Big Data/Analytics Zone is brought to you in partnership with:

John Cook is an applied mathematician working in Houston, Texas. His career has been a blend of research, software development, consulting, and management. John is a DZone MVB and is not an employee of DZone and has posted 175 posts at DZone. You can read more from them at their website. View Full User Profile

# Rolling Dice for Normal Samples in Python

04.30.2013
| 3740 views |
A handful of dice can make a decent normal random number generator, good enough for classroom demonstrations. I wrote about this a while ago.

My original post included Mathematica code for calculating how close to normal the distribution of the sum of the dice is. Here I’d like to redo the code in Python to show how to do the same calculations using SymPy. [Update: I'll also give a solution that does not use SymPy and that scales much better.]

If you roll five dice and add up the spots, the probability of getting a sum of k is the coefficient of xk in the expansion of

(x + x2 + x3 + x4 + x5 + x6)5 / 65.

Here’s code to find the probabilities by expanding the polynomial and taking coefficients.

```from sympy import Symbol

sides = 6
dice = 5
rolls = range( dice*sides + 1 )

# Tell SymPy that we want to use x as a symbol, not a number
x = Symbol('x')

# p(x) = (x + x^2 + ... + x^m)^n
# where m = number of sides per die
# and n = number of dice
p = sum([x**i for i in range(1, sides + 1)])**dice

# Extract the coefficients of p(x) and divide by sides**dice
pmf = [sides**(-dice) * p.expand().coeff(x, i) for i in rolls]
```

If you’d like to compare the CDF of the dice sum to a normal CDF you could add this.

```from scipy import array, sqrt
from scipy.stats import norm

cdf = array(pmf).cumsum()

# Normal CDF for comparison
mean = 0.5*(sides + 1)*dice
variance = dice*(sides**2 -1)/12.0
temp = [norm.cdf(i, mean, sqrt(variance)) for i in roles]
norm_cdf = array(temp)

diff = abs(cdf - norm_cdf)
# Print the maximum error and where it occurs
print diff.max(), diff.argmax()
```

Update: The SymPy code does not scale well. When I tried the code with 50 six-sided dice, it ran out of memory. Based on Andre’s comment, I rewrote the code using `polypow`. SymPy offers much more symbolic calculation functionality than NumPy, but in this case NumPy contains all we need. It is much faster and it doesn’t run out of memory.

```from numpy.polynomial.polynomial import polypow
from numpy import ones

sides = 6
dice = 100

# Create an array of polynomial coefficients for
# x + x^2 + ... + x^sides
p = ones(sides + 1)
p[0] = 0

# Extract the coefficients of p(x)**dice and divide by sides**dice
pmf = sides**(-dice) * polypow(p, dice)
cdf = pmf.cumsum()
```

That solution works for up to 398 dice. What’s up with that? With 399 dice, the largest polynomial coefficient overflows. If we divide by the number of dice before raising the polynomial to the power `dice`, the code becomes a little simpler and scales further.

```p = ones(sides + 1)
p[0] = 0
p /= sides
pmf = polypow(p, dice)
cdf = pmf.cumsum()
```

I tried this last approach on 10,000 dice with no problem.

Published at DZone with permission of John Cook, author and DZone MVB. (source)

(Note: Opinions expressed in this article and its replies are the opinions of their respective authors and not those of DZone, Inc.)

"Starting from scratch" is seductive but disease ridden