Multinomial Distribution（多项式分布）

The multinomial distribution is a generalization of the binomial distribution.

In the binomial distribution there are only two possible outcomes on any one individual trial, and we labeled those success and failure. In the multinomial distribution, the number of possible outcomes on any one given trial is allowed to be greater than 2.

Suppose

• There are n independent trials.
• Each trial results in 1 of k mutually exclusive outcomes.
• On any single trial these k outcomes comes occur with probabilities p_1, p_2 … p_k.

$$\sum _{i=1}^k{p}_i=1$$

Then

let the random variable X_i represent the number of occurrences of outcome of i.（让随机变量X_i表示i的结果的出现次数。）And i is going to take on the values 1 through k, representing those k possible outcomes on any one individual trial.（i的值为1到k，代表每次独立实验会出现的k种不同的结果。）
So we’re going to have k random variables, representing a count for each of those possible outcomes.
$$P(X_1=x_1,\cdot \cdot \cdot ,X_k=x_k)=\frac{n!}{x_1!\cdot \cdot \cdot x_k!}{p}_1^{x_1}\cdot \cdot \cdot p_k^{x_k}$$
p_i represent the probability of outcome i on any one individual trial
x_i represent the occurrences of outcome i within n individual trials
The random variable X_i can take on the possible values 0, 1, 2, …, n, and we know that n things must happen in total. So:
$$\sum _{i=1}^k{x}_i=n$$
And if we think about this a little bit, any one of these random variables, when viewed individually, it will have a binomial distribution. And if you remember our mean and variance for the binomial distribution:
$$\begin{gathered} E(X_i)=n{p}_i \\ Var(X_i)=n{p}_i(1-p_i) \end{gathered}$$

Example

This is approximately the distribution of blood types in the United States.

Type	O	A	B	AB
Probability	0.44	0.42	0.10	0.04

In a random sample of 10 Americans what is the probability 6 have blood type O, 2 have type A, 1 has type B, and 1 has type AB?
When any one individual person is sampled, they’re going to have one of these four blood types, according to these probabilities. And we’re going to be able to answer this question using the multinomial distribution.
$$P(X_1=6,X_2=2,X_3=1,X_4=1)=\frac{10!}{6!2!1!1!}0.44^{6}0.42^{2}0.10^{1}0.04^1$$