Skip to main content
4 events
when toggle format what by license comment
Oct 27, 2012 at 22:25 vote accept rudivonstaden
Oct 26, 2012 at 18:59 comment added whuber (+1) This is identical to the convolution solution I posted, except the convolutions are performed directly rather than with a built-in convolution function. There's little reason to prefer one method over the other for 15 probabilities, but with, say, 150000 of them, you might want to look at using an FFT. I had the same suspicions as you about numerical error creeping in, which is why I did the Mathematica comparison: it used exact arithmetic and its answers--fractions with large numerators and denominators--were converted to machine precision only at the end. The agreement was great.
Oct 26, 2012 at 18:22 comment added rudivonstaden Thank you, @StasK, this also looks like a good solution. +1 for the algorithm.
Oct 26, 2012 at 18:13 history answered StasK CC BY-SA 3.0