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单词 multinomial distribution
释义
multinomial distribution

Mathematics
  • The distribution of the multinomial random variable which is the generalized form of the binomial distribution to allow more than two outcomes in each of the individual trials. So if {Yi}, i = 1, 2,…, n, is a series of independent, identically distributed random variables with Pr{Yi = xj}=pj for j = 1, 2,…, k with ∑pj = 1 then the probabilities of the possible outcomes are given by the coefficients in the expansion of (p1x1 + p2x2 + … + pkxk)n.


Statistics
  • The extension of the binomial distribution to the case of m (>2) possible outcomes. Suppose that the probabilities of outcomes 1, 2,…, m are p1, p2,…, pm with . Let Xj denote the number, in a sample of size n, of occurrences of outcome j, for j=1, 2,…, m. The random variables X1, X2,…, Xm have a multivariate distribution given bymultinomial distributionwhere 0≤n1, n2,…, nmn and with . The random variable Xj has expected value npj and variance npj(1−pj) and the covariance of Xj and Xk (jk) is−npjpk. The term ‘multinomial distribution’ was introduced by Sir Ronald Fisher in 1925.


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