Multivariate random variable

Categorical distribution

The 𝑛-dimensional categorical distribution is a generalization of the Bernoulli trial to multiple outcomes. Let 𝐩 (+)𝑛 such that 𝑛𝑗=1𝑝𝑖 =1. We say 𝐗 Cat𝑛(𝐩) iff [𝐗 =ˆ𝐞𝑖] =𝐩 ˆ𝐞𝑖, where ˆ𝐞𝑖 has 1 in the 𝑖th position and zeroes elsewhere. #m/def/prob


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