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MPROB: computation of multinomial probabilities
1Departamento de Metodología, Facultad de Psicología, Universidad Complutense, Madrid, Spain. miguel@psi.ucm.es
Behavior Research Methods, Instruments, & Computers : a Journal of the Psychonomic Society, Inc
|January 14, 2000
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.