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How to generate an element from laplace distribution

asked 2015-04-21 14:57:56 -0500

qbyte gravatar image

updated 2017-11-22 06:05:08 -0500

FrédéricC gravatar image

Hi, I am wondering how to generate a random element according to laplace distribution. I tried the method RealDistribution(). But it failed.

According to the reference manual, laplace distribution is not supported.

In the manual, there are some examples showing how to deal with uniform distribution, Gaussian distribution, etc.

My questions are:

(1) How do I know exactly which distributions are supported by the RealDistribution() method?

(2) Is there anyway I can simply generate an element according to laplace distribution in sage?

Thank you in advance.

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I found a way to do this by using numpy in sage.

import numpy numpy.random.laplace(loc,scal,size)

will generate an element for laplace distribution. But it is not a very "sage" way to do it. And I am still concerned about my first question.

qbyte gravatar imageqbyte ( 2015-04-22 12:38:18 -0500 )edit

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answered 2017-03-02 15:11:28 -0500

dan_fulea gravatar image

updated 2017-03-02 15:11:55 -0500

First of all...

$ fgrep -i -C1 lapla /usr/lib/sagemath/src/sage/gsl/probability_distribution.pyx
#TODO: Add more distributions available in gsl
#available but not currently wrapped are exponential, laplace, cauchy, landau, gamma,
#gamma, beta logistic.

For my purposes i used then in statistics and probability scipy, for instance in order to get a random variable sample of size ten...

sage: from scipy import stats
sage: stats.laplace.rvs( 2017, size=10 )
array([ 2015.97251004,  2014.09872554,  2016.98175955,  2017.07587794,
        2017.11026863,  2019.19102019,  2015.86935513,  2016.53066666,
        2019.09275965,  2016.89277916])
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Asked: 2015-04-21 14:57:56 -0500

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Last updated: Mar 02 '17