jeudi 15 septembre 2016

Get sample from array by distribution

For example, I have an array of values:

x = np.array([0.1, 0.2, 0.3, 0.4, 0.5, 0.9, 1.1, 1.5, 1.8])

For retrieving sample from x I use

import numpy as np
np.random.choice(x, amount, p=[array of probabilities])

This choice method takes a parameter p array of probabilities associated with each value in x.

How can pass to p parameter some continuous distibution like:

np.random.choice(x, amount, p=my_func_probabilities)

Or is there other way to do it?




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