numpy.random.Generator.standard_gamma#
method
- random.Generator.standard_gamma(shape, size=None, dtype=np.float64, out=None)#
Draw samples from a standard Gamma distribution.
Samples are drawn from a Gamma distribution with specified parameters, shape (sometimes designated “k”) and scale=1.
- Parameters
- shapefloat or array_like of floats
Parameter, must be non-negative.
- sizeint or tuple of ints, optional
Output shape. If the given shape is, e.g.,
(m, n, k)
, thenm * n * k
samples are drawn. If size isNone
(default), a single value is returned ifshape
is a scalar. Otherwise,np.array(shape).size
samples are drawn.- dtypedtype, optional
Desired dtype of the result, only
float64
andfloat32
are supported. Byteorder must be native. The default value is np.float64.- outndarray, optional
Alternative output array in which to place the result. If size is not None, it must have the same shape as the provided size and must match the type of the output values.
- Returns
- outndarray or scalar
Drawn samples from the parameterized standard gamma distribution.
See also
scipy.stats.gamma
probability density function, distribution or cumulative density function, etc.
Notes
The probability density for the Gamma distribution is
\[p(x) = x^{k-1}\frac{e^{-x/\theta}}{\theta^k\Gamma(k)},\]where \(k\) is the shape and \(\theta\) the scale, and \(\Gamma\) is the Gamma function.
The Gamma distribution is often used to model the times to failure of electronic components, and arises naturally in processes for which the waiting times between Poisson distributed events are relevant.
References
- 1
Weisstein, Eric W. “Gamma Distribution.” From MathWorld–A Wolfram Web Resource. http://mathworld.wolfram.com/GammaDistribution.html
- 2
Wikipedia, “Gamma distribution”, https://en.wikipedia.org/wiki/Gamma_distribution
Examples
Draw samples from the distribution:
>>> shape, scale = 2., 1. # mean and width >>> s = np.random.default_rng().standard_gamma(shape, 1000000)
Display the histogram of the samples, along with the probability density function:
>>> import matplotlib.pyplot as plt >>> import scipy.special as sps >>> count, bins, ignored = plt.hist(s, 50, density=True) >>> y = bins**(shape-1) * ((np.exp(-bins/scale))/ ... (sps.gamma(shape) * scale**shape)) >>> plt.plot(bins, y, linewidth=2, color='r') >>> plt.show()