mars.tensor.random.
gamma
Draw samples from a Gamma distribution.
Samples are drawn from a Gamma distribution with specified parameters, shape (sometimes designated “k”) and scale (sometimes designated “theta”), where both parameters are > 0.
shape (float or array_like of floats) – The shape of the gamma distribution. Should be greater than zero.
scale (float or array_like of floats, optional) – The scale of the gamma distribution. Should be greater than zero. Default is equal to 1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m, n, k), then m * n * k samples are drawn. If size is None (default), a single value is returned if shape and scale are both scalars. Otherwise, np.broadcast(shape, scale).size samples are drawn.
(m, n, k)
m * n * k
None
shape
scale
np.broadcast(shape, scale).size
chunk_size (int or tuple of int or tuple of ints, optional) – Desired chunk size on each dimension
gpu (bool, optional) – Allocate the tensor on GPU if True, False as default
dtype (data-type, optional) – Data-type of the returned tensor.
out – Drawn samples from the parameterized gamma distribution.
Tensor or scalar
See also
scipy.stats.gamma
probability density function, distribution or cumulative density function, etc.
Notes
The probability density for the Gamma distribution is
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
Weisstein, Eric W. “Gamma Distribution.” From MathWorld–A Wolfram Web Resource. http://mathworld.wolfram.com/GammaDistribution.html
Wikipedia, “Gamma distribution”, http://en.wikipedia.org/wiki/Gamma_distribution
Examples
Draw samples from the distribution:
>>> import mars.tensor as mt
>>> shape, scale = 2., 2. # mean=4, std=2*sqrt(2) >>> s = mt.random.gamma(shape, scale, 1000).execute()
Display the histogram of the samples, along with the probability density function:
>>> import matplotlib.pyplot as plt >>> import scipy.special as sps >>> import numpy as np >>> count, bins, ignored = plt.hist(s, 50, normed=True) >>> y = bins**(shape-1)*(np.exp(-bins/scale) / ... (sps.gamma(shape)*scale**shape)) >>> plt.plot(bins, y, linewidth=2, color='r') >>> plt.show()