[Numpy-discussion] multinomial question

Robert Kern robert.kern at gmail.com
Thu Dec 6 00:19:32 EST 2007


Alan G Isaac wrote:
> I would think that
>     multinomial(1,prob,size=ntrials).sum(axis=0)
> would be equivalent to
>     multinomial(ntrials,prob)
> but the first gives a surprising result.  (See below.)
> Explanation?

Pretty much anyone who derives their binomial distribution algorithm from
http://www.unc.edu/~gfish/fcmc.html is also wrong.

SVN now has a bound such that CDF(bound) is within 1e-16 (or so) of 1.0.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless enigma
 that is made terrible by our own mad attempt to interpret it as though it had
 an underlying truth."
  -- Umberto Eco



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