[Boost-users] Generating Multinomial Random Numbers

Subject: [Boost-users] Generating Multinomial Random Numbers
From: Stephan Kitchovitch (sk490_at_[hidden])
Date: 2011-02-10 12:25:59

Hello,

 

I was looking through the Math/Statistical Distributions and Random boost
libraries to see if they provide an efficient way to generate random numbers
from the multinomial distribution. I have read that one way of achieving
this is to generate from binomial distributions sequentially, although I am
uncertain as to how efficient this approach would be. Are there any
alternative efficient approaches I could use? Does boost provide any other
libraries that may help with this? 

 

If anyone could recommend another reliable random number generator that does
generate from a multinomial dist it would be great! 

 

Thanks in advance.

 

Regards,

Stephan