Create a maximum entropy statistics distributionΒΆ

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

X_1 \leq \dots \leq X_n

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

ot.Log.Show(ot.Log.NONE)

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)]

create the distribution

distribution = ot.MaximumEntropyOrderStatisticsDistribution(coll)
print(distribution)
MaximumEntropyOrderStatisticsDistribution(collection = [Beta(alpha = 1.5, beta = 1.7, a = 0, b = 1),Beta(alpha = 2, beta = 2.3, a = 0.5, b = 1.2)])

draw a sample (ordered!)

distribution.getSample(10)
X0X1
00.63807050.7940242
10.31188010.8304515
20.45251620.6586167
30.67248170.8490304
40.29772580.9140666
50.16911290.9547993
60.35459620.9400742
70.83380340.8877587
80.18304820.8514765
90.58593670.8921155


draw PDF

graph = distribution.drawPDF()
view = viewer.View(graph)
plt.show()
[X0,X1] iso-PDF