Index: The Book of Statistical ProofsProbability DistributionsMultivariate discrete distributionsMultinomial distribution ▷ Definition

Definition: Let $X$ be a random vector. Then, $X$ is said to follow a multinomial distribution with number of trials $n$ and category probabilities $p_1, \ldots, p_k$

\[\label{eq:mult} X \sim \mathrm{Mult}(n, \left[p_1, \ldots, p_k \right]) \; ,\]

if $X$ are the numbers of observations belonging to $k$ distinct categories in $n$ independent trials, where each trial has $k$ possible outcomes and the category probabilities are identical across trials.

 
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Metadata: ID: D47 | shortcut: mult | author: JoramSoch | date: 2020-03-22, 17:52.