(Multinomial sampling). The ball-in-urn method of generating multinomial variables proceeds in two stages. In an initialization phase, the cumulative probability Of course, much better algorithms are...

(Multinomial sampling). The ball-in-urn method of generating multinomial variables proceeds in two stages. In an initialization phase, the cumulative probability

Of course, much better algorithms are available; see Davis (1993). An efficient algorithm is implemented in R with a call to the built-in function rmultinom (), wrapped to repeat the indices.