Create a conditional distributionΒΆ

In this example we are going to build the distribution of the random vector X conditioned by the random variable Theta

\underline{X}|\underline{\Theta}

with Theta obtained with the random variable Y through a function f

\underline{\Theta}=f(\underline{Y})

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

create the Y distribution

YDist = ot.Uniform(-1.0, 1.0)

create Theta=f(y)

f = ot.SymbolicFunction(["y"], ["y", "1+y^2"])

create the X|Theta distribution

XgivenThetaDist = ot.Uniform()

create the distribution

XDist = ot.ConditionalDistribution(XgivenThetaDist, YDist, f)
XDist.setDescription(["X|Theta=f(y)"])
XDist
ConditionalDistribution
  • name=ConditionalDistribution
  • dimension=1
  • weight=1
  • range=[-0.999956, 1.99991]
  • description=[X|Theta=f(y)]
  • isParallel=true
  • isCopula=false


Get a sample

XDist.getSample(5)
X|Theta=f(y)
01.431419
11.072163
20.362335
30.1600886
41.028835


draw PDF

graph = XDist.drawPDF()
view = viewer.View(graph)
plt.show()
plot conditional distribution