MA2102

Probability and Statistics

Lecture-22

Multinomial Distribution:

One of the most important multivariate distribution is the Multinomial distribution, which arises when a sequence of $n$ independent and identical experiments performed which results in any one of $k$($\ge2$) possible outcomes

Let us denote the $k$ possible outcomes of the experiment as $r_1,r_2,...r_k$, and $p_i$ is probability of obtaining outcome $r_i$ when experiment is performed for $i=1,2,...,k$, so $\sum_{i=1}^kp_i=1$

Here we are performing sequence of $n$ independent and identical experiments of above kind.