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pythonstatisticsjuliasimulation

Python Rand function

Background

In Julia programming we have a Rand function which sintaxis is :

rand([rng=GLOBAL_RNG], [S], [dims...])

which pick a random element or array of random elements from the set of values specified by S and gives an array of dimension of the third arg.

Question

I want to apply the same logic to make a simulation for an assurance policy problems:

m = 60000
n = len(policy.AGE)
k=1/10
@time begin
    Death = zeros(Bool, m, n)
    Accident = rand(Bernoulli(k), m, n)

Which is Julia Code, but when taking this to python i don't find the correct form of rand(Bernoulli(k), m, n)

I know to simulate a Bernoulli is just bernoulli.rvs(k,n) but the part that set of values specified by S and gives an array of dimension of the third arg.

Solution

  • You probably want to use size keyword argument of rvs:

    >>> from scipy.stats import bernoulli
>>> bernoulli.rvs(0.25, size=10)
array([0, 0, 1, 0, 0, 0, 0, 0, 0, 0])