FreeMat
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Section: Random Number Generation
This function generates samples from a multinomial distribution given the probability of each outcome. The general syntax for its use is
y = randmulti(N,pvec)
where N
is the number of experiments to perform, and pvec
is the vector of probabilities describing the distribution of outcomes.
A multinomial distribution describes the number of times each of m
possible outcomes occurs out of N
trials, where each outcome has a probability p_i
. More generally, suppose that the probability of a Bernoulli random variable X_i
is p_i
, and that
Then the probability that X_i
occurs x_i
times is
Suppose an experiment has three possible outcomes, say heads, tails and edge, with probabilities 0.4999
, 0.4999
and 0.0002
, respectively. Then if we perform ten thousand coin flips we get
--> randmulti(10000,[0.4999,0.4999,0.0002]) ans = 5051 0 4948