For a multinomial (n, { i }) distribution, show the correlation between p i and p j
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For a multinomial (n, {πi}) distribution, show the correlation between pi and pj is –[πi πj/(1 – πi)(1 – πj)]1/2. What does this equal when πi = 1 – πj and πk = 0 for k ≠ i, j?
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