jonghough/stats_sampling

Functions to sample multiple data points from several distributions.

Statistical Sampling

Some sampling methods for various discrete and continuous random variables.

distribution	params	notes
uniform	-
binomial	n,p
neg. binomial	r,p
cauchy	center,scale
exponential	k
laplace	center,scale
poisson	mean
normal	mean, std. dev
gamma	shape, rate
beta	shape
dirichlet	alphas
chi-squared	center,spread

Locale

cocurrent 'sampling'

Uniform (Continuous)

NB. 10 i.i.d. uniform samples taken from U(0,1) distribution.
uniformSample 10

Normal / Gaussian

NB. 10 random variables independently sampled from a N(2.5,6.4) 
NB. normal distribution.
normalSample 2.5 6.4 10

Exponential

NB. 1000 random variables independently sampled from an
NB. exp(10) distribution.
exponentialSample 10 1000

Poisson

NB. 1000 random variables independently sampled from a 
NB. Po(2.222) poisson distribution.
exponentialSample 2.222 1000

Some examples

Cauchy

NB. 200 random variabled independently sampled from a Cauchy(0,1)
NB. distribution.
cauchySample 0 1 200

Gamma

NB. 4000 random variables independently sampled from a NB. Gamma(4.6,1) gamma distribution.

gammaSample 4.6 1 4000 

Some examples

Beta

NB. 1000 random variables independently sampled from a
NB. Beta(2,4) beta distribution.
betaSample 2 4 4000 

Binomial

NB. 100 random variables independently sampled from a
NB. Bin(10,0.4) binomial distribution.
binomialSample 10 0.4 100 

Some examples

Negative Binomial

NB. 100 random variables independently sampled from a
NB. NegBin(10,0.4) binomial distribution.
binomialNegSample 10 0.4 100 

Dirichlet

NB. 100 random variables independently sampled from a
NB. Dir(0.2, 0.1, 0.99, 0.5, 1.4) dirichlet distribution,
NB. where the parameters are the parameter 'a' of a 
NB. Gamma(a,1) distribution.
dirichletSample 10 0.4 100 

Laplace

NB. 1000 random variables independently sampled from a
NB. Laplace(0,2) laplace distribution.
laplaceSample 0 2 1000 

Some examples

Chi-Squared

NB. 1000 random variables independently sampled from a
NB. ChiSq(0,1,3) chi-squared distribution.
chiSqSample 0 1 3 1000 

Some examples