multrnd

Multinomial random sequence.

This m-file generates a random sequence of m simulations of k integers from a multinomial distribution with n trials and k outcomes, where the probability for each simulation is,

n!
------------------------- ×p1^n1×p2^n2×..×pk^nk .
n1!×n2!×..×nk!

Then, a single sample {n1, n2, . . . , nk} have a multinomial joint distribution with parameters n and p1, p2, . . . , pk. The parameter n is called the number of trials; the parameters p1, p2, . . . , pk are called the category probabilities; k is called the number of categories.

File needs to input n-number of trials, p-vector of associated probabilities and m-number of simulations (default = 1).

It outputs X-multinomial random deviates (default) and Y-multinomial probabilities of the generated random deviates (optional).