Question: See image below for question. 10.4. (The multinomial distribution) We generalize the binomial distribution: Suppose we have n independent and identical trials where each trial

See image below for question.

See image below for question. 10.4. (The multinomial distribution) We generalize the

10.4. (The multinomial distribution) We generalize the binomial distribution: Suppose we have n independent and identical trials where each trial can result in any one of 5" possible outcomes, the probability a trial results in outcome i (i = 1,2,... ,r) is p,- which is the same from trial to trial (think of rolling an r-sided die 'n, times). If we let X, count the number of trials that result in outcome i, then the vector (X1,X2, . . . ,X,) has the socalled multinomial distribution: n! P(X1=$1,X2=1E2,...,XT=$r)= I I 371.1132n\" $1 $2 ... 1'\" $7.123]. p2 pr ? where cc,- 2 0 are integers, 2;, x,- = n and 217:1 p, = 1. Three important facts about the multinomial are that (l) the above is a pmf - this is a multinomial theorem, (2) the random variables X,- are dependent, and (3) for each 2', X, has a binomial(n,p,) distribution. (a) A hard way of showing fact (3) is to compute the marginal of X, by summing out all possible values of 9:,- for j 7 2'. Find a much easier explanation for why X, is binomial(n, 39,). (b) For i 5% j, X, and X,- are dependent. Compute Cov(X,-,X,-)

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