scipy.stats.multinomial — SciPy v1.15.3 Manual (original) (raw)
scipy.stats.multinomial = <scipy.stats._multivariate.multinomial_gen object>[source]#
A multinomial random variable.
Parameters:
nint
Number of trials
parray_like
Probability of a trial falling into each category; should sum to 1
seed{None, int, np.random.RandomState, np.random.Generator}, optional
Used for drawing random variates. If seed is None, the RandomState singleton is used. If seed is an int, a new RandomState
instance is used, seeded with seed. If seed is already a RandomState
or Generator
instance, then that object is used. Default is None.
Notes
n should be a nonnegative integer. Each element of p should be in the interval \([0,1]\) and the elements should sum to 1. If they do not sum to 1, the last element of the p array is not used and is replaced with the remaining probability left over from the earlier elements.
The probability mass function for multinomial is
\[f(x) = \frac{n!}{x_1! \cdots x_k!} p_1^{x_1} \cdots p_k^{x_k},\]
supported on \(x=(x_1, \ldots, x_k)\) where each \(x_i\) is a nonnegative integer and their sum is \(n\).
Added in version 0.19.0.
Examples
from scipy.stats import multinomial rv = multinomial(8, [0.3, 0.2, 0.5]) rv.pmf([1, 3, 4]) 0.042000000000000072
The multinomial distribution for \(k=2\) is identical to the corresponding binomial distribution (tiny numerical differences notwithstanding):
from scipy.stats import binom multinomial.pmf([3, 4], n=7, p=[0.4, 0.6]) 0.29030399999999973 binom.pmf(3, 7, 0.4) 0.29030400000000012
The functions pmf
, logpmf
, entropy
, and cov
support broadcasting, under the convention that the vector parameters (x
andp
) are interpreted as if each row along the last axis is a single object. For instance:
multinomial.pmf([[3, 4], [3, 5]], n=[7, 8], p=[.3, .7]) array([0.2268945, 0.25412184])
Here, x.shape == (2, 2)
, n.shape == (2,)
, and p.shape == (2,)
, but following the rules mentioned above they behave as if the rows[3, 4]
and [3, 5]
in x
and [.3, .7]
in p
were a single object, and as if we had x.shape = (2,)
, n.shape = (2,)
, andp.shape = ()
. To obtain the individual elements without broadcasting, we would do this:
multinomial.pmf([3, 4], n=7, p=[.3, .7]) 0.2268945 multinomial.pmf([3, 5], 8, p=[.3, .7]) 0.25412184
This broadcasting also works for cov
, where the output objects are square matrices of size p.shape[-1]
. For example:
multinomial.cov([4, 5], [[.3, .7], [.4, .6]]) array([[[ 0.84, -0.84], [-0.84, 0.84]], [[ 1.2 , -1.2 ], [-1.2 , 1.2 ]]])
In this example, n.shape == (2,)
and p.shape == (2, 2)
, and following the rules above, these broadcast as if p.shape == (2,)
. Thus the result should also be of shape (2,)
, but since each output is a \(2 \times 2\) matrix, the result in fact has shape (2, 2, 2)
, where result[0]
is equal to multinomial.cov(n=4, p=[.3, .7])
andresult[1]
is equal to multinomial.cov(n=5, p=[.4, .6])
.
Alternatively, the object may be called (as a function) to fix the n and_p_ parameters, returning a “frozen” multinomial random variable:
rv = multinomial(n=7, p=[.3, .7])
Frozen object with the same methods but holding the given
degrees of freedom and scale fixed.
Methods
pmf(x, n, p) | Probability mass function. |
---|---|
logpmf(x, n, p) | Log of the probability mass function. |
rvs(n, p, size=1, random_state=None) | Draw random samples from a multinomial distribution. |
entropy(n, p) | Compute the entropy of the multinomial distribution. |
cov(n, p) | Compute the covariance matrix of the multinomial distribution. |