I have a integer that needs to be split up in to bins according to a probability distribution. For example, if I had N=100
objects going into [0.02, 0.08, 0.16, 0.29, 0.45]
then you might get [1, 10, 20, 25, 44]
.
import numpy as np
# sample distribution
d = np.array([x ** 2 for x in range(1,6)], dtype=float)
d = d / d.sum()
dcs = d.cumsum()
bins = np.zeros(d.shape)
N = 100
for roll in np.random.rand(N):
# grab the first index that the roll satisfies
i = np.where(roll < dcs)[0][0]
bins[i] += 1
In reality, N and my number of bins are very large, so looping isn't really a viable option. Is there any way I can vectorize this operation to speed it up?
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