Create a maximum entropy statistics distribution¶

In this example we are going to build maximum entropy statistics distribution, which yields ordered realizations:

$X_1 \leq \dots \leq X_n$

[1]:

from __future__ import print_function
import openturns as ot

[2]:

# create a collection of distribution
coll = [ot.Beta(1.5, 1.7, 0.0, 1.0),  ot.Beta(2.0, 2.3, 0.5, 1.2)]

[3]:

# create the distribution
distribution = ot.MaximumEntropyOrderStatisticsDistribution(coll)
print(distribution)

MaximumEntropyOrderStatisticsDistribution(collection = [Beta(r = 1.5, t = 3.2, a = 0, b = 1),Beta(r = 2, t = 4.3, a = 0.5, b = 1.2)])

[4]:

# draw a sample (ordered!)
distribution.getSample(10)

[4]:

[5]:

# draw PDF
distribution.drawPDF()

[5]:

OpenTURNS