Random Variables

Examples demonstrating random variable construction, distribution sampling, Gaussian mixture models, and mixture distributions.

ex_gmm.py

Gaussian mixture model sampling and visualization.

Creates a GMM with multiple components, samples from it within a specified domain, and visualizes the samples and probability density.

ex_sampling.py

Domain-constrained sampling from GMMs.

Samples from a GMM within a specified domain and visualizes the resulting samples and probability densities.

ex_mixture.py

Mixture distributions with Weibull and Gaussian components.

Creates and samples from a mixture distribution combining Weibull and multivariate normal distributions with specified weights.

ex_webull.py

Weibull distribution and mixture models.

Creates Weibull distributions and mixtures with Gaussian components, demonstrating sampling from complex mixed distributions.

ex_mcmcrv.py

MCMC random variable.

Demonstrates the MCMCRV class for defining random variables via MCMC sampling. Creates an MCMC-based random variable from a Gaussian log-posterior, draws samples, and evaluates unscaled PDF values.