Generating a random vector with elements in specified range

asked 2018-04-25 20:53:28 +0200

ds22
17 ●1 ●1 ●5

I would like to generate a random vector in which its elements are between 0 and 1 (including 0 and 1). As far as I know, v = random_matrix(ZZ, 1, 10) is a way to generate a random matrix. How would I restrict the elements to the range I want?

I am trying to build a function with a probability input, and then compare the probability to each of the elements separately in the random vector.

answered 2018-04-25 22:18:16 +0200

Emmanuel Charpentier
7057 ●6 ●46 ●137

This returns such a random vector of a given size. However, note that its elements belong to the semi-open interval $\left[0~1\right)\subset\mathbb{R}$, not the closed interval $\left[0~1\right]\subset\mathbb{R}$ :

sage: def randvect(size=4):return vector([random() for t in range(size)])
sage: randvect(3)
(0.8688082291795581, 0.28209569121849476, 0.3112164215493163)

HTH,

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@Emmanuel Charpentier: I really need it to be a closed interval though. This is the beginning of a function for a Monte Carlo simulation. I need to know when the input (which is a probability) is less than one.

ds22 ( 2018-04-26 02:51:16 +0200 )edit

Well.. $\Pr\left(X=1|X\in\left[0~1\right]\right)=0$, anyway, unless you are able to state some value $p$ such as $\Pr\left(X=1\right)=p$, in which case, it is trivial to extract your components from a mixture of $\delta(x-1)$ with weight $p$ and the $\mathrm{U}\left[O~1\right)$ (used above) with weight $1-p$. What difference does it do if you are simulating ?

Emmanuel Charpentier ( 2018-04-26 19:04:36 +0200 )edit

And, by the way, what are you simulating ? Shouldn't you specify a bit more the (joint) law of your components ?

Emmanuel Charpentier ( 2018-04-26 19:12:18 +0200 )edit

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