18. In Example 3g we showed that the covariance of the multinomial random variables N 1 and...
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18. In Example 3g we showed that the covariance of the multinomial random variables N1 and N2 is equal to mP1P2 by expressing N1 and N2 as the sum of indicator variables. This result could also have been obtained by using the formula Var(N1 + N2) = Var(N1) + Var(N2) + 2 Cov(N1, N2)
(a) What is the distribution of N1 + N2?
(b) Use the identity above to show that Cov(N1, N2) = mP1P2.
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