给定一个累积分布函数( cumulative distribution function, CDF),只要能求出其反函数,就能把均匀分布的随机数映射至。这称为 Inverse transform sampling。
Random sampling (numpy.random)
numpy.random 已经实现了从定义好的分布中抽样的函数, 比如
beta(a, b[, size]) Draw samples from a Beta distribution.
binomial(n, p[, size]) Draw samples from a binomial distribution.
chisquare(df[, size]) Draw samples from a chi-square distribution.
dirichlet(alpha[, size]) Draw samples from the Dirichlet distribution.
exponential([scale, size]) Draw samples from an exponential distribution.
f(dfnum, dfden[, size]) Draw samples from an F distribution.
gamma(shape[, scale, size]) Draw samples from a Gamma distribution.
geometric(p[, size]) Draw samples from the geometric distribution.
gumbel([loc, scale, size]) Draw samples from a Gumbel distribution.