For a multinomial (n, i ) distribution, show the correlation between p i and p j is i j (1 i )(1 j ) 1 2 What does this equal when i 1 j and k 0 for k i, j ...

This follows using Covp i p j n i j a ...

For a multinomial (n, { i }) distribution, show the correlation between p i and p j

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For a multinomial (n, {π_i}) distribution, show the correlation between p_i and p_j is –[π_i π_j/(1 – π_i)(1 – π_j)]^1/2. What does this equal when π_i = 1 – π_j and π_k = 0 for k ≠ i, j?

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Categorical Data Analysis

ISBN: 9780471360933

2nd Edition

Authors: Alan Agresti

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Question Posted: Nov 12, 2018 08:30 AM

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For a multinomial (n, { i }) distribution, show the correlation between p i and p j

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Categorical Data Analysis

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