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Chapter 4 Multivariate distributions

Chapter 4 Multivariate distributions

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RS – 4 – Multivariate Distributions 3 Example: The Multinomial distribution Suppose that we observe an experiment that has k possible outcomes {O1, O2, …, Ok} independently n times.Let p1, p2, …, pk denote probabilities of O1, O2, …, Ok respectively. Let Xi denote the number of times that outcome Oi occurs in the n repetitions of the experiment.

  Chapter, Distribution, Multivariate, Multivariate distributions, Multivariate distributions 3

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