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ZixuanZhang
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Multinomial Distribution

The distribution counts occurrences of each outcome in independent trials with outcome probabilities summing to :

on .

Definition 2.22 (Multinomial Distribution)

A multinomial distribution models the number of occurrences of each outcome in independent trials, each with possible outcomes with probabilities .

The multinomial distribution with parameters and where is defined by

For example, suppose that there are boxes and we throw balls into these boxes independently, where each ball lands in box with probability . Then

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