multcov

Version 1.0.0.0 (2.14 KB) by Antonio Trujillo-Ortiz
Covariance of a multinomial distribution.
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1.4K Downloads
Updated 7 Apr 2005

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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.

Cite As

Antonio Trujillo-Ortiz (2024). multcov (https://www.mathworks.com/matlabcentral/fileexchange/7375-multcov), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R11
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0

Text was improved.