jax.random.wald

jax.random.wald(key, mean, shape=None, dtype=<class 'float'>)

Sample Wald random values with given shape and float dtype.

The values are returned according to the probability density function:

\[f(x;\mu) = \frac{1}{\sqrt{2\pi x^3}} \exp\left(-\frac{(x - \mu)^2}{2\mu^2 x}\right)\]

on the domain \(-\infty < x < \infty\), and where \(\mu > 0\) is the location parameter of the distribution.

Parameters:

• key (Array | ndarray | bool_ | number | bool | int | float | complex) – a PRNG key used as the random key.

• mean (Array | ndarray | bool_ | number | bool | int | float | complex) – a float or array of floats broadcast-compatible with shape representing the mean parameter of the distribution.

• shape (Sequence[int] | None) – optional, a tuple of nonnegative integers specifying the result shape. Must be broadcast-compatible with mean. The default (None) produces a result shape equal to np.shape(mean).

• dtype (str | type[Any] | dtype | SupportsDType) – optional, a float dtype for the returned values (default float64 if jax_enable_x64 is true, otherwise float32).

Returns:

A random array with the specified dtype and with shape given by shape if shape is not None, or else by mean.shape.

Return type:

Array