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Letr=r1+...+rk,where all ri are positive integers. Argue that if X1, ... , Xr has a multinomial distribution, then so does Y1, ... , Yk where, with

r0=0,

Yi=j=ri-1+1ri-1+riXj,ikThat is, Y1 is the sum of the first r1 of the Xs, Y2 is the sum of the next r2, and so on

Short Answer

Expert verified

If X1and Xrhave multinomial distributions, then Y1 and Yk have as well.

Step by step solution

01

To show

If X1andXrhave multinomial distributions, then Y1andY2also have the same.

02

Explanation

To given: Yi=j=ri-1+1ri-1+riXj,ik

To prove: consider

Yi=j=ri-1+1ri-1+riXj,ikr=r1+........+rk

When each trial results in one of the outcomes Xiindicates the number of each of the types of outcomes 1,,rthat occur in n independent trials, each with probability p1......pr. On the other hand, Yirepresents a category of outcomes in which the trial resulted in any of the outcome types1,,r1whereasY2represents a category of outcomes in which the trial resulted in any of the outcome types r1+1........,r1+r2and so on.

However, we can see that Y1.......Ykhas the multinomial distribution by definition.

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