simulate_multinomial

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function simulate_multinomial(n:Integer, ρ:Real[_]) -> Integer[_]

Simulate a multinomial distribution.

• n: Number of trials.
• ρ: Category probabilities. These should sum to one.

This uses an $\mathcal{O}(N)$ implementation based on:

Bentley, J. L. and J. B. Saxe (1979). Generating sorted lists of random numbers. Technical Report 2450, Carnegie Mellon University, Computer Science Department.

function simulate_multinomial(n:Integer, ρ:Real[_], Z:Real) -> Integer[_]

Simulate a multinomial distribution.

• n: Number of trials.
• ρ: Unnormalized category probabilities.
• Z: Sum of the unnormalized category probabilities.

This uses an $\mathcal{O}(N)$ implementation based on:

Bentley, J. L. and J. B. Saxe (1979). Generating sorted lists of random numbers. Technical Report 2450, Carnegie Mellon University, Computer Science Department.