= 1 | X_0 = 1) = 0.7\)</span> and <span class="math inline">\(P_{12} = P(X_1 = 2 | X_0 = 0) = 0.3\)</span>.</p>
<p>In general, we can generate any discrete random variable according to a set of probabilities <span class="math inline">\(p = \{p_1, \ldots, p_K\}\)</span> with <a href="inverse_transform_sampling.html">Inverse Transform Sampling</a>. Also note that this is equivalent to taking a single draw from a multinomial distribution with probability vector <span class="math inline">\(p\)</span> – we use