numpy.random模块对Python内置的random进行补充，增加用于高效生成多种概率分布的样本值的函数。

生成标准正态分布的4x4样本数组

samples = np.random.normal(size=(4, 4))
samples

Python内置的random模块生成大量样本值

from random import normalvariate
N = 1000000
%timeit samples = [normalvariate(0, 1) for _ in range(N)]
%timeit np.random.normal(size=N)

随机漫步

使用内置的random模块实现1000步的随机漫步

import random
position = 0
walk = [position]
steps = 1000
for i in range(steps):
    step = 1 if random.randint(0, 1) else -1
    position += step
    walk.append(position)