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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 | %feature("docstring") OT::MonteCarloExperiment
"MonteCarlo experiment.
Available constructors:
MonteCarloExperiment(*distribution, size*)
MonteCarloExperiment(*size*)
Parameters
----------
distribution : :class:`~openturns.Distribution`
Distribution :math:`\\\\mu` with an independent copula used to generate the
set of input data.
size : positive int
Number :math:`cardI` of points that will be generated in the experiment.
Notes
-----
MonteCarloExperiment is a random weighted design of experiments.
The :meth:`generate` method generates points :math:`(\\\\Xi_i)_{i \\\\in I}`
independently from the distribution :math:`\\\\mu`. The weights associated to the
points are all equal to :math:`1/\\\\mathrm{card}\\\\,I`. When the :meth:`generate` method is
recalled, the generated sample changes.
See also
--------
WeightedExperiment
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> myPlane = ot.MonteCarloExperiment(ot.Normal(2), 5)
>>> print(myPlane.generate())
[ X0 X1 ]
0 : [ 0.608202 -1.26617 ]
1 : [ -0.438266 1.20548 ]
2 : [ -2.18139 0.350042 ]
3 : [ -0.355007 1.43725 ]
4 : [ 0.810668 0.793156 ]"
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