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Chapter 3 Random Variate

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Simulation Programming with Python - Northwestern …

users.iems.northwestern.edu

This chapter will assume that you have the Numpy, Scipy, Matplotlib, and Statsmodels libraries installed. 4.1.1 Random numbers There are two groups of random-variate generations functions generally used, random from the Python Standard Library and the random variate generators in the scipy.stats model. A third source of random variate ...

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Chapter 4 Multivariate distributions

www.bauer.uh.edu

RS – 4 – Multivariate Distributions 3 Example: The Multinomial distribution Suppose that we observe an experiment that has k possible outcomes {O1, O2, …, Ok} independently n times.Let p1, p2, …, pk denote probabilities of O1, O2, …, Ok respectively. Let Xi denote the number of times that outcome Oi occurs in the n repetitions of the experiment.

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