Timeline for Frequency of N Independent Events
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Nov 4, 2016 at 17:34 | comment | added | whuber♦ | If the "weights" are all integral and lie within relatively small bounds, you do not have to do this by brute force: use a convolution instead. stats.stackexchange.com/questions/41247 and stats.stackexchange.com/questions/5347 are readily generalized. As a small example, expanding the product $$(.4+.6 x^7)(.5+.5 x^4)(.6+.4x^5)\\=0.12+0.12 x^4+0.08 x^5+0.18 x^7+0.08 x^9+0.18 x^{11}+ 0.12x^{12}+0.12x^{16}$$ is a convolution, performed in time proportional to $17 \log(17)$, from which one can read off the exact answers corresponding to the approximate values given in the question. | |
| Nov 4, 2016 at 16:05 | vote | accept | Mark Johnson | ||
| Nov 4, 2016 at 15:48 | comment | added | Mark Johnson | Thanks! You've augmented my conceptual understanding. If you have access to something like mathematica, could you generate, if its easy, a possible outcome for $N=10$ by seeding random events and weights? Having a value I could check my implementation against would be super helpful. | |
| Nov 4, 2016 at 15:36 | history | answered | StijnDeVuyst | CC BY-SA 3.0 |