number generator

Duncan Smith buzzard at
Wed Mar 14 15:40:41 CET 2007

Hendrik van Rooyen wrote:
> "Duncan Smith" <bu...ard at> 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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