RANDMULTI Generate Multinomial-distributed Random Variables

Section: Random Number Generation

Usage

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.

Function Internals

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

Example

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 = 
 5026 4973    1