Sunday, March 3, 2019

Python direct sampling

## Direct Sampling
import numpy as np

def X1_sample(p=0.35):
    return np.random.binomial(1, p)

def X2_sample(p=0.65):
    return np.random.binomial(1, p)

def X3_sample(x1, x2, p1=0.75, p2=0.4):
    if x1 == 1 and x2 == 1:
        return np.random.binomial(1, p1)
    else:
        return np.random.binomial(1, p2)
   
def X4_sample(x3, p1=0.65, p2=0.5):
    if x3 == 1:
        return np.random.binomial(1, p1)
    else:
        return np.random.binomial(1, p2)

N = 4
Nsamples = 5000

S = np.zeros((N, Nsamples))
Fsamples = {}

for t in range(Nsamples):
    x1 = X1_sample()
    x2 = X2_sample()
    x3 = X3_sample(x1, x2)
    x4 = X4_sample(x3)
   
    sample = (x1, x2, x3, x4)
   
    if sample in Fsamples:
        Fsamples[sample] += 1
    else:
        Fsamples[sample] = 1

samples = np.array(list(Fsamples.keys()), dtype=np.bool_)
probabilities = np.array(list(Fsamples.values()), dtype=np.float64) / Nsamples

for i in range(len(samples)):
    print('P{} = {}'.format(samples[i], probabilities[i]))

p4t = np.argwhere(samples[:, 3]==True)
print(np.sum(probabilities[p4t]))

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