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 βˆ‘π‘›π‘—=1𝑝𝑖 =1. We say ⃗𝐗 ∼Cat𝑛(⃗𝐩) iff β„™[⃗𝐗 =Λ†πžπ‘–] =⃗𝐩 β‹…Λ†πžπ‘–, where Λ†πžπ‘– has 1 in the 𝑖th position and zeroes elsewhere. prob


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