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Multinomial distribution

In probability theory, the multinomial distribution is a generalization of the binomial distribution. For example, it models the probability of counts for each side of a k-sided die rolled n times. For n independent trials each of which leads to a success for exactly one of k categories, with each category having a given fixed success probability, the…

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CF
( ∑ j = 1 k p j e i t j ) n {\displaystyle \left(\sum _{j=1}^{k}p_{j}e^{it_{j}}\right)^{n}} where i 2 = − 1 {\displaystyle i^{2}=-1}
Entropy
− log ⁡ ( n ! ) − n ∑ i = 1 k p i log ⁡ ( p i ) + ∑ i = 1 k ∑ x i = 0 n ( n x i ) p i x i ( 1 − p i ) n − x i log ⁡ ( x i ! ) {\displaystyle {\begin{aligned}&-\log(n!)-n\sum _{i…
Mean
E ⁡ ( X i ) = n p i {\displaystyle \operatorname {E} (X_{i})=np_{i}}
MGF
( ∑ i = 1 k p i e t i ) n {\displaystyle \left(\sum _{i=1}^{k}p_{i}e^{t_{i}}\right)^{n}}
Parameters
n ∈ { 0 , 1 , 2 , … } {\displaystyle n\in \{0,1,2,\ldots \}} number of trials k > 0 {\displaystyle k>0} number of mutually exclusive events (integer) p 1 , … , p k {\displaystyl…
PGF
( ∑ i = 1 k p i z i ) n {\displaystyle \left(\sum _{i=1}^{k}p_{i}z_{i}\right)^{n}} for ( z 1 , … , z k ) ∈ C k {\displaystyle (z_{1},\ldots ,z_{k})\in \mathbb {C} ^{k}}

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Multinomial distribution

Nodes63
Edges62
Triples54
Avg. degree1.97
Density0.031746
Components1

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Multinomial distribution

Top relations

related to Related distributions · 11
Multinomial distribution → Bayesian, Bernoulli, Beta-binomial, Categorical, Dirichlet-multinomial, In, Negative, The Dirichlet, This, Weinberg, When
related to Equivalence tests for multinomial distributions · 9
Multinomial distribution → An, Euclidean, Frey, If, Instead, Let, Ostrovski, The, Wellek
related to Confidence intervals for the difference in matched-pairs binary data (using multinomial with k=4) · 6
Multinomial distribution → And, For, Such, The, These, We
related to Probability mass function · 6
Multinomial distribution → Balls, Denote, Pr, Suppose, The, Xi
is a · 4
Multinomial distribution → Bernoulli distribution, binomial distribution.Categorical distribution, generalization of the binomial distribution, set
related to Confidence intervals for the difference of two proportions · 3
Multinomial distribution → Formulas, In, Some
CF · 1
Multinomial distribution → ( ∑ j = 1 k p j e i t j ) n {\displaystyle \left(\sum _{j=1}^{k}p_{j}e^{it_{j}}\right)^{n}} where i 2 = − 1 {\displaystyle i^{2}=-1}
Entropy · 1
Multinomial distribution → − log ⁡ ( n ! ) − n ∑ i = 1 k p i log ⁡ ( p i ) + ∑ i = 1 k ∑ x i = 0 n ( n x i ) p i x i ( 1 − p i ) n − x i log ⁡ ( x i ! ) {\displaystyle {\begin{aligned}&-\log(n!)-n\sum _{i…
Mean · 1
Multinomial distribution → E ⁡ ( X i ) = n p i {\displaystyle \operatorname {E} (X_{i})=np_{i}}
MGF · 1
Multinomial distribution → ( ∑ i = 1 k p i e t i ) n {\displaystyle \left(\sum _{i=1}^{k}p_{i}e^{t_{i}}\right)^{n}}

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Important terminology

distribution displaystyle multinomial frac sum hat probability number left right operatorname one trials independent -p confidence binomial sample dots difference

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Multinomial distributionCF( ∑ j = 1 k p j e i t j ) n {\displaystyle \left(\sum _{j=1}^{k}p_{j}e^{it_{j}}\right)^{n}} where i 2 = − 1 {\displaystyle i^{2}=-1}1.00infobox
Multinomial distributionEntropy− log ⁡ ( n ! ) − n ∑ i = 1 k p i log ⁡ ( p i ) + ∑ i = 1 k ∑ x i = 0 n ( n x i ) p i x i ( 1 − p i ) n − x i log ⁡ ( x i ! ) {\displaystyle {\begin{aligned}&-\log(n!)-n\sum _{i…1.00infobox
Multinomial distributionMeanE ⁡ ( X i ) = n p i {\displaystyle \operatorname {E} (X_{i})=np_{i}}1.00infobox
Multinomial distributionMGF( ∑ i = 1 k p i e t i ) n {\displaystyle \left(\sum _{i=1}^{k}p_{i}e^{t_{i}}\right)^{n}}1.00infobox
Multinomial distributionParametersn ∈ { 0 , 1 , 2 , … } {\displaystyle n\in \{0,1,2,\ldots \}} number of trials k > 0 {\displaystyle k>0} number of mutually exclusive events (integer) p 1 , … , p k {\displaystyl…1.00infobox
Multinomial distributionPGF( ∑ i = 1 k p i z i ) n {\displaystyle \left(\sum _{i=1}^{k}p_{i}z_{i}\right)^{n}} for ( z 1 , … , z k ) ∈ C k {\displaystyle (z_{1},\ldots ,z_{k})\in \mathbb {C} ^{k}}1.00infobox
Multinomial distributionPMFn ! x 1 ! ⋯ x k ! p 1 x 1 ⋯ p k x k {\displaystyle {\frac {n!}{x_{1}!\cdots x_{k}!}}p_{1}^{x_{1}}\cdots p_{k}^{x_{k}}}1.00infobox
Multinomial distributionSupport{ ( x 1 , … , x k ) | ∑ i = 1 k x i = n , x i ≥ 0 ( i = 1 , … , k ) } {\displaystyle \left\lbrace (x_{1},\dots ,x_{k})\,{\Big \vert }\,\sum _{i=1}^{k}x_{i}=n,x_{i}\geq 0\ (i=1,\…1.00infobox
Multinomial distributionVarianceVar ⁡ ( X i ) = n p i ( 1 − p i ) {\displaystyle \operatorname {Var} (X_{i})=np_{i}(1-p_{i})} Cov ⁡ ( X i , X j ) = − n p i p j ( i ≠ j ) {\displaystyle \operatorname {Cov} (X_{…1.00infobox
Multinomial distributionis ageneralization of the binomial distribution0.90text
Multinomial distributionis aBernoulli distribution0.90text
Multinomial distributionis aset0.90text
Multinomial distributionis abinomial distribution.Categorical distribution0.90text

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