MPROB: Computation of multinomial probabilities |
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Authors: | Miguel A. García-Pérez |
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Affiliation: | 1. Departamento de Metodología, Facultad de Psicología, Universidad Complutense, Campus de Somosaguas, 28223, Madrid, Spain
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Abstract: | An algorithm for computing exact multinomial probabilities is presented that uses the fewest number of operations that are possible without symbolic simplification of the multinomial coefficient and performs them in a sequence that minimizes the potential for overflow or underflow errors. Multinomial probabilities computed with this algorithm are accurate to machine precision, unlike those based on logarithmic transformations and/or the evaluation of factorials, using Stirling’s approximation. |
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