numpy.random.RandomState.gamma

方法

random.RandomState.gamma(shape, scale=1.0, size=None)

从伽马分布中提取样本。

从具有指定参数的伽马分布中提取样本, shape (有时称为“k”)和 scale (有时称为“theta”),其中两个参数均大于0。

注解

新代码应该使用 gamma A方法 default_rng() 请参阅 快速启动 .

参数
shape浮点数或类似浮点数的数组

伽马分布的形状。必须为非负。

scale浮点数或类似浮点数的数组,可选

伽马分布的尺度。必须为非负。默认值等于1。

sizeint或int的元组,可选

输出形状。如果给定的形状是,例如, (m, n, k) 然后 m * n * k 取样。如果尺寸是 None (默认),如果 shapescale 都是标量。否则, np.broadcast(shape, scale).size 取样。

返回
outndarray或scalar

从参数化伽马分布中提取样本。

参见

scipy.stats.gamma

概率密度函数、分布或累积密度函数等。

Generator.gamma

应该用于新代码。

笔记

伽马分布的概率密度是

System Message: WARNING/2 (p(x)=x ^ k-1 \frac e ^-x/\theta \theta^k\gamma(k),)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.19 (TeX Live 2019/dev/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2018-12-01> (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2018/09/03 v1.4i Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) (/usr/share/texlive/texmf-dist/tex/latex/anyfontsize/anyfontsize.sty) (/usr/share/texlive/texmf-dist/tex/latex/tools/bm.sty) (./math.aux) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/umsa.fd) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/umsb.fd) ! Package inputenc Error: Unicode character ( (U+FF08) (inputenc) not set up for use with LaTeX. See the inputenc package documentation for explanation. Type H <return> for immediate help. ... l.14 ...\theta \theta^k\gamma(k),\end{split} ! Package inputenc Error: Unicode character ) (U+FF09) (inputenc) not set up for use with LaTeX. See the inputenc package documentation for explanation. Type H <return> for immediate help. ... l.14 ...\theta \theta^k\gamma(k),\end{split} ! Missing { inserted. <to be read again> } l.14 ...\theta \theta^k\gamma(k),\end{split} ! Package inputenc Error: Unicode character ( (U+FF08) (inputenc) not set up for use with LaTeX. See the inputenc package documentation for explanation. Type H <return> for immediate help. ... l.14 ...\theta \theta^k\gamma(k),\end{split} ! Package inputenc Error: Unicode character ) (U+FF09) (inputenc) not set up for use with LaTeX. See the inputenc package documentation for explanation. Type H <return> for immediate help. ... l.14 ...\theta \theta^k\gamma(k),\end{split} ! Package inputenc Error: Unicode character , (U+FF0C) (inputenc) not set up for use with LaTeX. See the inputenc package documentation for explanation. Type H <return> for immediate help. ... l.14 ...\theta \theta^k\gamma(k),\end{split} ! Missing } inserted. <inserted text> } l.14 ...\theta \theta^k\gamma(k),\end{split} ! Package inputenc Error: Unicode character ( (U+FF08) (inputenc) not set up for use with LaTeX. See the inputenc package documentation for explanation. Type H <return> for immediate help. ... l.14 ...\theta \theta^k\gamma(k),\end{split} ! Package inputenc Error: Unicode character ) (U+FF09) (inputenc) not set up for use with LaTeX. See the inputenc package documentation for explanation. Type H <return> for immediate help. ... l.14 ...\theta \theta^k\gamma(k),\end{split} ! Missing { inserted. <to be read again> } l.14 ...\theta \theta^k\gamma(k),\end{split} ! Package inputenc Error: Unicode character ( (U+FF08) (inputenc) not set up for use with LaTeX. See the inputenc package documentation for explanation. Type H <return> for immediate help. ... l.14 ...\theta \theta^k\gamma(k),\end{split} ! Package inputenc Error: Unicode character ) (U+FF09) (inputenc) not set up for use with LaTeX. See the inputenc package documentation for explanation. Type H <return> for immediate help. ... l.14 ...\theta \theta^k\gamma(k),\end{split} ! Package inputenc Error: Unicode character , (U+FF0C) (inputenc) not set up for use with LaTeX. See the inputenc package documentation for explanation. Type H <return> for immediate help. ... l.14 ...\theta \theta^k\gamma(k),\end{split} ! Missing } inserted. <inserted text> } l.14 ...\theta \theta^k\gamma(k),\end{split} [1] (./math.aux) ) (see the transcript file for additional information) Output written on math.dvi (1 page, 472 bytes). Transcript written on math.log.

在哪里? k 是形状和 \theta 规模和 \Gamma 是伽玛函数。

伽玛分布常被用来模拟电子元件的失效时间,并在泊松分布事件之间的等待时间相关的过程中自然出现。

工具书类

1

“伽马分布”,摘自《数学世界》——一个Wolfram网络资源。http://mathworld.wolfram.com/gammadistribution.html

2

维基百科,“gamma分布”,https://en.wikipedia.org/wiki/gamma_分布

实例

从分发中抽取样本:

>>> shape, scale = 2., 2.  # mean=4, std=2*sqrt(2)
>>> s = np.random.gamma(shape, scale, 1000)

显示样本的直方图,以及概率密度函数:

>>> import matplotlib.pyplot as plt
>>> import scipy.special as sps  
>>> count, bins, ignored = plt.hist(s, 50, density=True)
>>> y = bins**(shape-1)*(np.exp(-bins/scale) /  
...                      (sps.gamma(shape)*scale**shape))
>>> plt.plot(bins, y, linewidth=2, color='r')  
>>> plt.show()
../../../_images/numpy-random-RandomState-gamma-1.png