How to sample Multinomial Distribution

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Suppose I have the X data with dimension(VxN), and probability rho(vkj) with k is latent variable How could I sample Matrix (Av1j,...,AvKj)follows Multinomial (Xvj,rho(vkj))

Accepted Answer

Kaushik Lakshminarasimhan
Kaushik Lakshminarasimhan on 17 Dec 2017
It is difficult to read your question. Please use underscore to separate your variable names from subscripts. Here's a solution with nested loops. Perhaps you can find a way to vectorise it if the size of X is prohibitively large.
V = 50; N = 10; K = 5;
X = 100*ones(V,N); % assuming 100 trials (sample size)
rho = rand(V,N,K);
rho = rho./repmat(sum(rho,3),1,1,K);
for v = 1:V
for j = 1:N
A(v,:,j) = mnrnd(X(v,j),squeeze(rho(v,j,:))); % your A_vkj
end
end
  2 Comments
Mike Nguyen
Mike Nguyen on 17 Dec 2017
Thanks for your reply Could you tell me why we use squeeze(rho(v,j,:)) here?
Kaushik Lakshminarasimhan
Kaushik Lakshminarasimhan on 17 Dec 2017
Because mnrnd expects the second argument to be a 1xK or Kx1 vector whereas rho(v,j,:) is 1x1xK. squeeze converts the 1x1xK vector to Kx1 by removing the singleton dimension.

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