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