+10 Certainly agree that the module is relevant and my work should be
interwoven into it
It was very timely that you drew my attention to this.
I think I should draw up an initial design for the functionality Im
aiming for and possibly put it in a new thread for comment.

Im happy to do the most of the work for this (its directly relevant to
my thesis).

I will also look out for (and welcome any news about) other open
source code that is relevant.
(e.g. Im sure scipy has random number generation for many probability
distributions that would be useful, and R certainly comes to mind - I
dont want to "reinvent the wheel" and will have to work out what I
write anew, what gets called by a wrapper and what gets called
directly)
The primary aim is a probability and stats module/package that has a
number of stats primitives like random variables, probability
distributions etc available for building algorithms of statistical
signal processing (altho my background is maths, my target users are
engineers that need to build algorithms easily for tracking,
classification etc but only use matlab currently so it will be nice if
this plays a small part in making Sage a viable alternative to matlab
for these potentially new users :-)

(Thanks to all for all the help to date)

On Sep 5, 10:35 am, kcrisman <kcris...@gmail.com> wrote:
> > (If youre into Probability and Statistics: Ive defined a Random
> > Variable class and for any instance X, the expressions exp(X) or
> > log(X) (or F(X) for any real function F) are well-defined random
> > variables and should be returned as new instances defined in terms of
> > X - but ignore this if youre not into Prob&Stats).
>
> This isn't relevant to the main point of this thread, but is this at
> all connected to the already existing module below?  I at one point
> started to improve the documentation of this but didn't have many good
> examples of its intended use.  Anyway, probably your thing should be
> interwoven with this somehow.
>
> - kcrisman
>
> sage: sage.probability.random_variable?
> Type:           module
> Base Class:     <type 'module'>
> String Form:    <module 'sage.probability.random_variable' from '/mnt/
> usb1/scratch/kcrisman/sage-4.5.2.rc1-sage.m <...> hington.edu-x86_64-
> Linux/local/lib/python2.6/site-packages/sage/probability/
> random_variable.pyc'>
> Namespace:      Interactive
> File:           /mnt/usb1/scratch/kcrisman/sage-4.5.2.rc1-
> sage.math.washington.edu-x86_64-Linux/local/lib/python2.6/site-
> packages/sage/probability/random_variable.py
> Docstring:
>     Random variables and probability spaces
>
>     This introduces a class of random variables, with the focus on
>     discrete random variables (i.e. on a discrete probability space).
> This
>     avoids the problem of defining a measure space and measurable
>     functions.

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