5.34 Suppose that data y1,...,yn came from a multinomial distribution with probabilities {pi}, where pi = 1 and yi = m. Show that the score

5.34 Suppose that data y1,...,yn came from a multinomial distribution with probabilities {pi}, where Σpi = 1 and Σyi = m. Show that the score vector is given by U = DΠ−1y, where Π is a suitable diagonal matrix.

Note the correspondence between the expression for the expected information matrix, J, given in Exercise 4.10, and the corresponding expected information matrix in Equation (5.9).