without replacement from a deck
442 >>> # of 52 playing cards, and determine the proportion of cards
443 >>> # with a ten-value: ten, jack, queen, or king.
444 >>> dealt = sample(['tens', 'low cards'], counts=[16, 36], k=20)
445 >>> dealt.count('tens') / 20
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800446 0.15
447
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800448 >>> # Estimate the probability of getting 5 or more heads from 7 spins
449 >>> # of a biased coin that settles on heads 60% of the time.
Raymond Hettinger9abb7252019-02-15 12:40:18 -0800450 >>> def trial():
451 ... return choices('HT', cum_weights=(0.60, 1.00), k=7).count('H') >= 5
452 ...
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700453 >>> sum(trial() for i in range(10_000)) / 10_000
Raymond Hettinger16ef5d42016-10-31 22:53:52 -0700454 0.4169
455
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800456 >>> # Probability of the median of 5 samples being in middle two quartiles
Raymond Hettinger9abb7252019-02-15 12:40:18 -0800457 >>> def trial():
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700458 ... return 2_500 <= sorted(choices(range(10_000), k=5))[2] < 7_500
Raymond Hettinger9abb7252019-02-15 12:40:18 -0800459 ...
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700460 >>> sum(trial() for i in range(10_000)) / 10_000
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800461 0.7958
462
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400463Example of `statistical bootstrapping
464<https://en.wikipedia.org/wiki/Bootstrapping_(statistics)>`_ using resampling
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700465with replacement to estimate a confidence interval for the mean of a sample::
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000466
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400467 # http://statistics.about.com/od/Applications/a/Example-Of-Bootstrapping.htm
Raymond Hettinger47d99872019-02-21 15:06:29 -0800468 from statistics import fmean as mean
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400469 from random import choices
Raymond Hettingerf5b7c7b2016-09-05 13:15:02 -0700470
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700471 data = [41, 50, 29, 37, 81, 30, 73, 63, 20, 35, 68, 22, 60, 31, 95]
472 means = sorted(mean(choices(data, k=len(data))) for i in range(100))
Raymond Hettinger2589ee32016-11-16 21:34:17 -0800473 print(f'The sample mean of {mean(data):.1f} has a 90% confidence '
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700474 f'interval from {means[5]:.1f} to {means[94]:.1f}')
Raymond Hettinger2589ee32016-11-16 21:34:17 -0800475
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800476Example of a `resampling permutation test
477<https://en.wikipedia.org/wiki/Resampling_(statistics)#Permutation_tests>`_
478to determine the statistical significance or `p-value
479<https://en.wikipedia.org/wiki/P-value>`_ of an observed difference
480between the effects of a drug versus a placebo::
481
482 # Example from "Statistics is Easy" by Dennis Shasha and Manda Wilson
Raymond Hettinger47d99872019-02-21 15:06:29 -0800483 from statistics import fmean as mean
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800484 from random import shuffle
485
486 drug = [54, 73, 53, 70, 73, 68, 52, 65, 65]
487 placebo = [54, 51, 58, 44, 55, 52, 42, 47, 58, 46]
488 observed_diff = mean(drug) - mean(placebo)
489
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700490 n = 10_000
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800491 count = 0
492 combined = drug + placebo
493 for i in range(n):
494 shuffle(combined)
495 new_diff = mean(combined[:len(drug)]) - mean(combined[len(drug):])
496 count += (new_diff >= observed_diff)
497
498 print(f'{n} label reshufflings produced only {count} instances with a difference')
499 print(f'at least as extreme as the observed difference of {observed_diff:.1f}.')
500 print(f'The one-sided p-value of {count / n:.4f} leads us to reject the null')
Raymond Hettinger6befb642016-11-21 01:59:39 -0800501 print(f'hypothesis that there is no difference between the drug and the placebo.')
502
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700503Simulation of arrival times and service deliveries for a multiserver queue::
Raymond Hettinger6befb642016-11-21 01:59:39 -0800504
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700505 from heapq import heappush, heappop
Raymond Hettinger1149d932016-11-21 14:13:07 -0800506 from random import expovariate, gauss
Raymond Hettingere16d2f72020-05-21 01:37:38 -0700507 from statistics import mean, quantiles
Raymond Hettinger6befb642016-11-21 01:59:39 -0800508
509 average_arrival_interval = 5.6
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700510 average_service_time = 15.0
511 stdev_service_time = 3.5
512 num_servers = 3
Raymond Hettinger6befb642016-11-21 01:59:39 -0800513
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700514 waits = []
515 arrival_time = 0.0
516 servers = [0.0] * num_servers # time when each server becomes available
517 for i in range(100_000):
518 arrival_time += expovariate(1.0 / average_arrival_interval)
519 next_server_available = heappop(servers)
520 wait = max(0.0, next_server_available - arrival_time)
521 waits.append(wait)
522 service_duration = gauss(average_service_time, stdev_service_time)
523 service_completed = arrival_time + wait + service_duration
524 heappush(servers, service_completed)
Raymond Hettinger1149d932016-11-21 14:13:07 -0800525
Raymond Hettingere16d2f72020-05-21 01:37:38 -0700526 print(f'Mean wait: {mean(waits):.1f} Max wait: {max(waits):.1f}')
527 print('Quartiles:', [round(q, 1) for q in quantiles(waits)])
Raymond Hettinger6befb642016-11-21 01:59:39 -0800528
Raymond Hettinger05374052016-11-21 10:52:04 -0800529.. seealso::
530
531 `Statistics for Hackers <https://www.youtube.com/watch?v=Iq9DzN6mvYA>`_
532 a video tutorial by
533 `Jake Vanderplas <https://us.pycon.org/2016/speaker/profile/295/>`_
534 on statistical analysis using just a few fundamental concepts
535 including simulation, sampling, shuffling, and cross-validation.
536
537 `Economics Simulation
538 <http://nbviewer.jupyter.org/url/norvig.com/ipython/Economics.ipynb>`_
539 a simulation of a marketplace by
540 `Peter Norvig <http://norvig.com/bio.html>`_ that shows effective
Raymond Hettinger7f946192016-11-21 15:13:18 -0800541 use of many of the tools and distributions provided by this module
Raymond Hettinger05374052016-11-21 10:52:04 -0800542 (gauss, uniform, sample, betavariate, choice, triangular, and randrange).
543
544 `A Concrete Introduction to Probability (using Python)
545 <http://nbviewer.jupyter.org/url/norvig.com/ipython/Probability.ipynb>`_
546 a tutorial by `Peter Norvig <http://norvig.com/bio.html>`_ covering
547 the basics of probability theory, how to write simulations, and
Raymond Hettinger7f946192016-11-21 15:13:18 -0800548 how to perform data analysis using Python.
Raymond Hettinger8b2ff4c2020-10-13 11:54:21 -0700549
Raymond Hettingerf2bd04f2020-10-13 16:41:26 -0700550
551Recipes
552-------
553
554The default :func:`.random` returns multiples of 2⁻⁵³ in the range
555*0.0 ≤ x < 1.0*. All such numbers are evenly spaced and are exactly
Raymond Hettingerb67cbbd2020-10-14 23:41:55 -0700556representable as Python floats. However, many other representable
557floats in that interval are not possible selections. For example,
558``0.05954861408025609`` isn't an integer multiple of 2⁻⁵³.
Raymond Hettingerf2bd04f2020-10-13 16:41:26 -0700559
560The following recipe takes a different approach. All floats in the
561interval are possible selections. The mantissa comes from a uniform
562distribution of integers in the range *2⁵² ≤ mantissa < 2⁵³*. The
563exponent comes from a geometric distribution where exponents smaller
564than *-53* occur half as often as the next larger exponent.
565
566::
567
568 from random import Random
569 from math import ldexp
570
571 class FullRandom(Random):
572
573 def random(self):
574 mantissa = 0x10_0000_0000_0000 | self.getrandbits(52)
575 exponent = -53
576 x = 0
577 while not x:
578 x = self.getrandbits(32)
579 exponent += x.bit_length() - 32
580 return ldexp(mantissa, exponent)
581
582All :ref:`real valued distributions <real-valued-distributions>`
583in the class will use the new method::
584
585 >>> fr = FullRandom()
586 >>> fr.random()
587 0.05954861408025609
588 >>> fr.expovariate(0.25)
589 8.87925541791544
590
591The recipe is conceptually equivalent to an algorithm that chooses from
592all the multiples of 2⁻¹⁰⁷⁴ in the range *0.0 ≤ x < 1.0*. All such
593numbers are evenly spaced, but most have to be rounded down to the
594nearest representable Python float. (The value 2⁻¹⁰⁷⁴ is the smallest
595positive unnormalized float and is equal to ``math.ulp(0.0)``.)
596
597
598.. seealso::
599
Raymond Hettinger8b2ff4c2020-10-13 11:54:21 -0700600 `Generating Pseudo-random Floating-Point Values
601 <https://allendowney.com/research/rand/downey07randfloat.pdf>`_ a
602 paper by Allen B. Downey describing ways to generate more
603 fine-grained floats than normally generated by :func:`.random`.