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Trinomial Distribution

The document discusses the multinomial distribution, which is a generalization of the binomial distribution to experiments with more than two possible mutually exclusive outcomes. It provides the probability mass function of the multinomial, which gives the probability of obtaining certain counts of each outcome in n independent trials. Moments like the mean and variance of each outcome are also given. An example of the trinomial distribution is provided to illustrate the marginal and conditional distributions of two outcomes.

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Reevu Thapa
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0% found this document useful (0 votes)
245 views4 pages

Trinomial Distribution

The document discusses the multinomial distribution, which is a generalization of the binomial distribution to experiments with more than two possible mutually exclusive outcomes. It provides the probability mass function of the multinomial, which gives the probability of obtaining certain counts of each outcome in n independent trials. Moments like the mean and variance of each outcome are also given. An example of the trinomial distribution is provided to illustrate the marginal and conditional distributions of two outcomes.

Uploaded by

Reevu Thapa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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8-9.

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:

Mx (t) = Mx,, x,, ..., x, Uv 12, ... , t1) = E[exp { J, t,X,}]


Pr' Pi-' 2
1
... Pfrk exp ( Ik
I=]
t; x) ]

= (p1 et• + P2 et2 + ... + Pk etk)" . [On using 8·30 (11)]


... (8·31)
where X = (Xi, X 2, ... , Xk).
J

Now Mx, U1) = Mx (t1, 0, 0, ... , 0) = (p 1et1 + Pi + PJ + ... + Pk)"


= ((1 - P1) + P1 c11 ] 11
⇒ X1 ~ B (n, P1) [By uniqueness theorem of m.g.f]
Similarly, we shall get X; ~ B (11, p;); i = 1, 2, :.. , k.
⇒ E (X;) = n P; and Var (X-) - ,·ztJ (l ) .
· 1 - r ; - IJ · • 1 = 1 2 k
r>2 M ] r, , , , ... ,
=[ ~-----.- , i-:/:. j ; where t = t
<Jf 1 rh; ,.,o ( 1, t2, ... , tk)

= [np; ct, (n - 1) (n l), + ]


+ Pk e1k )" - 2 P· et, _
r 1 ...
=n(n-1) .. , t-o
P, P1 (·. p + p
2 + ... +Pk= 1)
Cov (X;, Xi) - E ( . 1
- X; Xi) - E (X;) E (X1-) = n (11 - 1) p · p. _ n 2 p. p. = _ np. 1.
Cov (X - , J , I , 1'
p (X;, Xi) = II Xi) :: -111,. 1
t I i I
{
J'. JJ 1. }
I /2
crx cr . - '
, x, ✓ np, (1 - P;) II P; (1 - P) - - (1 - p;) (1 - I'}
·
8-62 FUNDAMENTALS OF
MATHEMATICAL STATISTICS

Examp/e 8·66. The trinomial distrib . , X and y is given by


ution of two r. v. 5
.
f X,Y(X, y) = X f y f (n !-x-y ) rnX q.Y (1 - p - q)" <
11 -x-y
for x, y = 0, 1, 2, ... , n and x + y 5n, where Osp, 0 sq and P + q - 1·
(i) Find the marginal distributions of X and Y.
(ii) .F_ind the conditional distribittions of X and Y and obtain
--:-:-: (a) E(Y I X = x), and (b) E(X I Y == y)
(iii) Find the correlation coefficient between X and Y.
Solution. (i) The joint m.g f of X and Y is given by :
n n-x
Mx,Y (ti, t2) = E (/1X + t 2 Y) = L ·L (pe'i)x (qet2 )Y (1 - p - ·q)" - x-y
x=O y=O

= [pet1 + qet2 t (1- p - q)]"

Mx (t1) = M (t 1, 0) = {(1 -p) + pe11 }" ⇒ X,..., B (n, p)


My(t 2) =M( 0,t2)={(1 -q)+ qet 1 }" ⇒ Y-B (n,q )
Obse rve that M (ti, t 2) :;:. M (ti, 0) x M (0, t ) ⇒ X and Y are not indep ende nt.
2
(ii) The condi tiona l distri butio n of X given Y = y 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[X I (Y=y )]=(n -y).p /(1-q )


Simil arly, we shall get
f (YI X = x) = fXY (x, y) = f (x, y)
fx(x) "CxJr°(l,....p)"-x [ X
· ·.· ~ B (n, p)]
= ('l ; X) (~ y(l _ --L) n - x -y .
P l-p , y == 0, l, ... , n.
⇒ YI (X= x)~B {n-x ,q/(l -p)}

:. 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]

e->..1A.{1 e-Ai-1 "A,'k-1 A.


k-1 C•A .kn-r1-----r•-1
---
= r1! 'k-1
--=- ----- :.:._ __;; ...!_ _
... .....;.....
(n- __ri-__..._-,k
___,:-1)
;~:;_!
e->.. A"
n!
= { r, ! '2 ! ... r, _, ! r,,- . . -,,_,) x{ (~·r . . (\· t· (~r-r, -.. -, _,}
!}

= ,1 ! ,;t. ,, ! p{• p{2 ••• p{•, wher".. _


k
I. r; = n and
k
_I. p; =
k
_I.
k
C"') =.!. _I. A;= 1
1=1 .
Thu s the con diti ona l dis trib utio n P (X
•=1 •=1 A A t=l
wit h pro bab iliti es p; = (A.;/'A.) ; i =1, 2, ... ,ki 1 n x2·n ... n Xk I X = n) is mu ltin om ial
n k clas ses.
Remark. If X; 's are iden tica lly dist ribu ted ind
epe nde nt Poi sson var iate s wit h par ame ter
k m
(say,) then 'A.;= m; i = 1, 2, ... , k and )..= ~ "A,.= km • P· - ~ -1.
:'--' I
I• l
• •• • -A -k
Hen ce in this cas~ the co~ diti ona l dist
X1 + X2 + ... + Xk = n,
ribu tion of X , x , ... , xk, giv en that thei
18 r sum
clas s bein g equ al to 1 / k. a mul tino mia l dist ribu tion wit h ind ex n and the pro bab ility in eac h
1 2

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