Create a conditional random vector

In this example we are going to build a conditional random vector

from __future__ import print_function
import openturns as ot
import openturns.viewer as viewer
from matplotlib import pylab as plt

create the random vector Theta (parameters of X)

gammaDist = ot.Uniform(1.0, 2.0)
alphaDist = ot.Uniform(0.0, 0.1)
thetaDist = ot.ComposedDistribution([gammaDist, alphaDist])
thetaRV = ot.RandomVector(thetaDist)

create the XgivenTheta distribution

XgivenThetaDist = ot.Exponential()

create the X distribution

XDist = ot.ConditionalRandomVector(XgivenThetaDist, thetaRV)

draw a sample

XDist.getSample(5)

	X0
0	0.1854715
1	0.1560417
2	0.6647259
3	0.4157063
4	0.2783648