Statistical distributions#

The generation of random samples that follow a specific data distribution is very important in many fields. This is why ironArray supports many of the most used statistical distributions (Uniform, Normal, Exponential, Binomial, Bernoulli, Poisson…).

In this tutorial, we will see how to generate random samples of these distributions using ironArray and we will compare them against the NumPy library.

Generating random samples#

In this example, we are going to generate a random sample of the exponential distribution, whose distribution function is

\[\begin{split}f(x, \lambda) = \begin{cases} \lambda e^{-\lambda x} & x \geq 0 \\ 0 & x < 0 \\ \end{cases}\end{split}\]

with \(\lambda = 5\).

import iarray as ia
import numpy as np
x = ia.random.exponential((5000, 10000), 5)
CPU times: user 715 ms, sys: 418 ms, total: 1.13 s
Wall time: 49.1 ms

Comparing against NumPy#

To check the quality of the random generator inside ironArray, let’s create a random sample from the same distribution using NumPy.

y = np.random.exponential(5, 5000 * 10000).reshape(5000, 10000)
CPU times: user 532 ms, sys: 41.4 ms, total: 574 ms
Wall time: 574 ms

[Incidentally, see how ironArray constructor is much faster than ironArray; this is due to the fact that ironArray uses multithreading whenever a new array is built. See more about speed in the benchmarks section of these docs.]

Then we extract arbitrary slices (of the same size) from each container.

x2 = x[:500, 1000:1500].data.flatten()
y2 = y[1000:1500, 3000:3500].flatten()

Now, we can visually check that the two samples come from the same distribution by representing their histograms.

import matplotlib.pyplot as plt

plt.hist(x2, histtype='step', label="iarray")
plt.hist(y2, histtype='step', label="numpy")


Finally, we can mathematically check that the two samples come from the same distribution applying the Kolmogorov-Smirnov test. To apply the test, we have to assume that the two samples come from the same distribution.

from scipy.stats import kstest

statistic, pvalue = kstest(x2, y2)

print(f"D:       {statistic:.4f}")
print(f"p-value: {pvalue:.4f}")
D:       0.0018
p-value: 0.8184

As can be seen, since the p-value is large (\(>0.05\)), the samples belong to the same distribution with more than 95% of likelihood.