Consider Example 4f, which is concerned with the multinomial distribution. Use conditional expectation to compute E[NiNj], and then use this to verify the formula for Cov(Ni, Nj) given in Example 4f.

Short Answer

Expert verified

Therefore it has been computed that ENiNj=m(m1)pipjby using conditional expectation

Step by step solution

01

Given information

Use conditional expectation to compute E[NiNj],

02

Solution

Compute the ENiNjusing conditional expectation.

So,

ENiNjNi=NiENjNi

=NimNipj1pi

Now, each of the m-Ni trails no resulting in outcome i will independently result inj with probability pj1-pi.

03

Solution

Therefore,

ENiNj=pj1pimENiENi2

=pj1pim2pim2pi2mpi1pi

=pj1pim(m1)pi1pi

=m(m1)pipj

And,

CovNi,Nj=m(m1)pipjm2pipj

=m2pipjmpipjm2pipj

=mpipj

04

Final answer 

Therefore it has been computed that ENiNj=m(m1)pipjby using conditional expectation

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