Show that the multinomial distribution with index m and probability vector 1, ,k has cumulant generating function
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Show that the multinomial distribution with index m and probability vector π1, …,πk has cumulant generating function m {k (θ + ξ) − k (θ)}, where k(θ) = log[Σexp(θj)] and
πi = exp (θi)/∑exp (θj).
Hence show that the first four cumulants are where, for example, δijk = 1 if i = j = k and zero otherwise, and no summation is implied where indices are repeated at the same level.
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Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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