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The following distribution came up in my research and I'm wondering if the general class has a name and if there are computationally efficient sampling methods for it.

Let $\mathcal{X} = \{0,1\}^{n}$ be the sample space; these are simply $n$ dimensional vectors with each component either $0$ or $1$. Let $a_1,...,a_n$ be non-negative coefficients with atleast one $a_i$ positive. Then define the measure $$P(x_1,...,x_n) = \frac{1}{Z}\sum\limits_{i=1}^{n}a_ix_i$$ where $Z$ is a normalization constant (a simple recursion shows $Z = 2^{n-1}\sum\limits_{i=1}^{n}a_i)$.

Does this distribution look familiar to anyone? Please include a reference to a textbook or scholarly article in your response.

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It's multinomial distribution. Same as repeating a coin toss n times and count the number of times head appears. In this case you also have coefficient to each i th toss ( i= 1..n) means that you have treat ith toss differently from the i+1 th toss.

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  • $\begingroup$ Thanks for your response. Care to elaborate on this? The probability mass function for the multinomial distribution on en.m.wikipedia.org/wiki/Multinomial_distribution looks very different, there is no sum involved. $\endgroup$
    – ttb
    Commented Aug 7, 2017 at 16:57
  • $\begingroup$ P is clearly not probability but a statistics defined. Or you need to give me an example what kind of process or events does this distribution describe. $\endgroup$
    – Lily Long
    Commented Aug 7, 2017 at 17:04
  • $\begingroup$ This answer looks incorrect. For instance, let $n=2$ and set $a_1=2,a_2=1.$ Then $P(0,0)=0,$ $P(0,1)=1/6,$ $P(1,0)=1/3,$ and $P(1,1)=1/2$ is not a multinomial distribution and is not counting heads. $\endgroup$
    – whuber
    Commented Feb 23, 2020 at 23:59

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