Questions tagged [multinomial-distribution]

Questions in probability which includes more than one random variable

The multinomial distribution is a generalization of the binomial distribution. For example, it models the probability of counts of each side for rolling a k-sided die n times. For n independent trials, each of which leads to a success for exactly one of k categories, with each category having a given fixed success probability, the multinomial distribution gives the probability of any particular combination of numbers of successes for the various categories.

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Sum of the variance of individual element of multinomial distribution

Suppose I have a multinomial distribution with 10 outcomes and each has prob of 0.1 (i.e. weight of 10%). After each random draw, I can calculate the weight of the sample w1, w2... w10, and I want to calculate the expected deviation from the mean:…
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