Julia and Python RAND function

Question

Background

In Julia programming we have a Rand function which sintaxis is :

rand([rng=GLOBAL_RNG], [S], [dims...])

which pick a random element or array of random elements from the set of values specified by S and gives an array of dimension of the third arg.

Question

I want to apply the same logic to make a simulation for an assurance policy problems:

m = 60000
n = len(policy.AGE)
k=1/10
@time begin
    Death = zeros(Bool, m, n)
    Accident = rand(Bernoulli(k), m, n)
    for j ∈ 1:n
        Death[:, j] = rand(Bernoulli(q[policy.AGE[j]]), m)
    end
    for i ∈ 1:m
        S[i] = sum(policy.INSAMOUNT .* Death[i, :] .* (1 .+ Accident[i, :]))
    end
end

Which is Julia Code, but when taking this to python i don't find the correct form of rand(Bernoulli(k), m, n)

I know to simulate a Bernoulli is just bernoulli.rvs(k,n) but the part that set of values specified by S and gives an array of dimension of the third arg.

Bogumił Kamiński Bogumił Kamiński · Accepted Answer · 2020-11-01T07:14:52

You probably want to use size keyword argument of rvs:

>>> from scipy.stats import bernoulli
>>> bernoulli.rvs(0.25, size=10)
array([0, 0, 1, 0, 0, 0, 0, 0, 0, 0])

Julia and Python RAND function

1 Answers