I wonder if there is an efficient way to draw multinomial random samples. For
univariate sampling, we can do that for different parameters and desired
shape, but neither of rng nor multinomial function in numpy.random is able
to achieve that. To be specific, can we draw multinomial samples for
different probabilities and different n?

I asked the question on Stackoverflow here:
https://stackoverflow.com/questions/64529620/is-there-an-efficient-way-to-generate-multinomial-random-variables-in-parallel.

Seems like there isn't a function to do that.