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