[Numpy-discussion] weighted random integers

[Charles R Harris]

On Fri, Sep 10, 2010 at 6:15 PM, Charles R Harris <charlesr.harris at gmail.com
> wrote:

>
>
> On Fri, Sep 10, 2010 at 5:46 PM, <josef.pktd at gmail.com> wrote:
>
>> I saw some questions on the web how to create non-uniform random
>> integers in python.
>>
>> I don't know what the best way is but here is another way that looks
>> reasonably fast
>>
>> >>> rvs = np.dot(np.random.multinomial(1, [0.1, 0.2, 0.5, 0.2],
>> size=1000000),np.arange(4))
>>
>> >>> np.bincount(rvs)/1000000.
>> array([ 0.099741,  0.199943,  0.499317,  0.200999])
>>
>>
> This looks like a good case for the inverse cdf approach, at least for
> smallish ranges of integers. Searchsorted on an array of appropriate values
> should do the trick.
>
>
For instance, weight 0..3 by 1..4, then

In [14]: w = arange(1,5)

In [15]: p = cumsum(w)/float(w.sum())

In [16]: bincount(p.searchsorted(random(1000000)))/1e6
Out[16]: array([ 0.100336,  0.200382,  0.299132,  0.40015 ])

Chuck
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