کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
415496 | 681214 | 2007 | 6 صفحه PDF | دانلود رایگان |
The multinomial distribution is a key-distribution for several applications. For this reason, many methods have been proposed so far in the literature in order to deal with the problem of simulation from it. A slight modification is suggested which can be used in conjunction with any of the standard schemes. The proposed variation is a two-stage procedure based on the property of the multinomial distribution that for any partition of the set of outcomes the vector of total frequencies of each part follows also a multinomial distribution with parameters adjusted accordingly. It is empirically exhibited that this variation is faster than the original procedures in case the numbers of independent trials and possible outcomes are both large. The time reduction is illustrated via a simulation study for several programming languages such as R, Matlab, and others.
Journal: Computational Statistics & Data Analysis - Volume 51, Issue 12, 15 August 2007, Pages 5471–5476