multcov

Covariance of a multinomial distribution.

Description

This m-file returns the covariance of a multinomial distribution with parameters N and P.

The Coariance is:
Covariance = -N × Pi × Pj; i,j = 1,2, ... ,k.

Covariance =
[np1(1-p1) -np1p2 ... -np1pk
    -np1p2 np2(1-p2) ... -np2pk
              . . . . .
              . . . . .
    -np1pk -np2pk ... npk(1-pk)].

It need to inputs n-number of trials, and p-vector of associated probabilities.

It Outputs the C-multinomial covariance matrix.

• MATLAB release: MATLAB 5.3 (R11)

[Abhay Krishna]

thanks for that,just one note to say the reference given in all multinomial related files like multrnd,multstat,multcoef,multpdf,multcov,ie the handbook weblink is not working,instead the reference can be found online on
http://www.convertit.com/Go/ConvertIt/Reference/AMS55.ASP