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 bywhere 0≤n1, n2,…, nm≤n and with . The random variable Xj has expected value npj and variance npj(1−pj) and the covariance of Xj and Xk (j≠k) is−npjpk. The term ‘multinomial distribution’ was introduced by Sir Ronald Fisher in 1925.