python-numpy-指数分布模拟

def successive_poisson(tau1, tau2, size=1):
    # Draw samples out of first exponential distribution: t1
    t1 = np.random.exponential(tau1, size=size)

    # Draw samples out of second exponential distribution: t2
    t2 = np.random.exponential(tau2, size=size)

    return t1 + t2

# Draw samples of waiting times
waiting_times = successive_poisson(764, 715, size=100000)

# Make the histogram
_ = plt.hist(waiting_times, bins=100, histtype='step',
             normed=True)

# Label axes
_ = plt.xlabel('total waiting time (games)')
_ = plt.ylabel('PDF')

# Show the plot
plt.show()