Question

from random import uniform

prob = [0.25,0.30,0.45]

def onetrial(prob):
    u=uniform(0,1)
    if 0 < u <= prob[0]:
        return 11
    if prob[0] < u <= prob[0]+prob[1]:
        return 23
    if prob[0]+prob[1] < u <= prob[0]+prob[1]+prob[2]:
        return 39

print onetrial(prob)

I wonder how to reduce the repetitive part in the def using some for-loop techniques. Thanks.

Answer 1

Assuming you call onetrial frequently, calculate the CDF first to make it a bit faster:

from random import uniform

vals = [11, 23, 39]
prob = [0.25, 0.30, 0.45]
cdf = [sum(prob[0:i+1]) for i in xrange(3)]

def onetrial(vals, cdf):
    u = uniform(0, 1)
    for i in range(3):
        if u <= cdf[i]:
            return vals[i]

You could use bisect to make it even faster.