pythonnumpyrandom

How to generate a random normal distribution of integers


How to generate a random integer as with np.random.randint(), but with a normal distribution around 0.

np.random.randint(-10, 10) returns integers with a discrete uniform distribution np.random.normal(0, 0.1, 1) returns floats with a normal distribution

What I want is a kind of combination between the two functions.


Solution

  • One other way to get a discrete distribution that looks like the normal distribution is to draw from a multinomial distribution where the probabilities are calculated from a normal distribution.

    import scipy.stats as ss
    import numpy as np
    import matplotlib.pyplot as plt
    
    x = np.arange(-10, 11)
    xU, xL = x + 0.5, x - 0.5 
    prob = ss.norm.cdf(xU, scale = 3) - ss.norm.cdf(xL, scale = 3)
    prob = prob / prob.sum() # normalize the probabilities so their sum is 1
    nums = np.random.choice(x, size = 10000, p = prob)
    plt.hist(nums, bins = len(x))
    

    Here, np.random.choice picks an integer from [-10, 10]. The probability for selecting an element, say 0, is calculated by p(-0.5 < x < 0.5) where x is a normal random variable with mean zero and standard deviation 3. I chose a std. dev. of 3 because this way p(-10 < x < 10) is almost 1.

    The result looks like this:

    enter image description here