Python: how to choose a value from a distribution?

manpreet Best Answer 3 years ago

I would like to choose the correspondent value from a distribution

My distribution follows a truncated Levy distribution

x = [(r + r0)**(-a)] * exp(−r/κ)

The function is

def levy(r0, a, k, r):
    return (r + r0)**(-a)*exp(-r/k)

I would like to for a given random number x find the relative r.

For instance

r0 = 100  
a = 2
k = 1500

import random
x = random.uniform(0, 1)
### Write a function to find r given x

manpreet 3 years ago

Brodaly speaking, what you want is to:

• write the cumulative function, F
• write its f="https://forum.tuteehub.com/tag/inverse">inverse, F_inv
• run F_inv(x). This will give you random numbers from your distribution.

If you can't do the first f="https://forum.tuteehub.com/tag/step">step analytically (), you can at least do it numerically with some given resolution, so you won't get stuck with something non-deterministic.