TheoremBase

Multinomial Probability Mass Function

Statement

Let N\mathbb{N} be the set of natural numbers, N0=N∪{0}\mathbb{N}_0=\mathbb{N}\cup\{0\}, let l∈Nl\in\mathbb{N}, and let Rl\mathbb{R}^l be Euclidean space, whose points are written k=(k1,…,kl)k=(k_1,\dots,k_l). Let Sˉ=(Sˉ1,…,Sˉl)\bar S=(\bar S_1,\dots,\bar S_l) be a point of the probability simplex Δl\Delta^l, whose coordinates we write with subscripts, and let n∈Nn\in\mathbb{N}. Put

Kn={k∈N0 l: ∑γ=1lkγ=n}⊆Rl.\mathsf{K}_n=\Bigl\{k\in\mathbb{N}_0^{\,l}:\ \sum_{\gamma=1}^{l}k_\gamma=n\Bigr\}\subseteq\mathbb{R}^l.

The multinomial probability mass function with nn trials and cell probabilities Sˉ\bar S is the function pn,Sˉ:Rl→Rp_{n,\bar S}:\mathbb{R}^l\to\mathbb{R},

pn,Sˉ(k)=n!k1!⋯kl!∏γ=1lSˉγ kγ(k∈Kn),pn,Sˉ(k)=0(k∈Rl∖Kn),p_{n,\bar S}(k)=\frac{n!}{k_1!\cdots k_l!}\prod_{\gamma=1}^{l}\bar S_\gamma^{\,k_\gamma}\quad(k\in\mathsf{K}_n),\qquad p_{n,\bar S}(k)=0\quad(k\in\mathbb{R}^l\setminus\mathsf{K}_n),

with the factorial (convention 0!=10!=1), the convention x0=1x^{0}=1, and the finite product notation.

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