Let N be the set of natural numbers, N0=N∪{0}, let l∈N, and let Rl be Euclidean space, whose points are written k=(k1,…,kl). Let Sˉ=(Sˉ1,…,Sˉl) be a point of the probability simplex Δl, whose coordinates we write with subscripts, and let n∈N. Put
Kn={k∈N0l: γ=1∑lkγ=n}⊆Rl.
The multinomial probability mass function with n trials and cell probabilities Sˉ is the function pn,Sˉ:Rl→R,
pn,Sˉ(k)=k1!⋯kl!n!γ=1∏lSˉγkγ(k∈Kn),pn,Sˉ(k)=0(k∈Rl∖Kn),
with the factorial (convention 0!=1), the convention x0=1, and the finite product notation.