Matrix multinomial distribution
Yuriy Yurchenko
TL;DR
This paper introduces the matrix multinomial distribution, explores its properties, and discusses how matrix Poisson and normal distributions can approximate it under specific conditions.
Contribution
It defines the matrix multinomial distribution and establishes its properties, along with approximation methods using matrix Poisson and normal distributions.
Findings
Matrix multinomial distribution is formally defined.
Properties of the matrix multinomial distribution are proved.
Approximation techniques using matrix Poisson and normal distributions are validated.
Abstract
In this article, we define a matrix multinomial distribution. We prove some properties of the matrix multinomial distribution. We prove that the matrix Poisson distribution can be used as an approximation to the matrix multinomial distribution under certain conditions. We prove that the matrix normal distribution can be used as an approximation to the matrix multinomial distribution under certain conditions.
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Taxonomy
TopicsMatrix Theory and Algorithms · Bayesian Methods and Mixture Models · Statistical Distribution Estimation and Applications