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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
Raymond Hettingera9621bb2020-12-28 11:10:34 -0800138 .. deprecated:: 3.10
139 The automatic conversion of non-integer types to equivalent integers is
140 deprecated. Currently ``randrange(10.0)`` is losslessly converted to
141 ``randrange(10)``. In the future, this will raise a :exc:`TypeError`.
142
143 .. deprecated:: 3.10
144 The exception raised for non-integral values such as ``range(10.5)``
145 will be changed from :exc:`ValueError` to :exc:`TypeError`.
146
Georg Brandl116aa622007-08-15 14:28:22 +0000147.. function:: randint(a, b)
148
Raymond Hettingerafd30452009-02-24 10:57:02 +0000149 Return a random integer *N* such that ``a <= N <= b``. Alias for
150 ``randrange(a, b+1)``.
Georg Brandl116aa622007-08-15 14:28:22 +0000151
Raymond Hettingerf01d1be2020-05-04 22:52:13 -0700152.. function:: getrandbits(k)
153
Raymond Hettinger56464142020-12-18 17:03:10 -0800154 Returns a non-negative Python integer with *k* random bits. This method
155 is supplied with the MersenneTwister generator and some other generators
156 may also provide it as an optional part of the API. When available,
157 :meth:`getrandbits` enables :meth:`randrange` to handle arbitrarily large
158 ranges.
Raymond Hettingerf01d1be2020-05-04 22:52:13 -0700159
160 .. versionchanged:: 3.9
161 This method now accepts zero for *k*.
162
Georg Brandl116aa622007-08-15 14:28:22 +0000163
Raymond Hettingere1329102016-11-21 12:33:50 -0800164Functions for sequences
165-----------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000166
167.. function:: choice(seq)
168
169 Return a random element from the non-empty sequence *seq*. If *seq* is empty,
170 raises :exc:`IndexError`.
171
Raymond Hettinger9016f282016-09-26 21:45:57 -0700172.. function:: choices(population, weights=None, *, cum_weights=None, k=1)
Raymond Hettingere8f1e002016-09-06 17:15:29 -0700173
174 Return a *k* sized list of elements chosen from the *population* with replacement.
175 If the *population* is empty, raises :exc:`IndexError`.
176
177 If a *weights* sequence is specified, selections are made according to the
178 relative weights. Alternatively, if a *cum_weights* sequence is given, the
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400179 selections are made according to the cumulative weights (perhaps computed
180 using :func:`itertools.accumulate`). For example, the relative weights
181 ``[10, 5, 30, 5]`` are equivalent to the cumulative weights
182 ``[10, 15, 45, 50]``. Internally, the relative weights are converted to
183 cumulative weights before making selections, so supplying the cumulative
184 weights saves work.
Raymond Hettingere8f1e002016-09-06 17:15:29 -0700185
186 If neither *weights* nor *cum_weights* are specified, selections are made
187 with equal probability. If a weights sequence is supplied, it must be
188 the same length as the *population* sequence. It is a :exc:`TypeError`
189 to specify both *weights* and *cum_weights*.
190
191 The *weights* or *cum_weights* can use any numeric type that interoperates
192 with the :class:`float` values returned by :func:`random` (that includes
Ram Rachumb0dfc752020-09-29 04:32:10 +0300193 integers, floats, and fractions but excludes decimals). Weights are assumed
194 to be non-negative and finite. A :exc:`ValueError` is raised if all
Raymond Hettinger041d8b42019-11-23 02:22:13 -0800195 weights are zero.
Georg Brandl116aa622007-08-15 14:28:22 +0000196
Raymond Hettinger40ebe942019-01-30 13:30:20 -0800197 For a given seed, the :func:`choices` function with equal weighting
198 typically produces a different sequence than repeated calls to
199 :func:`choice`. The algorithm used by :func:`choices` uses floating
200 point arithmetic for internal consistency and speed. The algorithm used
201 by :func:`choice` defaults to integer arithmetic with repeated selections
202 to avoid small biases from round-off error.
203
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400204 .. versionadded:: 3.6
205
Raymond Hettinger041d8b42019-11-23 02:22:13 -0800206 .. versionchanged:: 3.9
207 Raises a :exc:`ValueError` if all weights are zero.
208
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400209
Georg Brandl116aa622007-08-15 14:28:22 +0000210.. function:: shuffle(x[, random])
211
Raymond Hettingera3950e42016-11-17 01:49:54 -0800212 Shuffle the sequence *x* in place.
Georg Brandl116aa622007-08-15 14:28:22 +0000213
Raymond Hettingera3950e42016-11-17 01:49:54 -0800214 The optional argument *random* is a 0-argument function returning a random
215 float in [0.0, 1.0); by default, this is the function :func:`.random`.
216
217 To shuffle an immutable sequence and return a new shuffled list, use
218 ``sample(x, k=len(x))`` instead.
219
220 Note that even for small ``len(x)``, the total number of permutations of *x*
221 can quickly grow larger than the period of most random number generators.
222 This implies that most permutations of a long sequence can never be
223 generated. For example, a sequence of length 2080 is the largest that
224 can fit within the period of the Mersenne Twister random number generator.
Georg Brandl116aa622007-08-15 14:28:22 +0000225
Raymond Hettinger190fac92020-05-02 16:45:32 -0700226 .. deprecated-removed:: 3.9 3.11
227 The optional parameter *random*.
228
Georg Brandl116aa622007-08-15 14:28:22 +0000229
Raymond Hettinger81a5fc32020-05-08 07:53:15 -0700230.. function:: sample(population, k, *, counts=None)
Georg Brandl116aa622007-08-15 14:28:22 +0000231
Raymond Hettinger1acde192008-01-14 01:00:53 +0000232 Return a *k* length list of unique elements chosen from the population sequence
233 or set. Used for random sampling without replacement.
Georg Brandl116aa622007-08-15 14:28:22 +0000234
Georg Brandl116aa622007-08-15 14:28:22 +0000235 Returns a new list containing elements from the population while leaving the
236 original population unchanged. The resulting list is in selection order so that
237 all sub-slices will also be valid random samples. This allows raffle winners
238 (the sample) to be partitioned into grand prize and second place winners (the
239 subslices).
240
Guido van Rossum2cc30da2007-11-02 23:46:40 +0000241 Members of the population need not be :term:`hashable` or unique. If the population
Georg Brandl116aa622007-08-15 14:28:22 +0000242 contains repeats, then each occurrence is a possible selection in the sample.
243
Raymond Hettinger81a5fc32020-05-08 07:53:15 -0700244 Repeated elements can be specified one at a time or with the optional
245 keyword-only *counts* parameter. For example, ``sample(['red', 'blue'],
246 counts=[4, 2], k=5)`` is equivalent to ``sample(['red', 'red', 'red', 'red',
247 'blue', 'blue'], k=5)``.
248
Raymond Hettingera3950e42016-11-17 01:49:54 -0800249 To choose a sample from a range of integers, use a :func:`range` object as an
Georg Brandl116aa622007-08-15 14:28:22 +0000250 argument. This is especially fast and space efficient for sampling from a large
Raymond Hettingera3950e42016-11-17 01:49:54 -0800251 population: ``sample(range(10000000), k=60)``.
Georg Brandl116aa622007-08-15 14:28:22 +0000252
Raymond Hettingerf07d9492012-07-09 12:43:57 -0700253 If the sample size is larger than the population size, a :exc:`ValueError`
Raymond Hettinger86a20f82012-07-08 16:01:53 -0700254 is raised.
255
Raymond Hettinger81a5fc32020-05-08 07:53:15 -0700256 .. versionchanged:: 3.9
257 Added the *counts* parameter.
258
Raymond Hettinger4fe00202020-04-19 00:36:42 -0700259 .. deprecated:: 3.9
260 In the future, the *population* must be a sequence. Instances of
261 :class:`set` are no longer supported. The set must first be converted
262 to a :class:`list` or :class:`tuple`, preferably in a deterministic
263 order so that the sample is reproducible.
264
265
Raymond Hettingerf2bd04f2020-10-13 16:41:26 -0700266.. _real-valued-distributions:
267
Raymond Hettingere1329102016-11-21 12:33:50 -0800268Real-valued distributions
269-------------------------
270
Georg Brandl116aa622007-08-15 14:28:22 +0000271The following functions generate specific real-valued distributions. Function
272parameters are named after the corresponding variables in the distribution's
273equation, as used in common mathematical practice; most of these equations can
274be found in any statistics text.
275
276
277.. function:: random()
278
279 Return the next random floating point number in the range [0.0, 1.0).
280
281
282.. function:: uniform(a, b)
283
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000284 Return a random floating point number *N* such that ``a <= N <= b`` for
285 ``a <= b`` and ``b <= N <= a`` for ``b < a``.
Georg Brandl116aa622007-08-15 14:28:22 +0000286
Raymond Hettingerbe40db02009-06-11 23:12:14 +0000287 The end-point value ``b`` may or may not be included in the range
288 depending on floating-point rounding in the equation ``a + (b-a) * random()``.
Benjamin Peterson35e8c462008-04-24 02:34:53 +0000289
Georg Brandl73dd7c72011-09-17 20:36:28 +0200290
Christian Heimesfe337bf2008-03-23 21:54:12 +0000291.. function:: triangular(low, high, mode)
292
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000293 Return a random floating point number *N* such that ``low <= N <= high`` and
Christian Heimescc47b052008-03-25 14:56:36 +0000294 with the specified *mode* between those bounds. The *low* and *high* bounds
295 default to zero and one. The *mode* argument defaults to the midpoint
296 between the bounds, giving a symmetric distribution.
Christian Heimesfe337bf2008-03-23 21:54:12 +0000297
Georg Brandl116aa622007-08-15 14:28:22 +0000298
299.. function:: betavariate(alpha, beta)
300
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000301 Beta distribution. Conditions on the parameters are ``alpha > 0`` and
302 ``beta > 0``. Returned values range between 0 and 1.
Georg Brandl116aa622007-08-15 14:28:22 +0000303
304
305.. function:: expovariate(lambd)
306
Mark Dickinson2f947362009-01-07 17:54:07 +0000307 Exponential distribution. *lambd* is 1.0 divided by the desired
308 mean. It should be nonzero. (The parameter would be called
309 "lambda", but that is a reserved word in Python.) Returned values
310 range from 0 to positive infinity if *lambd* is positive, and from
311 negative infinity to 0 if *lambd* is negative.
Georg Brandl116aa622007-08-15 14:28:22 +0000312
313
314.. function:: gammavariate(alpha, beta)
315
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000316 Gamma distribution. (*Not* the gamma function!) Conditions on the
317 parameters are ``alpha > 0`` and ``beta > 0``.
Georg Brandl116aa622007-08-15 14:28:22 +0000318
Georg Brandl73dd7c72011-09-17 20:36:28 +0200319 The probability distribution function is::
320
321 x ** (alpha - 1) * math.exp(-x / beta)
322 pdf(x) = --------------------------------------
323 math.gamma(alpha) * beta ** alpha
324
Georg Brandl116aa622007-08-15 14:28:22 +0000325
326.. function:: gauss(mu, sigma)
327
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000328 Gaussian distribution. *mu* is the mean, and *sigma* is the standard
329 deviation. This is slightly faster than the :func:`normalvariate` function
330 defined below.
Georg Brandl116aa622007-08-15 14:28:22 +0000331
Raymond Hettinger3cde3782020-10-25 07:59:01 -0700332 Multithreading note: When two threads call this function
333 simultaneously, it is possible that they will receive the
334 same return value. This can be avoided in three ways.
335 1) Have each thread use a different instance of the random
336 number generator. 2) Put locks around all calls. 3) Use the
337 slower, but thread-safe :func:`normalvariate` function instead.
338
Georg Brandl116aa622007-08-15 14:28:22 +0000339
340.. function:: lognormvariate(mu, sigma)
341
342 Log normal distribution. If you take the natural logarithm of this
343 distribution, you'll get a normal distribution with mean *mu* and standard
344 deviation *sigma*. *mu* can have any value, and *sigma* must be greater than
345 zero.
346
347
348.. function:: normalvariate(mu, sigma)
349
350 Normal distribution. *mu* is the mean, and *sigma* is the standard deviation.
351
352
353.. function:: vonmisesvariate(mu, kappa)
354
355 *mu* is the mean angle, expressed in radians between 0 and 2\*\ *pi*, and *kappa*
356 is the concentration parameter, which must be greater than or equal to zero. If
357 *kappa* is equal to zero, this distribution reduces to a uniform random angle
358 over the range 0 to 2\*\ *pi*.
359
360
361.. function:: paretovariate(alpha)
362
363 Pareto distribution. *alpha* is the shape parameter.
364
365
366.. function:: weibullvariate(alpha, beta)
367
368 Weibull distribution. *alpha* is the scale parameter and *beta* is the shape
369 parameter.
370
371
Raymond Hettingere1329102016-11-21 12:33:50 -0800372Alternative Generator
373---------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000374
Matthias Bussonnier31e8d692019-04-16 09:47:11 -0700375.. class:: Random([seed])
376
377 Class that implements the default pseudo-random number generator used by the
378 :mod:`random` module.
379
Raymond Hettingerd0cdeaa2019-08-22 09:19:36 -0700380 .. deprecated:: 3.9
381 In the future, the *seed* must be one of the following types:
382 :class:`NoneType`, :class:`int`, :class:`float`, :class:`str`,
383 :class:`bytes`, or :class:`bytearray`.
384
Georg Brandl116aa622007-08-15 14:28:22 +0000385.. class:: SystemRandom([seed])
386
387 Class that uses the :func:`os.urandom` function for generating random numbers
388 from sources provided by the operating system. Not available on all systems.
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000389 Does not rely on software state, and sequences are not reproducible. Accordingly,
Raymond Hettingerafd30452009-02-24 10:57:02 +0000390 the :meth:`seed` method has no effect and is ignored.
Georg Brandl116aa622007-08-15 14:28:22 +0000391 The :meth:`getstate` and :meth:`setstate` methods raise
392 :exc:`NotImplementedError` if called.
393
Georg Brandl116aa622007-08-15 14:28:22 +0000394
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000395Notes on Reproducibility
Antoine Pitroue72b5862010-12-12 20:13:31 +0000396------------------------
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000397
Julien Palard58a40542020-01-31 10:50:14 +0100398Sometimes it is useful to be able to reproduce the sequences given by a
399pseudo-random number generator. By re-using a seed value, the same sequence should be
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000400reproducible from run to run as long as multiple threads are not running.
401
402Most of the random module's algorithms and seeding functions are subject to
403change across Python versions, but two aspects are guaranteed not to change:
404
405* If a new seeding method is added, then a backward compatible seeder will be
406 offered.
407
Georg Brandl92849d12016-02-19 08:57:38 +0100408* The generator's :meth:`~Random.random` method will continue to produce the same
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000409 sequence when the compatible seeder is given the same seed.
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000410
Raymond Hettinger6e353942010-12-04 23:42:12 +0000411.. _random-examples:
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000412
Raymond Hettinger8b2ff4c2020-10-13 11:54:21 -0700413Examples
414--------
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000415
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800416Basic examples::
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000417
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800418 >>> random() # Random float: 0.0 <= x < 1.0
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000419 0.37444887175646646
420
Raymond Hettingere1329102016-11-21 12:33:50 -0800421 >>> uniform(2.5, 10.0) # Random float: 2.5 <= x < 10.0
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800422 3.1800146073117523
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000423
Raymond Hettingere1329102016-11-21 12:33:50 -0800424 >>> expovariate(1 / 5) # Interval between arrivals averaging 5 seconds
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800425 5.148957571865031
426
Raymond Hettingere1329102016-11-21 12:33:50 -0800427 >>> randrange(10) # Integer from 0 to 9 inclusive
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000428 7
429
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800430 >>> randrange(0, 101, 2) # Even integer from 0 to 100 inclusive
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000431 26
432
Raymond Hettinger6befb642016-11-21 01:59:39 -0800433 >>> choice(['win', 'lose', 'draw']) # Single random element from a sequence
434 'draw'
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000435
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800436 >>> deck = 'ace two three four'.split()
437 >>> shuffle(deck) # Shuffle a list
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400438 >>> deck
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800439 ['four', 'two', 'ace', 'three']
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000440
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800441 >>> sample([10, 20, 30, 40, 50], k=4) # Four samples without replacement
442 [40, 10, 50, 30]
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000443
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800444Simulations::
445
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800446 >>> # Six roulette wheel spins (weighted sampling with replacement)
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400447 >>> choices(['red', 'black', 'green'], [18, 18, 2], k=6)
448 ['red', 'green', 'black', 'black', 'red', 'black']
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000449
Raymond Hettinger81a5fc32020-05-08 07:53:15 -0700450 >>> # Deal 20 cards without replacement from a deck
451 >>> # of 52 playing cards, and determine the proportion of cards
452 >>> # with a ten-value: ten, jack, queen, or king.
453 >>> dealt = sample(['tens', 'low cards'], counts=[16, 36], k=20)
454 >>> dealt.count('tens') / 20
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800455 0.15
456
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800457 >>> # Estimate the probability of getting 5 or more heads from 7 spins
458 >>> # of a biased coin that settles on heads 60% of the time.
Raymond Hettinger9abb7252019-02-15 12:40:18 -0800459 >>> def trial():
460 ... return choices('HT', cum_weights=(0.60, 1.00), k=7).count('H') >= 5
461 ...
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700462 >>> sum(trial() for i in range(10_000)) / 10_000
Raymond Hettinger16ef5d42016-10-31 22:53:52 -0700463 0.4169
464
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800465 >>> # Probability of the median of 5 samples being in middle two quartiles
Raymond Hettinger9abb7252019-02-15 12:40:18 -0800466 >>> def trial():
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700467 ... return 2_500 <= sorted(choices(range(10_000), k=5))[2] < 7_500
Raymond Hettinger9abb7252019-02-15 12:40:18 -0800468 ...
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700469 >>> sum(trial() for i in range(10_000)) / 10_000
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800470 0.7958
471
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400472Example of `statistical bootstrapping
473<https://en.wikipedia.org/wiki/Bootstrapping_(statistics)>`_ using resampling
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700474with replacement to estimate a confidence interval for the mean of a sample::
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000475
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400476 # http://statistics.about.com/od/Applications/a/Example-Of-Bootstrapping.htm
Raymond Hettinger47d99872019-02-21 15:06:29 -0800477 from statistics import fmean as mean
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400478 from random import choices
Raymond Hettingerf5b7c7b2016-09-05 13:15:02 -0700479
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700480 data = [41, 50, 29, 37, 81, 30, 73, 63, 20, 35, 68, 22, 60, 31, 95]
481 means = sorted(mean(choices(data, k=len(data))) for i in range(100))
Raymond Hettinger2589ee32016-11-16 21:34:17 -0800482 print(f'The sample mean of {mean(data):.1f} has a 90% confidence '
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700483 f'interval from {means[5]:.1f} to {means[94]:.1f}')
Raymond Hettinger2589ee32016-11-16 21:34:17 -0800484
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800485Example of a `resampling permutation test
486<https://en.wikipedia.org/wiki/Resampling_(statistics)#Permutation_tests>`_
487to determine the statistical significance or `p-value
488<https://en.wikipedia.org/wiki/P-value>`_ of an observed difference
489between the effects of a drug versus a placebo::
490
491 # Example from "Statistics is Easy" by Dennis Shasha and Manda Wilson
Raymond Hettinger47d99872019-02-21 15:06:29 -0800492 from statistics import fmean as mean
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800493 from random import shuffle
494
495 drug = [54, 73, 53, 70, 73, 68, 52, 65, 65]
496 placebo = [54, 51, 58, 44, 55, 52, 42, 47, 58, 46]
497 observed_diff = mean(drug) - mean(placebo)
498
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700499 n = 10_000
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800500 count = 0
501 combined = drug + placebo
502 for i in range(n):
503 shuffle(combined)
504 new_diff = mean(combined[:len(drug)]) - mean(combined[len(drug):])
505 count += (new_diff >= observed_diff)
506
507 print(f'{n} label reshufflings produced only {count} instances with a difference')
508 print(f'at least as extreme as the observed difference of {observed_diff:.1f}.')
509 print(f'The one-sided p-value of {count / n:.4f} leads us to reject the null')
Raymond Hettinger6befb642016-11-21 01:59:39 -0800510 print(f'hypothesis that there is no difference between the drug and the placebo.')
511
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700512Simulation of arrival times and service deliveries for a multiserver queue::
Raymond Hettinger6befb642016-11-21 01:59:39 -0800513
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700514 from heapq import heappush, heappop
Raymond Hettinger1149d932016-11-21 14:13:07 -0800515 from random import expovariate, gauss
Raymond Hettingere16d2f72020-05-21 01:37:38 -0700516 from statistics import mean, quantiles
Raymond Hettinger6befb642016-11-21 01:59:39 -0800517
518 average_arrival_interval = 5.6
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700519 average_service_time = 15.0
520 stdev_service_time = 3.5
521 num_servers = 3
Raymond Hettinger6befb642016-11-21 01:59:39 -0800522
Raymond Hettingerd3a8d612020-04-21 16:11:00 -0700523 waits = []
524 arrival_time = 0.0
525 servers = [0.0] * num_servers # time when each server becomes available
526 for i in range(100_000):
527 arrival_time += expovariate(1.0 / average_arrival_interval)
528 next_server_available = heappop(servers)
529 wait = max(0.0, next_server_available - arrival_time)
530 waits.append(wait)
531 service_duration = gauss(average_service_time, stdev_service_time)
532 service_completed = arrival_time + wait + service_duration
533 heappush(servers, service_completed)
Raymond Hettinger1149d932016-11-21 14:13:07 -0800534
Raymond Hettingere16d2f72020-05-21 01:37:38 -0700535 print(f'Mean wait: {mean(waits):.1f} Max wait: {max(waits):.1f}')
536 print('Quartiles:', [round(q, 1) for q in quantiles(waits)])
Raymond Hettinger6befb642016-11-21 01:59:39 -0800537
Raymond Hettinger05374052016-11-21 10:52:04 -0800538.. seealso::
539
540 `Statistics for Hackers <https://www.youtube.com/watch?v=Iq9DzN6mvYA>`_
541 a video tutorial by
542 `Jake Vanderplas <https://us.pycon.org/2016/speaker/profile/295/>`_
543 on statistical analysis using just a few fundamental concepts
544 including simulation, sampling, shuffling, and cross-validation.
545
546 `Economics Simulation
547 <http://nbviewer.jupyter.org/url/norvig.com/ipython/Economics.ipynb>`_
548 a simulation of a marketplace by
549 `Peter Norvig <http://norvig.com/bio.html>`_ that shows effective
Raymond Hettinger7f946192016-11-21 15:13:18 -0800550 use of many of the tools and distributions provided by this module
Raymond Hettinger05374052016-11-21 10:52:04 -0800551 (gauss, uniform, sample, betavariate, choice, triangular, and randrange).
552
553 `A Concrete Introduction to Probability (using Python)
554 <http://nbviewer.jupyter.org/url/norvig.com/ipython/Probability.ipynb>`_
555 a tutorial by `Peter Norvig <http://norvig.com/bio.html>`_ covering
556 the basics of probability theory, how to write simulations, and
Raymond Hettinger7f946192016-11-21 15:13:18 -0800557 how to perform data analysis using Python.
Raymond Hettinger8b2ff4c2020-10-13 11:54:21 -0700558
Raymond Hettingerf2bd04f2020-10-13 16:41:26 -0700559
560Recipes
561-------
562
563The default :func:`.random` returns multiples of 2⁻⁵³ in the range
564*0.0 ≤ x < 1.0*. All such numbers are evenly spaced and are exactly
Raymond Hettingerb67cbbd2020-10-14 23:41:55 -0700565representable as Python floats. However, many other representable
566floats in that interval are not possible selections. For example,
567``0.05954861408025609`` isn't an integer multiple of 2⁻⁵³.
Raymond Hettingerf2bd04f2020-10-13 16:41:26 -0700568
569The following recipe takes a different approach. All floats in the
570interval are possible selections. The mantissa comes from a uniform
571distribution of integers in the range *2⁵² ≤ mantissa < 2⁵³*. The
572exponent comes from a geometric distribution where exponents smaller
573than *-53* occur half as often as the next larger exponent.
574
575::
576
577 from random import Random
578 from math import ldexp
579
580 class FullRandom(Random):
581
582 def random(self):
583 mantissa = 0x10_0000_0000_0000 | self.getrandbits(52)
584 exponent = -53
585 x = 0
586 while not x:
587 x = self.getrandbits(32)
588 exponent += x.bit_length() - 32
589 return ldexp(mantissa, exponent)
590
591All :ref:`real valued distributions <real-valued-distributions>`
592in the class will use the new method::
593
594 >>> fr = FullRandom()
595 >>> fr.random()
596 0.05954861408025609
597 >>> fr.expovariate(0.25)
598 8.87925541791544
599
600The recipe is conceptually equivalent to an algorithm that chooses from
601all the multiples of 2⁻¹⁰⁷⁴ in the range *0.0 ≤ x < 1.0*. All such
602numbers are evenly spaced, but most have to be rounded down to the
603nearest representable Python float. (The value 2⁻¹⁰⁷⁴ is the smallest
604positive unnormalized float and is equal to ``math.ulp(0.0)``.)
605
606
607.. seealso::
608
Raymond Hettinger8b2ff4c2020-10-13 11:54:21 -0700609 `Generating Pseudo-random Floating-Point Values
610 <https://allendowney.com/research/rand/downey07randfloat.pdf>`_ a
611 paper by Allen B. Downey describing ways to generate more
612 fine-grained floats than normally generated by :func:`.random`.