[SciPy-user] Definition of random variable
Jonas Kahn
jonas.kahn at math.u-psud.fr
Wed Dec 6 12:35:40 CST 2006
Hi
I try to create a new instance of the rv_continuous class, and the __init__
is not very explicit...
Essentially, I would like to define it from the probability distribution
only, and I guess (totally without any ground for that) that it is
implemented as such.
Especially I would like to use the associated inverse survival function,
without writing it by myself. Of course I could use the routines for solving
equations to get it...
Alternatively, is there any way to get the inverse function of a monotonic
function?
Thanks for the help
Jonas
PS: I think there is something wrong with the "scale" parameter in the
package, or I have not understood how to use it. There is no change to the
pdf when I try to give it another value as 1:
In [124]: stats.binom.rvs(1,1)
Out[124]: array([1])
# No problem with loc
In [126]: stats.binom.rvs(1,1, loc = 10)
Out[126]: array([11])
# But nothing with scale, with or without loc
In [127]: stats.binom.rvs(1,1, loc = 10, scale =100)
Out[127]: array([11])
In [128]: stats.binom.rvs(1,1, scale =100)
Out[128]: array([1])
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