Let (X1, X2, ..., Xk) be a multinomial random variable with parameters (n, P1, P2, ..., Pk). Cov(X₁, Xj) = -npiPj Hint: Express X; as a sum of indicator random variables. Show that

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 29E
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Let (X₁, X2, ..., X) be a multinomial random variable with parameters (n, P₁, P2, Pk).
Cov(X₁, Xj) = −npiPj
Hint: Express X; as a sum of indicator random variables.
....
Transcribed Image Text:Show that Let (X₁, X2, ..., X) be a multinomial random variable with parameters (n, P₁, P2, Pk). Cov(X₁, Xj) = −npiPj Hint: Express X; as a sum of indicator random variables. ....
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