I want to generate x
and y
having a uniform distribution and limited by [xmin,xmax]
and [ymin,ymax]
The points (x
Uniform on the triangle?
import numpy as np
N = 10 # number of points to create in one go
rvs = np.random.random((N, 2)) # uniform on the unit square
# Now use the fact that the unit square is tiled by the two triangles
# 0 <= y <= x <= 1 and 0 <= x < y <= 1
# which are mapped onto each other (except for the diagonal which has
# probability 0) by swapping x and y.
# We use this map to send all points of the square to the same of the
# two triangles. Because the map preserves areas this will yield
# uniformly distributed points.
rvs = np.where(rvs[:, 0, None]>rvs[:, 1, None], rvs, rvs[:, ::-1])
Finally, transform the coordinates
xmin, ymin, xmax, ymax = -0.1, 1.1, 2.0, 3.3
rvs = np.array((ymin, xmin)) + rvs*(ymax-ymin, xmax-xmin)
Uniform marginals? The simplest solution would be to uniformly concentrate the mass on the line (ymin, xmin) - (ymax, xmax)
rvs = np.random.random((N,))
rvs = np.c_[ymin + (ymax-ymin)*rvs, xmin + (xmax-xmin)*rvs]
but that is not very interesting, is it?