<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1">
<style type="text/css" style="display:none;"> P {margin-top:0;margin-bottom:0;} </style>
</head>
<body dir="ltr">
<p style="margin-top:0px;margin-bottom:var(--s-prose-spacing);font-family:Arial, "Helvetica Neue", Helvetica, sans-serif;font-size:15px;clear:both;color:rgb(36, 39, 41);text-align:left;background-color:rgb(255, 255, 255)">
<span>Hello,<br>
</span></p>
<p style="margin-top:0px;margin-bottom:var(--s-prose-spacing);font-family:Arial, "Helvetica Neue", Helvetica, sans-serif;font-size:15px;clear:both;color:rgb(36, 39, 41);text-align:left;background-color:rgb(255, 255, 255)">
<span> I </span>have just been trought the documentation for scipy's rv_discrete function. In particular I am interested in creating a discrete support multivariate rv from values I provide.</p>
<p style="margin-top:0px;margin-bottom:var(--s-prose-spacing);font-family:Arial, "Helvetica Neue", Helvetica, sans-serif;font-size:15px;clear:both;color:rgb(36, 39, 41);text-align:left;background-color:rgb(255, 255, 255)">
>From the<span> </span><a href="https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.rv_discrete.html" rel="nofollow noreferrer" style="margin:0px;text-decoration:underline;color:var(--blue-700);cursor:pointer;user-select:auto">documentation</a><span> </span>it
appers that it is possible only for a list of values.</p>
<p style="margin-top:0px;margin-bottom:var(--s-prose-spacing);font-family:Arial, "Helvetica Neue", Helvetica, sans-serif;font-size:15px;clear:both;color:rgb(36, 39, 41);text-align:left;background-color:rgb(255, 255, 255)">
So I have come up with the code:</p>
<pre class="lang-py s-code-block hljs python" style="margin-top:0px;margin-bottom:calc(var(--s-prose-spacing) + 0.4em);padding:12px;line-height:1.30769;font-family:Consolas, Menlo, Monaco, "Lucida Console", "Liberation Mono", "DejaVu Sans Mono", "Bitstream Vera Sans Mono", "Courier New", monospace, sans-serif;font-size:13px;width:auto;max-height:600px;overflow:auto;background-color:var(--highlight-bg);border-radius:5px;color:var(--highlight-color);text-align:left"><code style="margin:0px">a = [[<span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">1</span>/<span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">6</span>, <span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">1</span>/<span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">6</span>, <span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">1</span>/<span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">6</span>], [<span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">1</span>/<span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">6</span>, <span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">1</span>/<span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">6</span>, <span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">1</span>/<span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">6</span>]]
<span class="hljs-comment" style="margin:0px;color:var(--highlight-comment)">#print(np.shape(a))</span>
xks=[[<span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">1</span>,<span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">2</span>,<span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">3</span>],[<span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">1</span>,<span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">2</span>,<span class="hljs-number" style="margin:0px;color:var(--highlight-namespace)">3</span>]];
joint = stats.rv_discrete(name=<span class="hljs-string" style="margin:0px;color:var(--highlight-variable)">'Joint'</span>, values=(xks, a));
</code></pre>
<p style="margin-top:0px;margin-bottom:var(--s-prose-spacing);font-family:Arial, "Helvetica Neue", Helvetica, sans-serif;font-size:15px;clear:both;color:rgb(36, 39, 41);text-align:left;background-color:rgb(255, 255, 255)">
Is this correct?</p>
<p style="margin:0px;font-family:Arial, "Helvetica Neue", Helvetica, sans-serif;font-size:15px;clear:both;color:rgb(36, 39, 41);text-align:left;background-color:rgb(255, 255, 255)">
Moreover, how can I use "expect" now that the rv is multidimensional? I would need for instance to compute the expectation along only of the dimensions, or simply marginalise.</p>
<p style="margin:0px;font-family:Arial, "Helvetica Neue", Helvetica, sans-serif;font-size:15px;clear:both;color:rgb(36, 39, 41);text-align:left;background-color:rgb(255, 255, 255)">
<br>
</p>
<p style="margin:0px;font-family:Arial, "Helvetica Neue", Helvetica, sans-serif;font-size:15px;clear:both;color:rgb(36, 39, 41);text-align:left;background-color:rgb(255, 255, 255)">
I have tried stackexchange to no avail.</p>
</body>
</html>