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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
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 Hettinger8dbe5632019-07-19 01:56:42 -0700168 integers, floats, and fractions but excludes decimals). Weights are
169 assumed to be non-negative.
Georg Brandl116aa622007-08-15 14:28:22 +0000170
Raymond Hettinger40ebe942019-01-30 13:30:20 -0800171 For a given seed, the :func:`choices` function with equal weighting
172 typically produces a different sequence than repeated calls to
173 :func:`choice`. The algorithm used by :func:`choices` uses floating
174 point arithmetic for internal consistency and speed. The algorithm used
175 by :func:`choice` defaults to integer arithmetic with repeated selections
176 to avoid small biases from round-off error.
177
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400178 .. versionadded:: 3.6
179
180
Georg Brandl116aa622007-08-15 14:28:22 +0000181.. function:: shuffle(x[, random])
182
Raymond Hettingera3950e42016-11-17 01:49:54 -0800183 Shuffle the sequence *x* in place.
Georg Brandl116aa622007-08-15 14:28:22 +0000184
Raymond Hettingera3950e42016-11-17 01:49:54 -0800185 The optional argument *random* is a 0-argument function returning a random
186 float in [0.0, 1.0); by default, this is the function :func:`.random`.
187
188 To shuffle an immutable sequence and return a new shuffled list, use
189 ``sample(x, k=len(x))`` instead.
190
191 Note that even for small ``len(x)``, the total number of permutations of *x*
192 can quickly grow larger than the period of most random number generators.
193 This implies that most permutations of a long sequence can never be
194 generated. For example, a sequence of length 2080 is the largest that
195 can fit within the period of the Mersenne Twister random number generator.
Georg Brandl116aa622007-08-15 14:28:22 +0000196
197
198.. function:: sample(population, k)
199
Raymond Hettinger1acde192008-01-14 01:00:53 +0000200 Return a *k* length list of unique elements chosen from the population sequence
201 or set. Used for random sampling without replacement.
Georg Brandl116aa622007-08-15 14:28:22 +0000202
Georg Brandl116aa622007-08-15 14:28:22 +0000203 Returns a new list containing elements from the population while leaving the
204 original population unchanged. The resulting list is in selection order so that
205 all sub-slices will also be valid random samples. This allows raffle winners
206 (the sample) to be partitioned into grand prize and second place winners (the
207 subslices).
208
Guido van Rossum2cc30da2007-11-02 23:46:40 +0000209 Members of the population need not be :term:`hashable` or unique. If the population
Georg Brandl116aa622007-08-15 14:28:22 +0000210 contains repeats, then each occurrence is a possible selection in the sample.
211
Raymond Hettingera3950e42016-11-17 01:49:54 -0800212 To choose a sample from a range of integers, use a :func:`range` object as an
Georg Brandl116aa622007-08-15 14:28:22 +0000213 argument. This is especially fast and space efficient for sampling from a large
Raymond Hettingera3950e42016-11-17 01:49:54 -0800214 population: ``sample(range(10000000), k=60)``.
Georg Brandl116aa622007-08-15 14:28:22 +0000215
Raymond Hettingerf07d9492012-07-09 12:43:57 -0700216 If the sample size is larger than the population size, a :exc:`ValueError`
Raymond Hettinger86a20f82012-07-08 16:01:53 -0700217 is raised.
218
Raymond Hettingere1329102016-11-21 12:33:50 -0800219Real-valued distributions
220-------------------------
221
Georg Brandl116aa622007-08-15 14:28:22 +0000222The following functions generate specific real-valued distributions. Function
223parameters are named after the corresponding variables in the distribution's
224equation, as used in common mathematical practice; most of these equations can
225be found in any statistics text.
226
227
228.. function:: random()
229
230 Return the next random floating point number in the range [0.0, 1.0).
231
232
233.. function:: uniform(a, b)
234
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000235 Return a random floating point number *N* such that ``a <= N <= b`` for
236 ``a <= b`` and ``b <= N <= a`` for ``b < a``.
Georg Brandl116aa622007-08-15 14:28:22 +0000237
Raymond Hettingerbe40db02009-06-11 23:12:14 +0000238 The end-point value ``b`` may or may not be included in the range
239 depending on floating-point rounding in the equation ``a + (b-a) * random()``.
Benjamin Peterson35e8c462008-04-24 02:34:53 +0000240
Georg Brandl73dd7c72011-09-17 20:36:28 +0200241
Christian Heimesfe337bf2008-03-23 21:54:12 +0000242.. function:: triangular(low, high, mode)
243
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000244 Return a random floating point number *N* such that ``low <= N <= high`` and
Christian Heimescc47b052008-03-25 14:56:36 +0000245 with the specified *mode* between those bounds. The *low* and *high* bounds
246 default to zero and one. The *mode* argument defaults to the midpoint
247 between the bounds, giving a symmetric distribution.
Christian Heimesfe337bf2008-03-23 21:54:12 +0000248
Georg Brandl116aa622007-08-15 14:28:22 +0000249
250.. function:: betavariate(alpha, beta)
251
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000252 Beta distribution. Conditions on the parameters are ``alpha > 0`` and
253 ``beta > 0``. Returned values range between 0 and 1.
Georg Brandl116aa622007-08-15 14:28:22 +0000254
255
256.. function:: expovariate(lambd)
257
Mark Dickinson2f947362009-01-07 17:54:07 +0000258 Exponential distribution. *lambd* is 1.0 divided by the desired
259 mean. It should be nonzero. (The parameter would be called
260 "lambda", but that is a reserved word in Python.) Returned values
261 range from 0 to positive infinity if *lambd* is positive, and from
262 negative infinity to 0 if *lambd* is negative.
Georg Brandl116aa622007-08-15 14:28:22 +0000263
264
265.. function:: gammavariate(alpha, beta)
266
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000267 Gamma distribution. (*Not* the gamma function!) Conditions on the
268 parameters are ``alpha > 0`` and ``beta > 0``.
Georg Brandl116aa622007-08-15 14:28:22 +0000269
Georg Brandl73dd7c72011-09-17 20:36:28 +0200270 The probability distribution function is::
271
272 x ** (alpha - 1) * math.exp(-x / beta)
273 pdf(x) = --------------------------------------
274 math.gamma(alpha) * beta ** alpha
275
Georg Brandl116aa622007-08-15 14:28:22 +0000276
277.. function:: gauss(mu, sigma)
278
Benjamin Petersonb58dda72009-01-18 22:27:04 +0000279 Gaussian distribution. *mu* is the mean, and *sigma* is the standard
280 deviation. This is slightly faster than the :func:`normalvariate` function
281 defined below.
Georg Brandl116aa622007-08-15 14:28:22 +0000282
283
284.. function:: lognormvariate(mu, sigma)
285
286 Log normal distribution. If you take the natural logarithm of this
287 distribution, you'll get a normal distribution with mean *mu* and standard
288 deviation *sigma*. *mu* can have any value, and *sigma* must be greater than
289 zero.
290
291
292.. function:: normalvariate(mu, sigma)
293
294 Normal distribution. *mu* is the mean, and *sigma* is the standard deviation.
295
296
297.. function:: vonmisesvariate(mu, kappa)
298
299 *mu* is the mean angle, expressed in radians between 0 and 2\*\ *pi*, and *kappa*
300 is the concentration parameter, which must be greater than or equal to zero. If
301 *kappa* is equal to zero, this distribution reduces to a uniform random angle
302 over the range 0 to 2\*\ *pi*.
303
304
305.. function:: paretovariate(alpha)
306
307 Pareto distribution. *alpha* is the shape parameter.
308
309
310.. function:: weibullvariate(alpha, beta)
311
312 Weibull distribution. *alpha* is the scale parameter and *beta* is the shape
313 parameter.
314
315
Raymond Hettingere1329102016-11-21 12:33:50 -0800316Alternative Generator
317---------------------
Georg Brandl116aa622007-08-15 14:28:22 +0000318
Matthias Bussonnier31e8d692019-04-16 09:47:11 -0700319.. class:: Random([seed])
320
321 Class that implements the default pseudo-random number generator used by the
322 :mod:`random` module.
323
Raymond Hettingerd0cdeaa2019-08-22 09:19:36 -0700324 .. deprecated:: 3.9
325 In the future, the *seed* must be one of the following types:
326 :class:`NoneType`, :class:`int`, :class:`float`, :class:`str`,
327 :class:`bytes`, or :class:`bytearray`.
328
Georg Brandl116aa622007-08-15 14:28:22 +0000329.. class:: SystemRandom([seed])
330
331 Class that uses the :func:`os.urandom` function for generating random numbers
332 from sources provided by the operating system. Not available on all systems.
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000333 Does not rely on software state, and sequences are not reproducible. Accordingly,
Raymond Hettingerafd30452009-02-24 10:57:02 +0000334 the :meth:`seed` method has no effect and is ignored.
Georg Brandl116aa622007-08-15 14:28:22 +0000335 The :meth:`getstate` and :meth:`setstate` methods raise
336 :exc:`NotImplementedError` if called.
337
Georg Brandl116aa622007-08-15 14:28:22 +0000338
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000339Notes on Reproducibility
Antoine Pitroue72b5862010-12-12 20:13:31 +0000340------------------------
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000341
342Sometimes it is useful to be able to reproduce the sequences given by a pseudo
343random number generator. By re-using a seed value, the same sequence should be
344reproducible from run to run as long as multiple threads are not running.
345
346Most of the random module's algorithms and seeding functions are subject to
347change across Python versions, but two aspects are guaranteed not to change:
348
349* If a new seeding method is added, then a backward compatible seeder will be
350 offered.
351
Georg Brandl92849d12016-02-19 08:57:38 +0100352* The generator's :meth:`~Random.random` method will continue to produce the same
Raymond Hettinger435cb0f2010-09-06 23:36:31 +0000353 sequence when the compatible seeder is given the same seed.
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000354
Raymond Hettinger6e353942010-12-04 23:42:12 +0000355.. _random-examples:
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000356
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000357Examples and Recipes
Antoine Pitroue72b5862010-12-12 20:13:31 +0000358--------------------
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000359
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800360Basic examples::
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000361
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800362 >>> random() # Random float: 0.0 <= x < 1.0
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000363 0.37444887175646646
364
Raymond Hettingere1329102016-11-21 12:33:50 -0800365 >>> uniform(2.5, 10.0) # Random float: 2.5 <= x < 10.0
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800366 3.1800146073117523
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000367
Raymond Hettingere1329102016-11-21 12:33:50 -0800368 >>> expovariate(1 / 5) # Interval between arrivals averaging 5 seconds
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800369 5.148957571865031
370
Raymond Hettingere1329102016-11-21 12:33:50 -0800371 >>> randrange(10) # Integer from 0 to 9 inclusive
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000372 7
373
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800374 >>> randrange(0, 101, 2) # Even integer from 0 to 100 inclusive
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000375 26
376
Raymond Hettinger6befb642016-11-21 01:59:39 -0800377 >>> choice(['win', 'lose', 'draw']) # Single random element from a sequence
378 'draw'
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000379
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800380 >>> deck = 'ace two three four'.split()
381 >>> shuffle(deck) # Shuffle a list
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400382 >>> deck
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800383 ['four', 'two', 'ace', 'three']
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000384
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800385 >>> sample([10, 20, 30, 40, 50], k=4) # Four samples without replacement
386 [40, 10, 50, 30]
Raymond Hettinger3cdf8712010-12-02 05:35:35 +0000387
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800388Simulations::
389
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800390 >>> # Six roulette wheel spins (weighted sampling with replacement)
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400391 >>> choices(['red', 'black', 'green'], [18, 18, 2], k=6)
392 ['red', 'green', 'black', 'black', 'red', 'black']
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000393
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800394 >>> # Deal 20 cards without replacement from a deck of 52 playing cards
395 >>> # and determine the proportion of cards with a ten-value
396 >>> # (a ten, jack, queen, or king).
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800397 >>> deck = collections.Counter(tens=16, low_cards=36)
398 >>> seen = sample(list(deck.elements()), k=20)
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800399 >>> seen.count('tens') / 20
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800400 0.15
401
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800402 >>> # Estimate the probability of getting 5 or more heads from 7 spins
403 >>> # of a biased coin that settles on heads 60% of the time.
Raymond Hettinger9abb7252019-02-15 12:40:18 -0800404 >>> def trial():
405 ... return choices('HT', cum_weights=(0.60, 1.00), k=7).count('H') >= 5
406 ...
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800407 >>> sum(trial() for i in range(10000)) / 10000
Raymond Hettinger16ef5d42016-10-31 22:53:52 -0700408 0.4169
409
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800410 >>> # Probability of the median of 5 samples being in middle two quartiles
Raymond Hettinger9abb7252019-02-15 12:40:18 -0800411 >>> def trial():
412 ... return 2500 <= sorted(choices(range(10000), k=5))[2] < 7500
413 ...
Raymond Hettinger71c62e12016-12-04 11:00:34 -0800414 >>> sum(trial() for i in range(10000)) / 10000
415 0.7958
416
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400417Example of `statistical bootstrapping
418<https://en.wikipedia.org/wiki/Bootstrapping_(statistics)>`_ using resampling
Raymond Hettinger0a1a9092016-11-17 00:45:35 -0800419with replacement to estimate a confidence interval for the mean of a sample of
420size five::
Raymond Hettinger2fdc7b12010-12-02 02:41:33 +0000421
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400422 # http://statistics.about.com/od/Applications/a/Example-Of-Bootstrapping.htm
Raymond Hettinger47d99872019-02-21 15:06:29 -0800423 from statistics import fmean as mean
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400424 from random import choices
Raymond Hettingerf5b7c7b2016-09-05 13:15:02 -0700425
Raymond Hettinger1c3a1212016-10-12 01:42:10 -0400426 data = 1, 2, 4, 4, 10
427 means = sorted(mean(choices(data, k=5)) for i in range(20))
Raymond Hettinger2589ee32016-11-16 21:34:17 -0800428 print(f'The sample mean of {mean(data):.1f} has a 90% confidence '
429 f'interval from {means[1]:.1f} to {means[-2]:.1f}')
430
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800431Example of a `resampling permutation test
432<https://en.wikipedia.org/wiki/Resampling_(statistics)#Permutation_tests>`_
433to determine the statistical significance or `p-value
434<https://en.wikipedia.org/wiki/P-value>`_ of an observed difference
435between the effects of a drug versus a placebo::
436
437 # Example from "Statistics is Easy" by Dennis Shasha and Manda Wilson
Raymond Hettinger47d99872019-02-21 15:06:29 -0800438 from statistics import fmean as mean
Raymond Hettinger00305ad2016-11-16 22:56:11 -0800439 from random import shuffle
440
441 drug = [54, 73, 53, 70, 73, 68, 52, 65, 65]
442 placebo = [54, 51, 58, 44, 55, 52, 42, 47, 58, 46]
443 observed_diff = mean(drug) - mean(placebo)
444
445 n = 10000
446 count = 0
447 combined = drug + placebo
448 for i in range(n):
449 shuffle(combined)
450 new_diff = mean(combined[:len(drug)]) - mean(combined[len(drug):])
451 count += (new_diff >= observed_diff)
452
453 print(f'{n} label reshufflings produced only {count} instances with a difference')
454 print(f'at least as extreme as the observed difference of {observed_diff:.1f}.')
455 print(f'The one-sided p-value of {count / n:.4f} leads us to reject the null')
Raymond Hettinger6befb642016-11-21 01:59:39 -0800456 print(f'hypothesis that there is no difference between the drug and the placebo.')
457
458Simulation of arrival times and service deliveries in a single server queue::
459
Raymond Hettinger1149d932016-11-21 14:13:07 -0800460 from random import expovariate, gauss
461 from statistics import mean, median, stdev
Raymond Hettinger6befb642016-11-21 01:59:39 -0800462
463 average_arrival_interval = 5.6
464 average_service_time = 5.0
465 stdev_service_time = 0.5
466
467 num_waiting = 0
Raymond Hettinger1149d932016-11-21 14:13:07 -0800468 arrivals = []
469 starts = []
Raymond Hettinger6befb642016-11-21 01:59:39 -0800470 arrival = service_end = 0.0
Raymond Hettinger8ab12582016-11-21 10:16:01 -0800471 for i in range(20000):
472 if arrival <= service_end:
473 num_waiting += 1
474 arrival += expovariate(1.0 / average_arrival_interval)
Raymond Hettinger1149d932016-11-21 14:13:07 -0800475 arrivals.append(arrival)
Raymond Hettinger8ab12582016-11-21 10:16:01 -0800476 else:
Raymond Hettinger6befb642016-11-21 01:59:39 -0800477 num_waiting -= 1
478 service_start = service_end if num_waiting else arrival
479 service_time = gauss(average_service_time, stdev_service_time)
480 service_end = service_start + service_time
Raymond Hettinger1149d932016-11-21 14:13:07 -0800481 starts.append(service_start)
482
483 waits = [start - arrival for arrival, start in zip(arrivals, starts)]
484 print(f'Mean wait: {mean(waits):.1f}. Stdev wait: {stdev(waits):.1f}.')
485 print(f'Median wait: {median(waits):.1f}. Max wait: {max(waits):.1f}.')
Raymond Hettinger6befb642016-11-21 01:59:39 -0800486
Raymond Hettinger05374052016-11-21 10:52:04 -0800487.. seealso::
488
489 `Statistics for Hackers <https://www.youtube.com/watch?v=Iq9DzN6mvYA>`_
490 a video tutorial by
491 `Jake Vanderplas <https://us.pycon.org/2016/speaker/profile/295/>`_
492 on statistical analysis using just a few fundamental concepts
493 including simulation, sampling, shuffling, and cross-validation.
494
495 `Economics Simulation
496 <http://nbviewer.jupyter.org/url/norvig.com/ipython/Economics.ipynb>`_
497 a simulation of a marketplace by
498 `Peter Norvig <http://norvig.com/bio.html>`_ that shows effective
Raymond Hettinger7f946192016-11-21 15:13:18 -0800499 use of many of the tools and distributions provided by this module
Raymond Hettinger05374052016-11-21 10:52:04 -0800500 (gauss, uniform, sample, betavariate, choice, triangular, and randrange).
501
502 `A Concrete Introduction to Probability (using Python)
503 <http://nbviewer.jupyter.org/url/norvig.com/ipython/Probability.ipynb>`_
504 a tutorial by `Peter Norvig <http://norvig.com/bio.html>`_ covering
505 the basics of probability theory, how to write simulations, and
Raymond Hettinger7f946192016-11-21 15:13:18 -0800506 how to perform data analysis using Python.