Create a conditional random vector

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

import openturns as ot

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	0.5935767
1	0.7642794
2	1.305296
3	0.3351013
4	0.3904474