blob: 933da3f8fcf650d716b57e5c6a421aad36280aea [file] [log] [blame]
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
Georg Brandl116aa622007-08-15 14:28:22 +0000114
Raymond Hettingere1329102016-11-21 12:33:50 -0800115Functions for integers
116----------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000117
Ezio Melottie0add762012-09-14 06:32:35 +0300118.. function:: randrange(stop)
119 randrange(start, stop[, step])
Georg Brandl116aa622007-08-15 14:28:22 +0000120
121 Return a randomly selected element from ``range(start, stop, step)``. This is
122 equivalent to ``choice(range(start, stop, step))``, but doesn't actually build a
123 range object.
124
Raymond Hettinger05156612010-09-07 04:44:52 +0000125 The positional argument pattern matches that of :func:`range`. Keyword arguments
126 should not be used because the function may use them in unexpected ways.
127
128 .. versionchanged:: 3.2
129 :meth:`randrange` is more sophisticated about producing equally distributed
130 values. Formerly it used a style like ``int(random()*n)`` which could produce
131 slightly uneven distributions.
Georg Brandl116aa622007-08-15 14:28:22 +0000132
133.. function:: randint(a, b)
134
Raymond Hettingerafd30452009-02-24 10:57:02 +0000135 Return a random integer *N* such that ``a <= N <= b``. Alias for
136 ``randrange(a, b+1)``.
Georg Brandl116aa622007-08-15 14:28:22 +0000137
Georg Brandl116aa622007-08-15 14:28:22 +0000138
Raymond Hettingere1329102016-11-21 12:33:50 -0800139Functions for sequences
140-----------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000141
142.. function:: choice(seq)
143
144 Return a random element from the non-empty sequence *seq*. If *seq* is empty,
145 raises :exc:`IndexError`.
146
Raymond Hettinger9016f282016-09-26 21:45:57 -0700147.. function:: choices(population, weights=None, *, cum_weights=None, k=1)
Raymond Hettingere8f1e002016-09-06 17:15:29 -0700148
149 Return a *k* sized list of elements chosen from the *population* with replacement.
150 If the *population* is empty, raises :exc:`IndexError`.
151
152 If a *weights* sequence is specified, selections are made according to the
153 relative weights. Alternatively, if a *cum_weights* sequence is given, the
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400154 selections are made according to the cumulative weights (perhaps computed
155 using :func:`itertools.accumulate`). For example, the relative weights
156 ``[10, 5, 30, 5]`` are equivalent to the cumulative weights
157 ``[10, 15, 45, 50]``. Internally, the relative weights are converted to
158 cumulative weights before making selections, so supplying the cumulative
159 weights saves work.
Raymond Hettingere8f1e002016-09-06 17:15:29 -0700160
161 If neither *weights* nor *cum_weights* are specified, selections are made
162 with equal probability. If a weights sequence is supplied, it must be
163 the same length as the *population* sequence. It is a :exc:`TypeError`
164 to specify both *weights* and *cum_weights*.
165
166 The *weights* or *cum_weights* can use any numeric type that interoperates
167 with the :class:`float` values returned by :func:`random` (that includes
Raymond Hettinger041d8b42019-11-23 02:22:13 -0800168 integers, floats, and fractions but excludes decimals). Behavior is
169 undefined if any weight is negative. A :exc:`ValueError` is raised if all
170 weights are zero.
Georg Brandl116aa622007-08-15 14:28:22 +0000171
Raymond Hettinger40ebe942019-01-30 13:30:20 -0800172 For a given seed, the :func:`choices` function with equal weighting
173 typically produces a different sequence than repeated calls to
174 :func:`choice`. The algorithm used by :func:`choices` uses floating
175 point arithmetic for internal consistency and speed. The algorithm used
176 by :func:`choice` defaults to integer arithmetic with repeated selections
177 to avoid small biases from round-off error.
178
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400179 .. versionadded:: 3.6
180
Raymond Hettinger041d8b42019-11-23 02:22:13 -0800181 .. versionchanged:: 3.9
182 Raises a :exc:`ValueError` if all weights are zero.
183
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400184
Georg Brandl116aa622007-08-15 14:28:22 +0000185.. function:: shuffle(x[, random])
186
Raymond Hettingera3950e42016-11-17 01:49:54 -0800187 Shuffle the sequence *x* in place.
Georg Brandl116aa622007-08-15 14:28:22 +0000188
Raymond Hettingera3950e42016-11-17 01:49:54 -0800189 The optional argument *random* is a 0-argument function returning a random
190 float in [0.0, 1.0); by default, this is the function :func:`.random`.
191
192 To shuffle an immutable sequence and return a new shuffled list, use
193 ``sample(x, k=len(x))`` instead.
194
195 Note that even for small ``len(x)``, the total number of permutations of *x*
196 can quickly grow larger than the period of most random number generators.
197 This implies that most permutations of a long sequence can never be
198 generated. For example, a sequence of length 2080 is the largest that
199 can fit within the period of the Mersenne Twister random number generator.
Georg Brandl116aa622007-08-15 14:28:22 +0000200
201
202.. function:: sample(population, k)
203
Raymond Hettinger1acde192008-01-14 01:00:53 +0000204 Return a *k* length list of unique elements chosen from the population sequence
205 or set. Used for random sampling without replacement.
Georg Brandl116aa622007-08-15 14:28:22 +0000206
Georg Brandl116aa622007-08-15 14:28:22 +0000207 Returns a new list containing elements from the population while leaving the
208 original population unchanged. The resulting list is in selection order so that
209 all sub-slices will also be valid random samples. This allows raffle winners
210 (the sample) to be partitioned into grand prize and second place winners (the
211 subslices).
212
Guido van Rossum2cc30da2007-11-02 23:46:40 +0000213 Members of the population need not be :term:`hashable` or unique. If the population
Georg Brandl116aa622007-08-15 14:28:22 +0000214 contains repeats, then each occurrence is a possible selection in the sample.
215
Raymond Hettingera3950e42016-11-17 01:49:54 -0800216 To choose a sample from a range of integers, use a :func:`range` object as an
Georg Brandl116aa622007-08-15 14:28:22 +0000217 argument. This is especially fast and space efficient for sampling from a large
Raymond Hettingera3950e42016-11-17 01:49:54 -0800218 population: ``sample(range(10000000), k=60)``.
Georg Brandl116aa622007-08-15 14:28:22 +0000219
Raymond Hettingerf07d9492012-07-09 12:43:57 -0700220 If the sample size is larger than the population size, a :exc:`ValueError`
Raymond Hettinger86a20f82012-07-08 16:01:53 -0700221 is raised.
222
Raymond Hettingere1329102016-11-21 12:33:50 -0800223Real-valued distributions
224-------------------------
225
Georg Brandl116aa622007-08-15 14:28:22 +0000226The following functions generate specific real-valued distributions. Function
227parameters are named after the corresponding variables in the distribution's
228equation, as used in common mathematical practice; most of these equations can
229be found in any statistics text.
230
231
232.. function:: random()
233
234 Return the next random floating point number in the range [0.0, 1.0).
235
236
237.. function:: uniform(a, b)
238
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000239 Return a random floating point number *N* such that ``a <= N <= b`` for
240 ``a <= b`` and ``b <= N <= a`` for ``b < a``.
Georg Brandl116aa622007-08-15 14:28:22 +0000241
Raymond Hettingerbe40db02009-06-11 23:12:14 +0000242 The end-point value ``b`` may or may not be included in the range
243 depending on floating-point rounding in the equation ``a + (b-a) * random()``.
Benjamin Peterson35e8c462008-04-24 02:34:53 +0000244
Georg Brandl73dd7c72011-09-17 20:36:28 +0200245
Christian Heimesfe337bf2008-03-23 21:54:12 +0000246.. function:: triangular(low, high, mode)
247
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000248 Return a random floating point number *N* such that ``low <= N <= high`` and
Christian Heimescc47b052008-03-25 14:56:36 +0000249 with the specified *mode* between those bounds. The *low* and *high* bounds
250 default to zero and one. The *mode* argument defaults to the midpoint
251 between the bounds, giving a symmetric distribution.
Christian Heimesfe337bf2008-03-23 21:54:12 +0000252
Georg Brandl116aa622007-08-15 14:28:22 +0000253
254.. function:: betavariate(alpha, beta)
255
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000256 Beta distribution. Conditions on the parameters are ``alpha > 0`` and
257 ``beta > 0``. Returned values range between 0 and 1.
Georg Brandl116aa622007-08-15 14:28:22 +0000258
259
260.. function:: expovariate(lambd)
261
Mark Dickinson2f947362009-01-07 17:54:07 +0000262 Exponential distribution. *lambd* is 1.0 divided by the desired
263 mean. It should be nonzero. (The parameter would be called
264 "lambda", but that is a reserved word in Python.) Returned values
265 range from 0 to positive infinity if *lambd* is positive, and from
266 negative infinity to 0 if *lambd* is negative.
Georg Brandl116aa622007-08-15 14:28:22 +0000267
268
269.. function:: gammavariate(alpha, beta)
270
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000271 Gamma distribution. (*Not* the gamma function!) Conditions on the
272 parameters are ``alpha > 0`` and ``beta > 0``.
Georg Brandl116aa622007-08-15 14:28:22 +0000273
Georg Brandl73dd7c72011-09-17 20:36:28 +0200274 The probability distribution function is::
275
276 x ** (alpha - 1) * math.exp(-x / beta)
277 pdf(x) = --------------------------------------
278 math.gamma(alpha) * beta ** alpha
279
Georg Brandl116aa622007-08-15 14:28:22 +0000280
281.. function:: gauss(mu, sigma)
282
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000283 Gaussian distribution. *mu* is the mean, and *sigma* is the standard
284 deviation. This is slightly faster than the :func:`normalvariate` function
285 defined below.
Georg Brandl116aa622007-08-15 14:28:22 +0000286
287
288.. function:: lognormvariate(mu, sigma)
289
290 Log normal distribution. If you take the natural logarithm of this
291 distribution, you'll get a normal distribution with mean *mu* and standard
292 deviation *sigma*. *mu* can have any value, and *sigma* must be greater than
293 zero.
294
295
296.. function:: normalvariate(mu, sigma)
297
298 Normal distribution. *mu* is the mean, and *sigma* is the standard deviation.
299
300
301.. function:: vonmisesvariate(mu, kappa)
302
303 *mu* is the mean angle, expressed in radians between 0 and 2\*\ *pi*, and *kappa*
304 is the concentration parameter, which must be greater than or equal to zero. If
305 *kappa* is equal to zero, this distribution reduces to a uniform random angle
306 over the range 0 to 2\*\ *pi*.
307
308
309.. function:: paretovariate(alpha)
310
311 Pareto distribution. *alpha* is the shape parameter.
312
313
314.. function:: weibullvariate(alpha, beta)
315
316 Weibull distribution. *alpha* is the scale parameter and *beta* is the shape
317 parameter.
318
319
Raymond Hettingere1329102016-11-21 12:33:50 -0800320Alternative Generator
321---------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000322
Matthias Bussonnier31e8d692019-04-16 09:47:11 -0700323.. class:: Random([seed])
324
325 Class that implements the default pseudo-random number generator used by the
326 :mod:`random` module.
327
Raymond Hettingerd0cdeaa2019-08-22 09:19:36 -0700328 .. deprecated:: 3.9
329 In the future, the *seed* must be one of the following types:
330 :class:`NoneType`, :class:`int`, :class:`float`, :class:`str`,
331 :class:`bytes`, or :class:`bytearray`.
332
Georg Brandl116aa622007-08-15 14:28:22 +0000333.. class:: SystemRandom([seed])
334
335 Class that uses the :func:`os.urandom` function for generating random numbers
336 from sources provided by the operating system. Not available on all systems.
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000337 Does not rely on software state, and sequences are not reproducible. Accordingly,
Raymond Hettingerafd30452009-02-24 10:57:02 +0000338 the :meth:`seed` method has no effect and is ignored.
Georg Brandl116aa622007-08-15 14:28:22 +0000339 The :meth:`getstate` and :meth:`setstate` methods raise
340 :exc:`NotImplementedError` if called.
341
Georg Brandl116aa622007-08-15 14:28:22 +0000342
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000343Notes on Reproducibility
Antoine Pitroue72b5862010-12-12 20:13:31 +0000344------------------------
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000345
346Sometimes it is useful to be able to reproduce the sequences given by a pseudo
347random number generator. By re-using a seed value, the same sequence should be
348reproducible from run to run as long as multiple threads are not running.
349
350Most of the random module's algorithms and seeding functions are subject to
351change across Python versions, but two aspects are guaranteed not to change:
352
353* If a new seeding method is added, then a backward compatible seeder will be
354 offered.
355
Georg Brandl92849d12016-02-19 08:57:38 +0100356* The generator's :meth:`~Random.random` method will continue to produce the same
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000357 sequence when the compatible seeder is given the same seed.
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000358
Raymond Hettinger6e353942010-12-04 23:42:12 +0000359.. _random-examples:
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000360
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000361Examples and Recipes
Antoine Pitroue72b5862010-12-12 20:13:31 +0000362--------------------
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000363
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800364Basic examples::
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000365
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800366 >>> random() # Random float: 0.0 <= x < 1.0
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000367 0.37444887175646646
368
Raymond Hettingere1329102016-11-21 12:33:50 -0800369 >>> uniform(2.5, 10.0) # Random float: 2.5 <= x < 10.0
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800370 3.1800146073117523
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000371
Raymond Hettingere1329102016-11-21 12:33:50 -0800372 >>> expovariate(1 / 5) # Interval between arrivals averaging 5 seconds
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800373 5.148957571865031
374
Raymond Hettingere1329102016-11-21 12:33:50 -0800375 >>> randrange(10) # Integer from 0 to 9 inclusive
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000376 7
377
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800378 >>> randrange(0, 101, 2) # Even integer from 0 to 100 inclusive
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000379 26
380
Raymond Hettinger6befb642016-11-21 01:59:39 -0800381 >>> choice(['win', 'lose', 'draw']) # Single random element from a sequence
382 'draw'
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000383
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800384 >>> deck = 'ace two three four'.split()
385 >>> shuffle(deck) # Shuffle a list
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400386 >>> deck
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800387 ['four', 'two', 'ace', 'three']
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000388
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800389 >>> sample([10, 20, 30, 40, 50], k=4) # Four samples without replacement
390 [40, 10, 50, 30]
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000391
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800392Simulations::
393
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800394 >>> # Six roulette wheel spins (weighted sampling with replacement)
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400395 >>> choices(['red', 'black', 'green'], [18, 18, 2], k=6)
396 ['red', 'green', 'black', 'black', 'red', 'black']
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000397
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800398 >>> # Deal 20 cards without replacement from a deck of 52 playing cards
399 >>> # and determine the proportion of cards with a ten-value
400 >>> # (a ten, jack, queen, or king).
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800401 >>> deck = collections.Counter(tens=16, low_cards=36)
402 >>> seen = sample(list(deck.elements()), k=20)
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800403 >>> seen.count('tens') / 20
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800404 0.15
405
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800406 >>> # Estimate the probability of getting 5 or more heads from 7 spins
407 >>> # of a biased coin that settles on heads 60% of the time.
Raymond Hettinger9abb7252019-02-15 12:40:18 -0800408 >>> def trial():
409 ... return choices('HT', cum_weights=(0.60, 1.00), k=7).count('H') >= 5
410 ...
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800411 >>> sum(trial() for i in range(10000)) / 10000
Raymond Hettinger16ef5d42016-10-31 22:53:52 -0700412 0.4169
413
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800414 >>> # Probability of the median of 5 samples being in middle two quartiles
Raymond Hettinger9abb7252019-02-15 12:40:18 -0800415 >>> def trial():
416 ... return 2500 <= sorted(choices(range(10000), k=5))[2] < 7500
417 ...
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800418 >>> sum(trial() for i in range(10000)) / 10000
419 0.7958
420
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400421Example of `statistical bootstrapping
422<https://en.wikipedia.org/wiki/Bootstrapping_(statistics)>`_ using resampling
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800423with replacement to estimate a confidence interval for the mean of a sample of
424size five::
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000425
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400426 # http://statistics.about.com/od/Applications/a/Example-Of-Bootstrapping.htm
Raymond Hettinger47d99872019-02-21 15:06:29 -0800427 from statistics import fmean as mean
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400428 from random import choices
Raymond Hettingerf5b7c7b2016-09-05 13:15:02 -0700429
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400430 data = 1, 2, 4, 4, 10
431 means = sorted(mean(choices(data, k=5)) for i in range(20))
Raymond Hettinger2589ee32016-11-16 21:34:17 -0800432 print(f'The sample mean of {mean(data):.1f} has a 90% confidence '
433 f'interval from {means[1]:.1f} to {means[-2]:.1f}')
434
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800435Example of a `resampling permutation test
436<https://en.wikipedia.org/wiki/Resampling_(statistics)#Permutation_tests>`_
437to determine the statistical significance or `p-value
438<https://en.wikipedia.org/wiki/P-value>`_ of an observed difference
439between the effects of a drug versus a placebo::
440
441 # Example from "Statistics is Easy" by Dennis Shasha and Manda Wilson
Raymond Hettinger47d99872019-02-21 15:06:29 -0800442 from statistics import fmean as mean
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800443 from random import shuffle
444
445 drug = [54, 73, 53, 70, 73, 68, 52, 65, 65]
446 placebo = [54, 51, 58, 44, 55, 52, 42, 47, 58, 46]
447 observed_diff = mean(drug) - mean(placebo)
448
449 n = 10000
450 count = 0
451 combined = drug + placebo
452 for i in range(n):
453 shuffle(combined)
454 new_diff = mean(combined[:len(drug)]) - mean(combined[len(drug):])
455 count += (new_diff >= observed_diff)
456
457 print(f'{n} label reshufflings produced only {count} instances with a difference')
458 print(f'at least as extreme as the observed difference of {observed_diff:.1f}.')
459 print(f'The one-sided p-value of {count / n:.4f} leads us to reject the null')
Raymond Hettinger6befb642016-11-21 01:59:39 -0800460 print(f'hypothesis that there is no difference between the drug and the placebo.')
461
462Simulation of arrival times and service deliveries in a single server queue::
463
Raymond Hettinger1149d932016-11-21 14:13:07 -0800464 from random import expovariate, gauss
465 from statistics import mean, median, stdev
Raymond Hettinger6befb642016-11-21 01:59:39 -0800466
467 average_arrival_interval = 5.6
468 average_service_time = 5.0
469 stdev_service_time = 0.5
470
471 num_waiting = 0
Raymond Hettinger1149d932016-11-21 14:13:07 -0800472 arrivals = []
473 starts = []
Raymond Hettinger6befb642016-11-21 01:59:39 -0800474 arrival = service_end = 0.0
Raymond Hettinger8ab12582016-11-21 10:16:01 -0800475 for i in range(20000):
476 if arrival <= service_end:
477 num_waiting += 1
478 arrival += expovariate(1.0 / average_arrival_interval)
Raymond Hettinger1149d932016-11-21 14:13:07 -0800479 arrivals.append(arrival)
Raymond Hettinger8ab12582016-11-21 10:16:01 -0800480 else:
Raymond Hettinger6befb642016-11-21 01:59:39 -0800481 num_waiting -= 1
482 service_start = service_end if num_waiting else arrival
483 service_time = gauss(average_service_time, stdev_service_time)
484 service_end = service_start + service_time
Raymond Hettinger1149d932016-11-21 14:13:07 -0800485 starts.append(service_start)
486
487 waits = [start - arrival for arrival, start in zip(arrivals, starts)]
488 print(f'Mean wait: {mean(waits):.1f}. Stdev wait: {stdev(waits):.1f}.')
489 print(f'Median wait: {median(waits):.1f}. Max wait: {max(waits):.1f}.')
Raymond Hettinger6befb642016-11-21 01:59:39 -0800490
Raymond Hettinger05374052016-11-21 10:52:04 -0800491.. seealso::
492
493 `Statistics for Hackers <https://www.youtube.com/watch?v=Iq9DzN6mvYA>`_
494 a video tutorial by
495 `Jake Vanderplas <https://us.pycon.org/2016/speaker/profile/295/>`_
496 on statistical analysis using just a few fundamental concepts
497 including simulation, sampling, shuffling, and cross-validation.
498
499 `Economics Simulation
500 <http://nbviewer.jupyter.org/url/norvig.com/ipython/Economics.ipynb>`_
501 a simulation of a marketplace by
502 `Peter Norvig <http://norvig.com/bio.html>`_ that shows effective
Raymond Hettinger7f946192016-11-21 15:13:18 -0800503 use of many of the tools and distributions provided by this module
Raymond Hettinger05374052016-11-21 10:52:04 -0800504 (gauss, uniform, sample, betavariate, choice, triangular, and randrange).
505
506 `A Concrete Introduction to Probability (using Python)
507 <http://nbviewer.jupyter.org/url/norvig.com/ipython/Probability.ipynb>`_
508 a tutorial by `Peter Norvig <http://norvig.com/bio.html>`_ covering
509 the basics of probability theory, how to write simulations, and
Raymond Hettinger7f946192016-11-21 15:13:18 -0800510 how to perform data analysis using Python.