[Numpy-discussion] Question about numpy.random.choice with probabilties

[Nadav Har'El]

On Wed, Jan 18, 2017 at 4:30 PM, <josef.pktd at gmail.com> wrote:

>
>
> Having more sampling schemes would be useful, but it's not possible to
>> implement sampling schemes with impossible properties.
>>
>>
>
> BTW: sampling 3 out of 3 without replacement is even worse
>
> No matter what sampling scheme and what selection probabilities we use, we
> always have every element with probability 1 in the sample.
>

I agree. The random-sample function of the type I envisioned will be able
to reproduce the desired probabilities in some cases (like the example I
gave) but not in others. Because doing this correctly involves a set of n
linear equations in comb(n,k) variables, it can have no solution, or many
solutions, depending on the n and k, and the desired probabilities. A
function of this sort could return an error if it can't achieve the desired
probabilities.

But in many cases (the 0.2, 0.4, 0.4 example I gave was just something
random I tried) there will be a way to achieve exactly the desired
distribution.

I guess I'll need to write this new function myself :-) Because my use case
definitely requires that the output of the random items produced matches
the required probabilities (when possible).

Thanks,
Nadav.
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