buzzard at urubu.freeserve.co.uk
Wed Mar 14 15:40:41 CET 2007
Hendrik van Rooyen wrote:
> "Duncan Smith" <bu...ard at urubu.freeserve.co.uk> wrote:
>>Yes, if the generating processes yield numbers from different
>>probability mass functions. You could simply look at the likelihood
>>ratio. Otherwise, the likelihood ratio will be 1.
> I was thinking about the same random number generator being used in the two
> disparate ways.
> - Hendrik
The code I posted for multinomial variates repeatedly generates
independent Poissons until the total is less than, or equal to, the
desired total. Then the total is made up by repeatedly sampling from a
discrete distribution (multinomial with n==1). If you replace the
second stage by just increasing a single count by the necessary amount,
then the two mass functions are clearly different. I'm not sure that
I'd count this as two approaches using "the same random number generator".
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