For a certain assignment, I have to create a multivariate discrete probability mass function over N
random variables. I want to do this by creating an array A
filled with random numbers where each element denotes the joint probability over the random variables. In case of 2 random variables, having i
and j
possible values respectively, this can be done by creating an (i*j)
Numpy array filled with random numbers where the total sum = 1.
It becomes more difficult however, when an additional random variable with k
possible values is introduced. In this case, I need to have an i*j*k
Numpy array, again filled with random numbers where the total sum equals 1.
Say I am given the structure (number of possible values for each random variable) as a list [n1,n2,...,nN]
, how can I from here create such an N
dimensional Numpy array?
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