discrete_rv

Generates an array of draws from a discrete random variable with a specified vector of probabilities.

class quantecon.discrete_rv.DiscreteRV(q)[source]

Bases: object

Generates an array of draws from a discrete random variable with vector of probabilities given by q.

Parameters:
q : array_like(float)

Nonnegative numbers that sum to 1.

Attributes:
q : see Parameters.

Getter method for q.

Q : array_like(float)

The cumulative sum of q.

Methods

draw(self[, k, random_state]) Returns k draws from q.
draw(self, k=1, random_state=None)[source]

Returns k draws from q.

For each such draw, the value i is returned with probability q[i].

Parameters:
k : scalar(int), optional

Number of draws to be returned

random_state : int or np.random.RandomState, optional

Random seed (integer) or np.random.RandomState instance to set the initial state of the random number generator for reproducibility. If None, a randomly initialized RandomState is used.

Returns:
array_like(int)

An array of k independent draws from q

q

Getter method for q.