blob: a543ff016a6288b222c0fb397954566761ba555f [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
89.. function:: getstate()
90
91 Return an object capturing the current internal state of the generator. This
92 object can be passed to :func:`setstate` to restore the state.
93
Georg Brandl116aa622007-08-15 14:28:22 +000094
95.. function:: setstate(state)
96
97 *state* should have been obtained from a previous call to :func:`getstate`, and
98 :func:`setstate` restores the internal state of the generator to what it was at
Sandro Tosi985104a2012-08-12 15:12:15 +020099 the time :func:`getstate` was called.
Georg Brandl116aa622007-08-15 14:28:22 +0000100
Georg Brandl116aa622007-08-15 14:28:22 +0000101
Georg Brandl116aa622007-08-15 14:28:22 +0000102.. function:: getrandbits(k)
103
Ezio Melotti0639d5a2009-12-19 23:26:38 +0000104 Returns a Python integer with *k* random bits. This method is supplied with
Georg Brandl5c106642007-11-29 17:41:05 +0000105 the MersenneTwister generator and some other generators may also provide it
Georg Brandl116aa622007-08-15 14:28:22 +0000106 as an optional part of the API. When available, :meth:`getrandbits` enables
107 :meth:`randrange` to handle arbitrarily large ranges.
108
Georg Brandl116aa622007-08-15 14:28:22 +0000109
Raymond Hettingere1329102016-11-21 12:33:50 -0800110Functions for integers
111----------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000112
Ezio Melottie0add762012-09-14 06:32:35 +0300113.. function:: randrange(stop)
114 randrange(start, stop[, step])
Georg Brandl116aa622007-08-15 14:28:22 +0000115
116 Return a randomly selected element from ``range(start, stop, step)``. This is
117 equivalent to ``choice(range(start, stop, step))``, but doesn't actually build a
118 range object.
119
Raymond Hettinger05156612010-09-07 04:44:52 +0000120 The positional argument pattern matches that of :func:`range`. Keyword arguments
121 should not be used because the function may use them in unexpected ways.
122
123 .. versionchanged:: 3.2
124 :meth:`randrange` is more sophisticated about producing equally distributed
125 values. Formerly it used a style like ``int(random()*n)`` which could produce
126 slightly uneven distributions.
Georg Brandl116aa622007-08-15 14:28:22 +0000127
128.. function:: randint(a, b)
129
Raymond Hettingerafd30452009-02-24 10:57:02 +0000130 Return a random integer *N* such that ``a <= N <= b``. Alias for
131 ``randrange(a, b+1)``.
Georg Brandl116aa622007-08-15 14:28:22 +0000132
Georg Brandl116aa622007-08-15 14:28:22 +0000133
Raymond Hettingere1329102016-11-21 12:33:50 -0800134Functions for sequences
135-----------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000136
137.. function:: choice(seq)
138
139 Return a random element from the non-empty sequence *seq*. If *seq* is empty,
140 raises :exc:`IndexError`.
141
Raymond Hettinger9016f282016-09-26 21:45:57 -0700142.. function:: choices(population, weights=None, *, cum_weights=None, k=1)
Raymond Hettingere8f1e002016-09-06 17:15:29 -0700143
144 Return a *k* sized list of elements chosen from the *population* with replacement.
145 If the *population* is empty, raises :exc:`IndexError`.
146
147 If a *weights* sequence is specified, selections are made according to the
148 relative weights. Alternatively, if a *cum_weights* sequence is given, the
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400149 selections are made according to the cumulative weights (perhaps computed
150 using :func:`itertools.accumulate`). For example, the relative weights
151 ``[10, 5, 30, 5]`` are equivalent to the cumulative weights
152 ``[10, 15, 45, 50]``. Internally, the relative weights are converted to
153 cumulative weights before making selections, so supplying the cumulative
154 weights saves work.
Raymond Hettingere8f1e002016-09-06 17:15:29 -0700155
156 If neither *weights* nor *cum_weights* are specified, selections are made
157 with equal probability. If a weights sequence is supplied, it must be
158 the same length as the *population* sequence. It is a :exc:`TypeError`
159 to specify both *weights* and *cum_weights*.
160
161 The *weights* or *cum_weights* can use any numeric type that interoperates
162 with the :class:`float` values returned by :func:`random` (that includes
163 integers, floats, and fractions but excludes decimals).
Georg Brandl116aa622007-08-15 14:28:22 +0000164
Raymond Hettinger40ebe942019-01-30 13:30:20 -0800165 For a given seed, the :func:`choices` function with equal weighting
166 typically produces a different sequence than repeated calls to
167 :func:`choice`. The algorithm used by :func:`choices` uses floating
168 point arithmetic for internal consistency and speed. The algorithm used
169 by :func:`choice` defaults to integer arithmetic with repeated selections
170 to avoid small biases from round-off error.
171
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400172 .. versionadded:: 3.6
173
174
Georg Brandl116aa622007-08-15 14:28:22 +0000175.. function:: shuffle(x[, random])
176
Raymond Hettingera3950e42016-11-17 01:49:54 -0800177 Shuffle the sequence *x* in place.
Georg Brandl116aa622007-08-15 14:28:22 +0000178
Raymond Hettingera3950e42016-11-17 01:49:54 -0800179 The optional argument *random* is a 0-argument function returning a random
180 float in [0.0, 1.0); by default, this is the function :func:`.random`.
181
182 To shuffle an immutable sequence and return a new shuffled list, use
183 ``sample(x, k=len(x))`` instead.
184
185 Note that even for small ``len(x)``, the total number of permutations of *x*
186 can quickly grow larger than the period of most random number generators.
187 This implies that most permutations of a long sequence can never be
188 generated. For example, a sequence of length 2080 is the largest that
189 can fit within the period of the Mersenne Twister random number generator.
Georg Brandl116aa622007-08-15 14:28:22 +0000190
191
192.. function:: sample(population, k)
193
Raymond Hettinger1acde192008-01-14 01:00:53 +0000194 Return a *k* length list of unique elements chosen from the population sequence
195 or set. Used for random sampling without replacement.
Georg Brandl116aa622007-08-15 14:28:22 +0000196
Georg Brandl116aa622007-08-15 14:28:22 +0000197 Returns a new list containing elements from the population while leaving the
198 original population unchanged. The resulting list is in selection order so that
199 all sub-slices will also be valid random samples. This allows raffle winners
200 (the sample) to be partitioned into grand prize and second place winners (the
201 subslices).
202
Guido van Rossum2cc30da2007-11-02 23:46:40 +0000203 Members of the population need not be :term:`hashable` or unique. If the population
Georg Brandl116aa622007-08-15 14:28:22 +0000204 contains repeats, then each occurrence is a possible selection in the sample.
205
Raymond Hettingera3950e42016-11-17 01:49:54 -0800206 To choose a sample from a range of integers, use a :func:`range` object as an
Georg Brandl116aa622007-08-15 14:28:22 +0000207 argument. This is especially fast and space efficient for sampling from a large
Raymond Hettingera3950e42016-11-17 01:49:54 -0800208 population: ``sample(range(10000000), k=60)``.
Georg Brandl116aa622007-08-15 14:28:22 +0000209
Raymond Hettingerf07d9492012-07-09 12:43:57 -0700210 If the sample size is larger than the population size, a :exc:`ValueError`
Raymond Hettinger86a20f82012-07-08 16:01:53 -0700211 is raised.
212
Raymond Hettingere1329102016-11-21 12:33:50 -0800213Real-valued distributions
214-------------------------
215
Georg Brandl116aa622007-08-15 14:28:22 +0000216The following functions generate specific real-valued distributions. Function
217parameters are named after the corresponding variables in the distribution's
218equation, as used in common mathematical practice; most of these equations can
219be found in any statistics text.
220
221
222.. function:: random()
223
224 Return the next random floating point number in the range [0.0, 1.0).
225
226
227.. function:: uniform(a, b)
228
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000229 Return a random floating point number *N* such that ``a <= N <= b`` for
230 ``a <= b`` and ``b <= N <= a`` for ``b < a``.
Georg Brandl116aa622007-08-15 14:28:22 +0000231
Raymond Hettingerbe40db02009-06-11 23:12:14 +0000232 The end-point value ``b`` may or may not be included in the range
233 depending on floating-point rounding in the equation ``a + (b-a) * random()``.
Benjamin Peterson35e8c462008-04-24 02:34:53 +0000234
Georg Brandl73dd7c72011-09-17 20:36:28 +0200235
Christian Heimesfe337bf2008-03-23 21:54:12 +0000236.. function:: triangular(low, high, mode)
237
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000238 Return a random floating point number *N* such that ``low <= N <= high`` and
Christian Heimescc47b052008-03-25 14:56:36 +0000239 with the specified *mode* between those bounds. The *low* and *high* bounds
240 default to zero and one. The *mode* argument defaults to the midpoint
241 between the bounds, giving a symmetric distribution.
Christian Heimesfe337bf2008-03-23 21:54:12 +0000242
Georg Brandl116aa622007-08-15 14:28:22 +0000243
244.. function:: betavariate(alpha, beta)
245
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000246 Beta distribution. Conditions on the parameters are ``alpha > 0`` and
247 ``beta > 0``. Returned values range between 0 and 1.
Georg Brandl116aa622007-08-15 14:28:22 +0000248
249
250.. function:: expovariate(lambd)
251
Mark Dickinson2f947362009-01-07 17:54:07 +0000252 Exponential distribution. *lambd* is 1.0 divided by the desired
253 mean. It should be nonzero. (The parameter would be called
254 "lambda", but that is a reserved word in Python.) Returned values
255 range from 0 to positive infinity if *lambd* is positive, and from
256 negative infinity to 0 if *lambd* is negative.
Georg Brandl116aa622007-08-15 14:28:22 +0000257
258
259.. function:: gammavariate(alpha, beta)
260
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000261 Gamma distribution. (*Not* the gamma function!) Conditions on the
262 parameters are ``alpha > 0`` and ``beta > 0``.
Georg Brandl116aa622007-08-15 14:28:22 +0000263
Georg Brandl73dd7c72011-09-17 20:36:28 +0200264 The probability distribution function is::
265
266 x ** (alpha - 1) * math.exp(-x / beta)
267 pdf(x) = --------------------------------------
268 math.gamma(alpha) * beta ** alpha
269
Georg Brandl116aa622007-08-15 14:28:22 +0000270
271.. function:: gauss(mu, sigma)
272
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000273 Gaussian distribution. *mu* is the mean, and *sigma* is the standard
274 deviation. This is slightly faster than the :func:`normalvariate` function
275 defined below.
Georg Brandl116aa622007-08-15 14:28:22 +0000276
277
278.. function:: lognormvariate(mu, sigma)
279
280 Log normal distribution. If you take the natural logarithm of this
281 distribution, you'll get a normal distribution with mean *mu* and standard
282 deviation *sigma*. *mu* can have any value, and *sigma* must be greater than
283 zero.
284
285
286.. function:: normalvariate(mu, sigma)
287
288 Normal distribution. *mu* is the mean, and *sigma* is the standard deviation.
289
290
291.. function:: vonmisesvariate(mu, kappa)
292
293 *mu* is the mean angle, expressed in radians between 0 and 2\*\ *pi*, and *kappa*
294 is the concentration parameter, which must be greater than or equal to zero. If
295 *kappa* is equal to zero, this distribution reduces to a uniform random angle
296 over the range 0 to 2\*\ *pi*.
297
298
299.. function:: paretovariate(alpha)
300
301 Pareto distribution. *alpha* is the shape parameter.
302
303
304.. function:: weibullvariate(alpha, beta)
305
306 Weibull distribution. *alpha* is the scale parameter and *beta* is the shape
307 parameter.
308
309
Raymond Hettingere1329102016-11-21 12:33:50 -0800310Alternative Generator
311---------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000312
Georg Brandl116aa622007-08-15 14:28:22 +0000313.. class:: SystemRandom([seed])
314
315 Class that uses the :func:`os.urandom` function for generating random numbers
316 from sources provided by the operating system. Not available on all systems.
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000317 Does not rely on software state, and sequences are not reproducible. Accordingly,
Raymond Hettingerafd30452009-02-24 10:57:02 +0000318 the :meth:`seed` method has no effect and is ignored.
Georg Brandl116aa622007-08-15 14:28:22 +0000319 The :meth:`getstate` and :meth:`setstate` methods raise
320 :exc:`NotImplementedError` if called.
321
Georg Brandl116aa622007-08-15 14:28:22 +0000322
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000323Notes on Reproducibility
Antoine Pitroue72b5862010-12-12 20:13:31 +0000324------------------------
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000325
326Sometimes it is useful to be able to reproduce the sequences given by a pseudo
327random number generator. By re-using a seed value, the same sequence should be
328reproducible from run to run as long as multiple threads are not running.
329
330Most of the random module's algorithms and seeding functions are subject to
331change across Python versions, but two aspects are guaranteed not to change:
332
333* If a new seeding method is added, then a backward compatible seeder will be
334 offered.
335
Georg Brandl92849d12016-02-19 08:57:38 +0100336* The generator's :meth:`~Random.random` method will continue to produce the same
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000337 sequence when the compatible seeder is given the same seed.
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000338
Raymond Hettinger6e353942010-12-04 23:42:12 +0000339.. _random-examples:
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000340
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000341Examples and Recipes
Antoine Pitroue72b5862010-12-12 20:13:31 +0000342--------------------
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000343
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800344Basic examples::
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000345
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800346 >>> random() # Random float: 0.0 <= x < 1.0
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000347 0.37444887175646646
348
Raymond Hettingere1329102016-11-21 12:33:50 -0800349 >>> uniform(2.5, 10.0) # Random float: 2.5 <= x < 10.0
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800350 3.1800146073117523
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000351
Raymond Hettingere1329102016-11-21 12:33:50 -0800352 >>> expovariate(1 / 5) # Interval between arrivals averaging 5 seconds
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800353 5.148957571865031
354
Raymond Hettingere1329102016-11-21 12:33:50 -0800355 >>> randrange(10) # Integer from 0 to 9 inclusive
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000356 7
357
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800358 >>> randrange(0, 101, 2) # Even integer from 0 to 100 inclusive
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000359 26
360
Raymond Hettinger6befb642016-11-21 01:59:39 -0800361 >>> choice(['win', 'lose', 'draw']) # Single random element from a sequence
362 'draw'
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000363
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800364 >>> deck = 'ace two three four'.split()
365 >>> shuffle(deck) # Shuffle a list
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400366 >>> deck
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800367 ['four', 'two', 'ace', 'three']
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000368
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800369 >>> sample([10, 20, 30, 40, 50], k=4) # Four samples without replacement
370 [40, 10, 50, 30]
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000371
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800372Simulations::
373
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800374 >>> # Six roulette wheel spins (weighted sampling with replacement)
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400375 >>> choices(['red', 'black', 'green'], [18, 18, 2], k=6)
376 ['red', 'green', 'black', 'black', 'red', 'black']
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000377
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800378 >>> # Deal 20 cards without replacement from a deck of 52 playing cards
379 >>> # and determine the proportion of cards with a ten-value
380 >>> # (a ten, jack, queen, or king).
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800381 >>> deck = collections.Counter(tens=16, low_cards=36)
382 >>> seen = sample(list(deck.elements()), k=20)
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800383 >>> seen.count('tens') / 20
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800384 0.15
385
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800386 >>> # Estimate the probability of getting 5 or more heads from 7 spins
387 >>> # of a biased coin that settles on heads 60% of the time.
388 >>> trial = lambda: choices('HT', cum_weights=(0.60, 1.00), k=7).count('H') >= 5
389 >>> sum(trial() for i in range(10000)) / 10000
Raymond Hettinger16ef5d42016-10-31 22:53:52 -0700390 0.4169
391
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800392 >>> # Probability of the median of 5 samples being in middle two quartiles
393 >>> trial = lambda : 2500 <= sorted(choices(range(10000), k=5))[2] < 7500
394 >>> sum(trial() for i in range(10000)) / 10000
395 0.7958
396
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400397Example of `statistical bootstrapping
398<https://en.wikipedia.org/wiki/Bootstrapping_(statistics)>`_ using resampling
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800399with replacement to estimate a confidence interval for the mean of a sample of
400size five::
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000401
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400402 # http://statistics.about.com/od/Applications/a/Example-Of-Bootstrapping.htm
403 from statistics import mean
404 from random import choices
Raymond Hettingerf5b7c7b2016-09-05 13:15:02 -0700405
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400406 data = 1, 2, 4, 4, 10
407 means = sorted(mean(choices(data, k=5)) for i in range(20))
Raymond Hettinger2589ee32016-11-16 21:34:17 -0800408 print(f'The sample mean of {mean(data):.1f} has a 90% confidence '
409 f'interval from {means[1]:.1f} to {means[-2]:.1f}')
410
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800411Example of a `resampling permutation test
412<https://en.wikipedia.org/wiki/Resampling_(statistics)#Permutation_tests>`_
413to determine the statistical significance or `p-value
414<https://en.wikipedia.org/wiki/P-value>`_ of an observed difference
415between the effects of a drug versus a placebo::
416
417 # Example from "Statistics is Easy" by Dennis Shasha and Manda Wilson
418 from statistics import mean
419 from random import shuffle
420
421 drug = [54, 73, 53, 70, 73, 68, 52, 65, 65]
422 placebo = [54, 51, 58, 44, 55, 52, 42, 47, 58, 46]
423 observed_diff = mean(drug) - mean(placebo)
424
425 n = 10000
426 count = 0
427 combined = drug + placebo
428 for i in range(n):
429 shuffle(combined)
430 new_diff = mean(combined[:len(drug)]) - mean(combined[len(drug):])
431 count += (new_diff >= observed_diff)
432
433 print(f'{n} label reshufflings produced only {count} instances with a difference')
434 print(f'at least as extreme as the observed difference of {observed_diff:.1f}.')
435 print(f'The one-sided p-value of {count / n:.4f} leads us to reject the null')
Raymond Hettinger6befb642016-11-21 01:59:39 -0800436 print(f'hypothesis that there is no difference between the drug and the placebo.')
437
438Simulation of arrival times and service deliveries in a single server queue::
439
Raymond Hettinger1149d932016-11-21 14:13:07 -0800440 from random import expovariate, gauss
441 from statistics import mean, median, stdev
Raymond Hettinger6befb642016-11-21 01:59:39 -0800442
443 average_arrival_interval = 5.6
444 average_service_time = 5.0
445 stdev_service_time = 0.5
446
447 num_waiting = 0
Raymond Hettinger1149d932016-11-21 14:13:07 -0800448 arrivals = []
449 starts = []
Raymond Hettinger6befb642016-11-21 01:59:39 -0800450 arrival = service_end = 0.0
Raymond Hettinger8ab12582016-11-21 10:16:01 -0800451 for i in range(20000):
452 if arrival <= service_end:
453 num_waiting += 1
454 arrival += expovariate(1.0 / average_arrival_interval)
Raymond Hettinger1149d932016-11-21 14:13:07 -0800455 arrivals.append(arrival)
Raymond Hettinger8ab12582016-11-21 10:16:01 -0800456 else:
Raymond Hettinger6befb642016-11-21 01:59:39 -0800457 num_waiting -= 1
458 service_start = service_end if num_waiting else arrival
459 service_time = gauss(average_service_time, stdev_service_time)
460 service_end = service_start + service_time
Raymond Hettinger1149d932016-11-21 14:13:07 -0800461 starts.append(service_start)
462
463 waits = [start - arrival for arrival, start in zip(arrivals, starts)]
464 print(f'Mean wait: {mean(waits):.1f}. Stdev wait: {stdev(waits):.1f}.')
465 print(f'Median wait: {median(waits):.1f}. Max wait: {max(waits):.1f}.')
Raymond Hettinger6befb642016-11-21 01:59:39 -0800466
Raymond Hettinger05374052016-11-21 10:52:04 -0800467.. seealso::
468
469 `Statistics for Hackers <https://www.youtube.com/watch?v=Iq9DzN6mvYA>`_
470 a video tutorial by
471 `Jake Vanderplas <https://us.pycon.org/2016/speaker/profile/295/>`_
472 on statistical analysis using just a few fundamental concepts
473 including simulation, sampling, shuffling, and cross-validation.
474
475 `Economics Simulation
476 <http://nbviewer.jupyter.org/url/norvig.com/ipython/Economics.ipynb>`_
477 a simulation of a marketplace by
478 `Peter Norvig <http://norvig.com/bio.html>`_ that shows effective
Raymond Hettinger7f946192016-11-21 15:13:18 -0800479 use of many of the tools and distributions provided by this module
Raymond Hettinger05374052016-11-21 10:52:04 -0800480 (gauss, uniform, sample, betavariate, choice, triangular, and randrange).
481
482 `A Concrete Introduction to Probability (using Python)
483 <http://nbviewer.jupyter.org/url/norvig.com/ipython/Probability.ipynb>`_
484 a tutorial by `Peter Norvig <http://norvig.com/bio.html>`_ covering
485 the basics of probability theory, how to write simulations, and
Raymond Hettinger7f946192016-11-21 15:13:18 -0800486 how to perform data analysis using Python.