Suppose that n independent trials-each of which results in either out- come 1, 2, .., r with

Question:

Suppose that n independent trials-each of which results in either out- come 1, 2, .., r with respective probabilities P1, P2, p,--are per- formed, p. 1 Let N, denote the number of trials resulting in outcome i

(a) Compute the joint distribution of N, ..., N, This is called the multinomial distribution

(b) Compute Cov(N,, N,).

(c) Compute the mean and variance of the number of outcomes that do not occur.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

Question Posted: