If X1, X2, ... , Xk have the multinomial distribution ofDefinition 8, show that the covariance of Xi and Xj is−nθiθj for i = 1, 2, ... , k, j = 1, 2, ... , k, and i Z j.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
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If X1, X2, ... , Xk have the multinomial distribution of
Definition 8, show that the covariance of Xi and Xj is
−nθiθj for i = 1, 2, ... , k, j = 1, 2, ... , k, and i Z j.

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