Trinomial Distribution
Trinomial Distribution
MULTINOMIAL DISTRIBUTION
· d" · · 1· t· 1 of Bino1nial distribtttion
Tl11s 1str1bution .can be regarded as a genera 1sa 101 ·
When there are n1ore than two mutually exclusive outcomes of a tria l, the obser-
vations lead to multin om ial distribution. S~1ppose E1, E2, ... , Ek are k mutually exclu-
sive and exhaustive outcomes of a trial \Vith respective probabilities P1, P2, ... , Pk·
. T~e probability that E1 occurs x1 times, £ 2, occurs x 2 times ... and Ek, occurs xk
tunes 111 ~1 independent observations, is given by p (xv x2, ... , xk) = cp1x, pi-'"2 ... Pkxk,
where I x;= n and c is the number of permutation of the eve11ts EV E2, · · ·, Ek·
1 I
l ,
8-61
SPECIAL DISCRETE PROBABILITY DISTRIBUTIONS I
I'
· c, we have to fmd
T o d etermme · the number o f permu ta t·10ns of n. obJ·ects
·
of which
X1 are of one kind, x 2 of another kind, ... , xk of the kth kind, which is given by :
11 ! I
I
C = Xi ! x'.! ! ... xk !
I
Hence = n! . Pix' p/2 ... Pf-i:', 0 $ X; $ 11
X1 ! X2 ! ... XA !
k k
11!
= k
n p/; , L, X; = 11 ... (8·30)
I
i= 1 i=l
'
n X;!
;=1
which is the required probability function of the multinomial distribution. It is so
called .since (8·30) is the general tem1 in the multinomial expansion :
k
(P1 + P2 + .. · + Pk)'1, L JJ; = l
j =1
Since, total probability is 1, we have
~
.\
P (x) =
X
.11 ,! . ,
L [X1,, ,"\2····.'.1:k. Pf'' Pl 2 •·· Pk'°• ] = (P1 + P2 +···+Pk)"= 1 ··· [S-30al
8-9-1. Moments of Multinomial Distribution.· The n:oment generating function
is given by:
f ( y ~ y ) = Jxvfy (x,
X I y) _ fx v (x, y)
(y) "Cy q.v (1-q)n - .v [·.· Y - B (n, q)]
= (_E_)x( 1-p- q)n- y-x
(n --y) !
x ! (n -y- x) ! • 1 - q
1- q
-(n-y) (_E_
- 1- q
X
)x( l - 1-
L..)n
q
-x-y ; = 0, 1, ..., n
X
⇒ X I (Y = y) ~ B.{(n - y, pI (l - q)}
:. E [ Y I (X = x)] = (n _ x). q I (l _ p}
(iii) Correlation coefficient PxY:
Since X ~ B (n, p), E (X) == np,
Var (X) _
y ~ B (n, q), E (Y) == nq, - np (1 -p)
Var (Y):::: n (1
E (XY) - [
a2 M (t t )]
1, 2 q · - q)
- a1 1 at2 , 1 .. , 2 .. 0 =n(n -l)pq
SPECIAL DISCRETE PROBABILITY DIS
TRIBUTIONS 8-63
Cov (X, Y) = E (XY ) - E (X) E (Y) = n (n - 1) pq 2
- n pq = - npq
Cov (X, Y) 112
-npq _ -[ pq ]
PXY = crxO 'y = ✓ np(1-p)nq(1-q) - (1- p)( l-q
Not e . He re p + q1. :t:-
Example 8-67. If X , X , ... , Xk are k independent Poisson
1 2 variates with parameters A-1,
Ai, ... , )..k respectively, prove that the conditional distribution
:
p (X 1 n X 2 n ... n Xk I X), where X = X +
1 X 2 + ... + Xk is fixed, is multinomial.
Solution. P [X1 n X 2 n ... n Xk I X = n]
= P [X1 = r 1 n X 2 = r 2 :"I ... n Xk ~ rk I X = n]
p (X1 = '1 fl X2 ='2 fl ... fl xk = rk n X = n]
= P (X = n) -·
p (X1 = '1 fl ... fl xk-1 = 'k-1 fl-X k = n - '1....,. '2 ... - 'k-1 ]
=
P (X = n)
P (X1 = r1) P (X2 = r2) •·· P (Xk -1 = 'k-1 ) P
= (Xk =n - '1 - ··· - 'k-1 )
P (X = n)
(·.· X1, X2, •.• , Xk are ind epe nde nt.)
Fur the r, sinc e X;, (i = 1, 2, ... , k) are ind epe
nde nt Poi sso n var iate s wit h par am ete rs
A; res pec tive ly, X = X1 + X2 + ... + Xk is also
a Poi sso n var iate \Vi th par am ete r ).. +A
... + )..k = A. (say). 1 i+
·
He nce P [X1 n X2 n ... n Xk I X = n]