How to randomly sample from custom probability distributions

[Gary Bhumbra]

I've looked in the SymPy documentation and cannot find a template for this. I apologise if I've overlooked something and the answer is trivial, but all I wish to do create a sampler for custom probability distributions defined using SymPy algebra e.g.:

from sympy.stats import ContinuousRV, sample
from sympy import sqrt, exp, Symbol, Interval, oo, pi
mean, prec = 1, 4
x = Symbol('x')
pdf = sqrt(prec)/sqrt(2*pi) * exp(-prec*(x-mean)**2/2)
Z = ContinuousRV(x, pdf, set=Interval(-oo, oo))
z = sample(Z)
print(next(z))

However the last line just produces a TypeError. I'd be grateful for any guidance!

Gary.

[gu...@uwosh.edu]

I think you have capital and little 'z' when you want only one. See the last three lines.

[Gary Bhumbra]

>   think you have capital and little 'z' when you want only one. See the last three lines.

Thanks for the suggestion. The original code (above) results in this error:

TypeError: 'Mul' object is not an iterator

If I try to follow your suggestion and modify the last three lines to:

Z = ContinuousRV(x, pdf, set=Interval(-oo, oo))

print(next(sample(Z)))

... I get the same error. I'm sorry if I'm misinterpreting your suggestion.

[Gagandeep Singh (B17CS021)]

Hi,

It seems like your code is working fine on SymPy's master branch.

Code

from sympy.stats import ContinuousRV, sample
from sympy import sqrt, exp, Symbol, Interval, oo, pi
mean, prec = 1, 4
x = Symbol('x')
pdf = sqrt(prec)/sqrt(2*pi) * exp(-prec*(x-mean)**2/2)
Z = ContinuousRV(x, pdf, set=Interval(-oo, oo))
z = sample(Z)
print(next(z))

Output

0.67209942564159

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With regards,

Gagandeep Singh

Github - https://github.com/czgdp1807/

Linkedin - https://www.linkedin.com/in/czgdp1807/

[Gary Bhumbra]

Thanks Gagandeep,

Looks like my SymPy install was indeed old - happy to confirm that the code does work fine on SymPy version 1.7.1!

Kind regards,

Gary.