` to download the full example code
.. rst-class:: sphx-glr-example-title
.. _sphx_glr_auto_probabilistic_modeling_distributions_plot_random_mixture_distribution.py:
Create a random mixture of distributions
========================================
In this example we are going to build an affine combination of input random variables.
.. math::
Y = 2 + 5 X_1 + X_2
where:
- :math:`X1 \sim \mathcal{E}(\lambda=1.5)`
- :math:`X2 \sim \mathcal{N}(\mu=4, \sigma=1)`
This notion is different from the Mixture where the combination is made on the probability density functions and not on the univariate random variable.
.. code-block:: default
from __future__ import print_function
import openturns as ot
import openturns.viewer as viewer
from matplotlib import pylab as plt
ot.Log.Show(ot.Log.NONE)
create the distributions associated to the input random variables
.. code-block:: default
X1 = ot.Exponential(1.5)
X2 = ot.Normal(4.0, 1.0)
offset
.. code-block:: default
a0 = 2.0
Create the weights
.. code-block:: default
weight = [5.0, 1.0]
create the affine combination
.. code-block:: default
distribution = ot.RandomMixture([X1, X2], weight, a0)
distribution
.. raw:: html
RandomMixture(Normal(mu = 6, sigma = 1) + Exponential(lambda = 0.3, gamma = 0))
ask its mean
.. code-block:: default
distribution.getMean()
.. raw:: html
[9.33333]
ask its variance
.. code-block:: default
distribution.getCovariance()[0, 0]
.. rst-class:: sphx-glr-script-out
Out:
.. code-block:: none
12.11111111111111
ask the 90% quantile
.. code-block:: default
distribution.computeQuantile(0.9)
.. raw:: html
[13.8253]
ask its probability to exceeds 3
.. code-block:: default
distribution.computeSurvivalFunction(3.0)
.. rst-class:: sphx-glr-script-out
Out:
.. code-block:: none
0.9998938620694351
draw PDF
.. code-block:: default
graph = distribution.drawPDF()
view = viewer.View(graph)
.. image:: /auto_probabilistic_modeling/distributions/images/sphx_glr_plot_random_mixture_distribution_001.png
:alt: plot random mixture distribution
:class: sphx-glr-single-img
draw PDF
.. code-block:: default
graph = distribution.drawCDF()
view = viewer.View(graph)
plt.show()
.. image:: /auto_probabilistic_modeling/distributions/images/sphx_glr_plot_random_mixture_distribution_002.png
:alt: plot random mixture distribution
:class: sphx-glr-single-img
.. rst-class:: sphx-glr-timing
**Total running time of the script:** ( 0 minutes 0.142 seconds)
.. _sphx_glr_download_auto_probabilistic_modeling_distributions_plot_random_mixture_distribution.py:
.. only :: html
.. container:: sphx-glr-footer
:class: sphx-glr-footer-example
.. container:: sphx-glr-download sphx-glr-download-python
:download:`Download Python source code: plot_random_mixture_distribution.py `
.. container:: sphx-glr-download sphx-glr-download-jupyter
:download:`Download Jupyter notebook: plot_random_mixture_distribution.ipynb `
.. only:: html
.. rst-class:: sphx-glr-signature
`Gallery generated by Sphinx-Gallery `_