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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
Georg Brandl116aa622007-08-15 14:28:22 +0000114
Victor Stinner9f5fe792020-04-17 19:05:35 +0200115.. function:: randbytes(n)
116
117 Generate *n* random bytes.
118
119 .. versionadded:: 3.9
120
121
Raymond Hettingere1329102016-11-21 12:33:50 -0800122Functions for integers
123----------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000124
Ezio Melottie0add762012-09-14 06:32:35 +0300125.. function:: randrange(stop)
126 randrange(start, stop[, step])
Georg Brandl116aa622007-08-15 14:28:22 +0000127
128 Return a randomly selected element from ``range(start, stop, step)``. This is
129 equivalent to ``choice(range(start, stop, step))``, but doesn't actually build a
130 range object.
131
Raymond Hettinger05156612010-09-07 04:44:52 +0000132 The positional argument pattern matches that of :func:`range`. Keyword arguments
133 should not be used because the function may use them in unexpected ways.
134
135 .. versionchanged:: 3.2
136 :meth:`randrange` is more sophisticated about producing equally distributed
137 values. Formerly it used a style like ``int(random()*n)`` which could produce
138 slightly uneven distributions.
Georg Brandl116aa622007-08-15 14:28:22 +0000139
140.. function:: randint(a, b)
141
Raymond Hettingerafd30452009-02-24 10:57:02 +0000142 Return a random integer *N* such that ``a <= N <= b``. Alias for
143 ``randrange(a, b+1)``.
Georg Brandl116aa622007-08-15 14:28:22 +0000144
Georg Brandl116aa622007-08-15 14:28:22 +0000145
Raymond Hettingere1329102016-11-21 12:33:50 -0800146Functions for sequences
147-----------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000148
149.. function:: choice(seq)
150
151 Return a random element from the non-empty sequence *seq*. If *seq* is empty,
152 raises :exc:`IndexError`.
153
Raymond Hettinger9016f282016-09-26 21:45:57 -0700154.. function:: choices(population, weights=None, *, cum_weights=None, k=1)
Raymond Hettingere8f1e002016-09-06 17:15:29 -0700155
156 Return a *k* sized list of elements chosen from the *population* with replacement.
157 If the *population* is empty, raises :exc:`IndexError`.
158
159 If a *weights* sequence is specified, selections are made according to the
160 relative weights. Alternatively, if a *cum_weights* sequence is given, the
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400161 selections are made according to the cumulative weights (perhaps computed
162 using :func:`itertools.accumulate`). For example, the relative weights
163 ``[10, 5, 30, 5]`` are equivalent to the cumulative weights
164 ``[10, 15, 45, 50]``. Internally, the relative weights are converted to
165 cumulative weights before making selections, so supplying the cumulative
166 weights saves work.
Raymond Hettingere8f1e002016-09-06 17:15:29 -0700167
168 If neither *weights* nor *cum_weights* are specified, selections are made
169 with equal probability. If a weights sequence is supplied, it must be
170 the same length as the *population* sequence. It is a :exc:`TypeError`
171 to specify both *weights* and *cum_weights*.
172
173 The *weights* or *cum_weights* can use any numeric type that interoperates
174 with the :class:`float` values returned by :func:`random` (that includes
Raymond Hettinger041d8b42019-11-23 02:22:13 -0800175 integers, floats, and fractions but excludes decimals). Behavior is
176 undefined if any weight is negative. A :exc:`ValueError` is raised if all
177 weights are zero.
Georg Brandl116aa622007-08-15 14:28:22 +0000178
Raymond Hettinger40ebe942019-01-30 13:30:20 -0800179 For a given seed, the :func:`choices` function with equal weighting
180 typically produces a different sequence than repeated calls to
181 :func:`choice`. The algorithm used by :func:`choices` uses floating
182 point arithmetic for internal consistency and speed. The algorithm used
183 by :func:`choice` defaults to integer arithmetic with repeated selections
184 to avoid small biases from round-off error.
185
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400186 .. versionadded:: 3.6
187
Raymond Hettinger041d8b42019-11-23 02:22:13 -0800188 .. versionchanged:: 3.9
189 Raises a :exc:`ValueError` if all weights are zero.
190
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400191
Georg Brandl116aa622007-08-15 14:28:22 +0000192.. function:: shuffle(x[, random])
193
Raymond Hettingera3950e42016-11-17 01:49:54 -0800194 Shuffle the sequence *x* in place.
Georg Brandl116aa622007-08-15 14:28:22 +0000195
Raymond Hettingera3950e42016-11-17 01:49:54 -0800196 The optional argument *random* is a 0-argument function returning a random
197 float in [0.0, 1.0); by default, this is the function :func:`.random`.
198
199 To shuffle an immutable sequence and return a new shuffled list, use
200 ``sample(x, k=len(x))`` instead.
201
202 Note that even for small ``len(x)``, the total number of permutations of *x*
203 can quickly grow larger than the period of most random number generators.
204 This implies that most permutations of a long sequence can never be
205 generated. For example, a sequence of length 2080 is the largest that
206 can fit within the period of the Mersenne Twister random number generator.
Georg Brandl116aa622007-08-15 14:28:22 +0000207
208
209.. function:: sample(population, k)
210
Raymond Hettinger1acde192008-01-14 01:00:53 +0000211 Return a *k* length list of unique elements chosen from the population sequence
212 or set. Used for random sampling without replacement.
Georg Brandl116aa622007-08-15 14:28:22 +0000213
Georg Brandl116aa622007-08-15 14:28:22 +0000214 Returns a new list containing elements from the population while leaving the
215 original population unchanged. The resulting list is in selection order so that
216 all sub-slices will also be valid random samples. This allows raffle winners
217 (the sample) to be partitioned into grand prize and second place winners (the
218 subslices).
219
Guido van Rossum2cc30da2007-11-02 23:46:40 +0000220 Members of the population need not be :term:`hashable` or unique. If the population
Georg Brandl116aa622007-08-15 14:28:22 +0000221 contains repeats, then each occurrence is a possible selection in the sample.
222
Raymond Hettingera3950e42016-11-17 01:49:54 -0800223 To choose a sample from a range of integers, use a :func:`range` object as an
Georg Brandl116aa622007-08-15 14:28:22 +0000224 argument. This is especially fast and space efficient for sampling from a large
Raymond Hettingera3950e42016-11-17 01:49:54 -0800225 population: ``sample(range(10000000), k=60)``.
Georg Brandl116aa622007-08-15 14:28:22 +0000226
Raymond Hettingerf07d9492012-07-09 12:43:57 -0700227 If the sample size is larger than the population size, a :exc:`ValueError`
Raymond Hettinger86a20f82012-07-08 16:01:53 -0700228 is raised.
229
Raymond Hettingere1329102016-11-21 12:33:50 -0800230Real-valued distributions
231-------------------------
232
Georg Brandl116aa622007-08-15 14:28:22 +0000233The following functions generate specific real-valued distributions. Function
234parameters are named after the corresponding variables in the distribution's
235equation, as used in common mathematical practice; most of these equations can
236be found in any statistics text.
237
238
239.. function:: random()
240
241 Return the next random floating point number in the range [0.0, 1.0).
242
243
244.. function:: uniform(a, b)
245
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000246 Return a random floating point number *N* such that ``a <= N <= b`` for
247 ``a <= b`` and ``b <= N <= a`` for ``b < a``.
Georg Brandl116aa622007-08-15 14:28:22 +0000248
Raymond Hettingerbe40db02009-06-11 23:12:14 +0000249 The end-point value ``b`` may or may not be included in the range
250 depending on floating-point rounding in the equation ``a + (b-a) * random()``.
Benjamin Peterson35e8c462008-04-24 02:34:53 +0000251
Georg Brandl73dd7c72011-09-17 20:36:28 +0200252
Christian Heimesfe337bf2008-03-23 21:54:12 +0000253.. function:: triangular(low, high, mode)
254
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000255 Return a random floating point number *N* such that ``low <= N <= high`` and
Christian Heimescc47b052008-03-25 14:56:36 +0000256 with the specified *mode* between those bounds. The *low* and *high* bounds
257 default to zero and one. The *mode* argument defaults to the midpoint
258 between the bounds, giving a symmetric distribution.
Christian Heimesfe337bf2008-03-23 21:54:12 +0000259
Georg Brandl116aa622007-08-15 14:28:22 +0000260
261.. function:: betavariate(alpha, beta)
262
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000263 Beta distribution. Conditions on the parameters are ``alpha > 0`` and
264 ``beta > 0``. Returned values range between 0 and 1.
Georg Brandl116aa622007-08-15 14:28:22 +0000265
266
267.. function:: expovariate(lambd)
268
Mark Dickinson2f947362009-01-07 17:54:07 +0000269 Exponential distribution. *lambd* is 1.0 divided by the desired
270 mean. It should be nonzero. (The parameter would be called
271 "lambda", but that is a reserved word in Python.) Returned values
272 range from 0 to positive infinity if *lambd* is positive, and from
273 negative infinity to 0 if *lambd* is negative.
Georg Brandl116aa622007-08-15 14:28:22 +0000274
275
276.. function:: gammavariate(alpha, beta)
277
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000278 Gamma distribution. (*Not* the gamma function!) Conditions on the
279 parameters are ``alpha > 0`` and ``beta > 0``.
Georg Brandl116aa622007-08-15 14:28:22 +0000280
Georg Brandl73dd7c72011-09-17 20:36:28 +0200281 The probability distribution function is::
282
283 x ** (alpha - 1) * math.exp(-x / beta)
284 pdf(x) = --------------------------------------
285 math.gamma(alpha) * beta ** alpha
286
Georg Brandl116aa622007-08-15 14:28:22 +0000287
288.. function:: gauss(mu, sigma)
289
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000290 Gaussian distribution. *mu* is the mean, and *sigma* is the standard
291 deviation. This is slightly faster than the :func:`normalvariate` function
292 defined below.
Georg Brandl116aa622007-08-15 14:28:22 +0000293
294
295.. function:: lognormvariate(mu, sigma)
296
297 Log normal distribution. If you take the natural logarithm of this
298 distribution, you'll get a normal distribution with mean *mu* and standard
299 deviation *sigma*. *mu* can have any value, and *sigma* must be greater than
300 zero.
301
302
303.. function:: normalvariate(mu, sigma)
304
305 Normal distribution. *mu* is the mean, and *sigma* is the standard deviation.
306
307
308.. function:: vonmisesvariate(mu, kappa)
309
310 *mu* is the mean angle, expressed in radians between 0 and 2\*\ *pi*, and *kappa*
311 is the concentration parameter, which must be greater than or equal to zero. If
312 *kappa* is equal to zero, this distribution reduces to a uniform random angle
313 over the range 0 to 2\*\ *pi*.
314
315
316.. function:: paretovariate(alpha)
317
318 Pareto distribution. *alpha* is the shape parameter.
319
320
321.. function:: weibullvariate(alpha, beta)
322
323 Weibull distribution. *alpha* is the scale parameter and *beta* is the shape
324 parameter.
325
326
Raymond Hettingere1329102016-11-21 12:33:50 -0800327Alternative Generator
328---------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000329
Matthias Bussonnier31e8d692019-04-16 09:47:11 -0700330.. class:: Random([seed])
331
332 Class that implements the default pseudo-random number generator used by the
333 :mod:`random` module.
334
Raymond Hettingerd0cdeaa2019-08-22 09:19:36 -0700335 .. deprecated:: 3.9
336 In the future, the *seed* must be one of the following types:
337 :class:`NoneType`, :class:`int`, :class:`float`, :class:`str`,
338 :class:`bytes`, or :class:`bytearray`.
339
Georg Brandl116aa622007-08-15 14:28:22 +0000340.. class:: SystemRandom([seed])
341
342 Class that uses the :func:`os.urandom` function for generating random numbers
343 from sources provided by the operating system. Not available on all systems.
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000344 Does not rely on software state, and sequences are not reproducible. Accordingly,
Raymond Hettingerafd30452009-02-24 10:57:02 +0000345 the :meth:`seed` method has no effect and is ignored.
Georg Brandl116aa622007-08-15 14:28:22 +0000346 The :meth:`getstate` and :meth:`setstate` methods raise
347 :exc:`NotImplementedError` if called.
348
Georg Brandl116aa622007-08-15 14:28:22 +0000349
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000350Notes on Reproducibility
Antoine Pitroue72b5862010-12-12 20:13:31 +0000351------------------------
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000352
Julien Palard58a40542020-01-31 10:50:14 +0100353Sometimes it is useful to be able to reproduce the sequences given by a
354pseudo-random number generator. By re-using a seed value, the same sequence should be
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000355reproducible from run to run as long as multiple threads are not running.
356
357Most of the random module's algorithms and seeding functions are subject to
358change across Python versions, but two aspects are guaranteed not to change:
359
360* If a new seeding method is added, then a backward compatible seeder will be
361 offered.
362
Georg Brandl92849d12016-02-19 08:57:38 +0100363* The generator's :meth:`~Random.random` method will continue to produce the same
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000364 sequence when the compatible seeder is given the same seed.
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000365
Raymond Hettinger6e353942010-12-04 23:42:12 +0000366.. _random-examples:
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000367
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000368Examples and Recipes
Antoine Pitroue72b5862010-12-12 20:13:31 +0000369--------------------
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000370
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800371Basic examples::
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000372
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800373 >>> random() # Random float: 0.0 <= x < 1.0
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000374 0.37444887175646646
375
Raymond Hettingere1329102016-11-21 12:33:50 -0800376 >>> uniform(2.5, 10.0) # Random float: 2.5 <= x < 10.0
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800377 3.1800146073117523
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000378
Raymond Hettingere1329102016-11-21 12:33:50 -0800379 >>> expovariate(1 / 5) # Interval between arrivals averaging 5 seconds
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800380 5.148957571865031
381
Raymond Hettingere1329102016-11-21 12:33:50 -0800382 >>> randrange(10) # Integer from 0 to 9 inclusive
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000383 7
384
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800385 >>> randrange(0, 101, 2) # Even integer from 0 to 100 inclusive
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000386 26
387
Raymond Hettinger6befb642016-11-21 01:59:39 -0800388 >>> choice(['win', 'lose', 'draw']) # Single random element from a sequence
389 'draw'
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000390
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800391 >>> deck = 'ace two three four'.split()
392 >>> shuffle(deck) # Shuffle a list
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400393 >>> deck
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800394 ['four', 'two', 'ace', 'three']
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000395
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800396 >>> sample([10, 20, 30, 40, 50], k=4) # Four samples without replacement
397 [40, 10, 50, 30]
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000398
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800399Simulations::
400
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800401 >>> # Six roulette wheel spins (weighted sampling with replacement)
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400402 >>> choices(['red', 'black', 'green'], [18, 18, 2], k=6)
403 ['red', 'green', 'black', 'black', 'red', 'black']
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000404
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800405 >>> # Deal 20 cards without replacement from a deck of 52 playing cards
406 >>> # and determine the proportion of cards with a ten-value
407 >>> # (a ten, jack, queen, or king).
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800408 >>> deck = collections.Counter(tens=16, low_cards=36)
409 >>> seen = sample(list(deck.elements()), k=20)
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800410 >>> seen.count('tens') / 20
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800411 0.15
412
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800413 >>> # Estimate the probability of getting 5 or more heads from 7 spins
414 >>> # of a biased coin that settles on heads 60% of the time.
Raymond Hettinger9abb7252019-02-15 12:40:18 -0800415 >>> def trial():
416 ... return choices('HT', cum_weights=(0.60, 1.00), k=7).count('H') >= 5
417 ...
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800418 >>> sum(trial() for i in range(10000)) / 10000
Raymond Hettinger16ef5d42016-10-31 22:53:52 -0700419 0.4169
420
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800421 >>> # Probability of the median of 5 samples being in middle two quartiles
Raymond Hettinger9abb7252019-02-15 12:40:18 -0800422 >>> def trial():
423 ... return 2500 <= sorted(choices(range(10000), k=5))[2] < 7500
424 ...
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800425 >>> sum(trial() for i in range(10000)) / 10000
426 0.7958
427
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400428Example of `statistical bootstrapping
429<https://en.wikipedia.org/wiki/Bootstrapping_(statistics)>`_ using resampling
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800430with replacement to estimate a confidence interval for the mean of a sample of
431size five::
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000432
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400433 # http://statistics.about.com/od/Applications/a/Example-Of-Bootstrapping.htm
Raymond Hettinger47d99872019-02-21 15:06:29 -0800434 from statistics import fmean as mean
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400435 from random import choices
Raymond Hettingerf5b7c7b2016-09-05 13:15:02 -0700436
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400437 data = 1, 2, 4, 4, 10
438 means = sorted(mean(choices(data, k=5)) for i in range(20))
Raymond Hettinger2589ee32016-11-16 21:34:17 -0800439 print(f'The sample mean of {mean(data):.1f} has a 90% confidence '
440 f'interval from {means[1]:.1f} to {means[-2]:.1f}')
441
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800442Example of a `resampling permutation test
443<https://en.wikipedia.org/wiki/Resampling_(statistics)#Permutation_tests>`_
444to determine the statistical significance or `p-value
445<https://en.wikipedia.org/wiki/P-value>`_ of an observed difference
446between the effects of a drug versus a placebo::
447
448 # Example from "Statistics is Easy" by Dennis Shasha and Manda Wilson
Raymond Hettinger47d99872019-02-21 15:06:29 -0800449 from statistics import fmean as mean
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800450 from random import shuffle
451
452 drug = [54, 73, 53, 70, 73, 68, 52, 65, 65]
453 placebo = [54, 51, 58, 44, 55, 52, 42, 47, 58, 46]
454 observed_diff = mean(drug) - mean(placebo)
455
456 n = 10000
457 count = 0
458 combined = drug + placebo
459 for i in range(n):
460 shuffle(combined)
461 new_diff = mean(combined[:len(drug)]) - mean(combined[len(drug):])
462 count += (new_diff >= observed_diff)
463
464 print(f'{n} label reshufflings produced only {count} instances with a difference')
465 print(f'at least as extreme as the observed difference of {observed_diff:.1f}.')
466 print(f'The one-sided p-value of {count / n:.4f} leads us to reject the null')
Raymond Hettinger6befb642016-11-21 01:59:39 -0800467 print(f'hypothesis that there is no difference between the drug and the placebo.')
468
469Simulation of arrival times and service deliveries in a single server queue::
470
Raymond Hettinger1149d932016-11-21 14:13:07 -0800471 from random import expovariate, gauss
472 from statistics import mean, median, stdev
Raymond Hettinger6befb642016-11-21 01:59:39 -0800473
474 average_arrival_interval = 5.6
475 average_service_time = 5.0
476 stdev_service_time = 0.5
477
478 num_waiting = 0
Raymond Hettinger1149d932016-11-21 14:13:07 -0800479 arrivals = []
480 starts = []
Raymond Hettinger6befb642016-11-21 01:59:39 -0800481 arrival = service_end = 0.0
Raymond Hettinger8ab12582016-11-21 10:16:01 -0800482 for i in range(20000):
483 if arrival <= service_end:
484 num_waiting += 1
485 arrival += expovariate(1.0 / average_arrival_interval)
Raymond Hettinger1149d932016-11-21 14:13:07 -0800486 arrivals.append(arrival)
Raymond Hettinger8ab12582016-11-21 10:16:01 -0800487 else:
Raymond Hettinger6befb642016-11-21 01:59:39 -0800488 num_waiting -= 1
489 service_start = service_end if num_waiting else arrival
490 service_time = gauss(average_service_time, stdev_service_time)
491 service_end = service_start + service_time
Raymond Hettinger1149d932016-11-21 14:13:07 -0800492 starts.append(service_start)
493
494 waits = [start - arrival for arrival, start in zip(arrivals, starts)]
495 print(f'Mean wait: {mean(waits):.1f}. Stdev wait: {stdev(waits):.1f}.')
496 print(f'Median wait: {median(waits):.1f}. Max wait: {max(waits):.1f}.')
Raymond Hettinger6befb642016-11-21 01:59:39 -0800497
Raymond Hettinger05374052016-11-21 10:52:04 -0800498.. seealso::
499
500 `Statistics for Hackers <https://www.youtube.com/watch?v=Iq9DzN6mvYA>`_
501 a video tutorial by
502 `Jake Vanderplas <https://us.pycon.org/2016/speaker/profile/295/>`_
503 on statistical analysis using just a few fundamental concepts
504 including simulation, sampling, shuffling, and cross-validation.
505
506 `Economics Simulation
507 <http://nbviewer.jupyter.org/url/norvig.com/ipython/Economics.ipynb>`_
508 a simulation of a marketplace by
509 `Peter Norvig <http://norvig.com/bio.html>`_ that shows effective
Raymond Hettinger7f946192016-11-21 15:13:18 -0800510 use of many of the tools and distributions provided by this module
Raymond Hettinger05374052016-11-21 10:52:04 -0800511 (gauss, uniform, sample, betavariate, choice, triangular, and randrange).
512
513 `A Concrete Introduction to Probability (using Python)
514 <http://nbviewer.jupyter.org/url/norvig.com/ipython/Probability.ipynb>`_
515 a tutorial by `Peter Norvig <http://norvig.com/bio.html>`_ covering
516 the basics of probability theory, how to write simulations, and
Raymond Hettinger7f946192016-11-21 15:13:18 -0800517 how to perform data analysis using Python.