GH-81620: Add random.binomialvariate() (GH-94719)

This commit is contained in:
Raymond Hettinger 2022-07-13 09:46:04 -05:00 committed by GitHub
parent f5c02afaff
commit ed06ec1ab8
No known key found for this signature in database
GPG key ID: 4AEE18F83AFDEB23
4 changed files with 175 additions and 8 deletions

View file

@ -24,6 +24,7 @@
negative exponential
gamma
beta
binomial
pareto
Weibull
@ -49,6 +50,7 @@ from warnings import warn as _warn
from math import log as _log, exp as _exp, pi as _pi, e as _e, ceil as _ceil
from math import sqrt as _sqrt, acos as _acos, cos as _cos, sin as _sin
from math import tau as TWOPI, floor as _floor, isfinite as _isfinite
from math import lgamma as _lgamma, fabs as _fabs
from os import urandom as _urandom
from _collections_abc import Sequence as _Sequence
from operator import index as _index
@ -68,6 +70,7 @@ __all__ = [
"Random",
"SystemRandom",
"betavariate",
"binomialvariate",
"choice",
"choices",
"expovariate",
@ -725,6 +728,91 @@ class Random(_random.Random):
return y / (y + self.gammavariate(beta, 1.0))
return 0.0
def binomialvariate(self, n=1, p=0.5):
"""Binomial random variable.
Gives the number of successes for *n* independent trials
with the probability of success in each trial being *p*:
sum(random() < p for i in range(n))
Returns an integer in the range: 0 <= X <= n
"""
# Error check inputs and handle edge cases
if n < 0:
raise ValueError("n must be non-negative")
if p <= 0.0 or p >= 1.0:
if p == 0.0:
return 0
if p == 1.0:
return n
raise ValueError("p must be in the range 0.0 <= p <= 1.0")
random = self.random
# Fast path for a common case
if n == 1:
return _index(random() < p)
# Exploit symmetry to establish: p <= 0.5
if p > 0.5:
return n - self.binomialvariate(n, 1.0 - p)
if n * p < 10.0:
# BG: Geometric method by Devroye with running time of O(np).
# https://dl.acm.org/doi/pdf/10.1145/42372.42381
x = y = 0
c = _log(1.0 - p)
if not c:
return x
while True:
y += _floor(_log(random()) / c) + 1
if y > n:
return x
x += 1
# BTRS: Transformed rejection with squeeze method by Wolfgang Hörmann
# https://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.47.8407&rep=rep1&type=pdf
assert n*p >= 10.0 and p <= 0.5
setup_complete = False
spq = _sqrt(n * p * (1.0 - p)) # Standard deviation of the distribution
b = 1.15 + 2.53 * spq
a = -0.0873 + 0.0248 * b + 0.01 * p
c = n * p + 0.5
vr = 0.92 - 4.2 / b
while True:
u = random()
v = random()
u -= 0.5
us = 0.5 - _fabs(u)
k = _floor((2.0 * a / us + b) * u + c)
if k < 0 or k > n:
continue
# The early-out "squeeze" test substantially reduces
# the number of acceptance condition evaluations.
if us >= 0.07 and v <= vr:
return k
# Acceptance-rejection test.
# Note, the original paper errorneously omits the call to log(v)
# when comparing to the log of the rescaled binomial distribution.
if not setup_complete:
alpha = (2.83 + 5.1 / b) * spq
lpq = _log(p / (1.0 - p))
m = _floor((n + 1) * p) # Mode of the distribution
h = _lgamma(m + 1) + _lgamma(n - m + 1)
setup_complete = True # Only needs to be done once
v *= alpha / (a / (us * us) + b)
if _log(v) <= h - _lgamma(k + 1) - _lgamma(n - k + 1) + (k - m) * lpq:
return k
def paretovariate(self, alpha):
"""Pareto distribution. alpha is the shape parameter."""
# Jain, pg. 495
@ -810,6 +898,7 @@ vonmisesvariate = _inst.vonmisesvariate
gammavariate = _inst.gammavariate
gauss = _inst.gauss
betavariate = _inst.betavariate
binomialvariate = _inst.binomialvariate
paretovariate = _inst.paretovariate
weibullvariate = _inst.weibullvariate
getstate = _inst.getstate
@ -834,15 +923,17 @@ def _test_generator(n, func, args):
low = min(data)
high = max(data)
print(f'{t1 - t0:.3f} sec, {n} times {func.__name__}')
print(f'{t1 - t0:.3f} sec, {n} times {func.__name__}{args!r}')
print('avg %g, stddev %g, min %g, max %g\n' % (xbar, sigma, low, high))
def _test(N=2000):
def _test(N=10_000):
_test_generator(N, random, ())
_test_generator(N, normalvariate, (0.0, 1.0))
_test_generator(N, lognormvariate, (0.0, 1.0))
_test_generator(N, vonmisesvariate, (0.0, 1.0))
_test_generator(N, binomialvariate, (15, 0.60))
_test_generator(N, binomialvariate, (100, 0.75))
_test_generator(N, gammavariate, (0.01, 1.0))
_test_generator(N, gammavariate, (0.1, 1.0))
_test_generator(N, gammavariate, (0.1, 2.0))