Multinomial

Multinomial( N,theta : postiive ; I : Index )

Returns the Multinomial Distribution.

The multinomial distribution is a generalization of the Binomial distribution to N possible outcomes. For example, if you were to roll a fair die N times, an outcome would be the number of times each of the six numbers appears. Theta would be the probability of each outcome, where Sum(theta,I)=1, and index I is the list of possible outcome. If theta doesn't sum to 1, it is normalized.

Each sample is a vector indexed by I indicating the number of times the corresponding outcome (die number) occurred during that sample point. Each sample will have the property that Sum( result, I ) = N.

Library

Multivariate Distributions.ana

See Also

• Binomial