If X1, X2, , Xk have the multinomial distribution of Definition 5 8, show that the covariance of Xi and Xj is n Icirc cedil i Icirc cedil j for i 1, 2, , k, j 1, 2, , k, and i j Definition 5 8 The random variables X1, X2, , Xn have a multinomial distribution and they are referred to as multinomial ...

If X1, X2, . . . , Xk have the multinomial distribution of Definition 5.8, show that

Question:

If X1, X2, . . . , Xk have the multinomial of Definition 5.8, show that the covariance of Xi and Xj is €“nÎ¸iÎ¸j for i = 1, 2, . . . , k, j = 1, 2, . . . , k, and i ‰ j.
Definition 5.8
The random variables X1, X2, . . ., Xn have a multinomial and they are referred to as multinomial random variables if and only if their joint probability is given by

For xi = 0, 1, . . . n for each i, where

Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...