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Negative multinomial distribution : ウィキペディア英語版
Negative multinomial distribution

\prod_^m},
where Γ(''x'') is the Gamma function.
| cdf =
| mean = \tfrac\,p
| variance = \tfrac\,pp' + \tfrac\,\operatorname(p)
| mode =
| entropy =
| mgf =
| cf = \bigg(\frac
}}
In probability theory and statistics, the negative multinomial distribution is a generalization of the negative binomial distribution (NB(''r'', ''p'')) to more than two outcomes.〔Le Gall, F. The modes of a negative multinomial distribution, Statistics & Probability Letters, Volume 76, Issue 6, 15 March 2006, Pages 619-624, ISSN 0167-7152, (10.1016/j.spl.2005.09.009 ).〕
Suppose we have an experiment that generates ''m''+1≥2 possible outcomes, , each occurring with non-negative probabilities respectively. If sampling proceeded until ''n'' observations were made, then would have been multinomially distributed. However, if the experiment is stopped once ''X''0 reaches the predetermined value ''k''0, then the distribution of the ''m''-tuple is ''negative multinomial''. These variables are not multinomially distributed because their sum ''X''1+…+''X''''m'' is not fixed, being a draw from a negative binomial distribution.
==Negative multinomial distribution example==
The table below shows the an example of 400 Melanoma (skin cancer) Patients where the Type and Site of the cancer are recorded for each subject.


The sites (locations) of the cancer may be independent, but there may be positive dependencies of the type of cancer for a given location (site). For example, localized exposure to radiation implies that elevated level of one type of cancer (at a given location) may indicate higher level of another cancer type at the same location. The Negative Multinomial distribution may be used to model the sites cancer rates and help measure some of the cancer type dependencies within each location.
If x_ denote the cancer rates for each site (0\leq i \leq 2) and each type of cancer (0\leq j \leq 3), for a fixed site (i_0) the cancer rates are independent Negative Multinomial distributed random variables. That is, for each column index (site) the column-vector X has the following distribution:
: X=\ \sim NM(k_0,\).
Different columns in the table (sites) are considered to be different instances of the random multinomially distributed vector, X. Then we have the following estimates of expected counts (frequencies of cancer):
: \hat_ = \frac} = \sum_^ = \sum_^ = \sum_^\sum_^}
: Example: \hat_ = \frac}=5.78
For the first site (Head and Neck, j=0), suppose that X=\left \ and X \sim NM(k_0=10, \). Then:
: p_0 = 1 - \sum_^3=0.5
: NM(X|k_0,\)= 0.00465585119998784
: cov() = \frac=1.6
: \mu_2=\frac = \frac=2.0
: \mu_3=\frac = \frac=4.0
: corr() = \left (\frac \right )^} and therefore, corr() = \left (\frac \right )^} = 0.21821789023599242.
Notice that the pair-wise NM correlations are always positive, whereas the correlations between multinomial counts are always negative. As the parameter k_0 increases, the paired correlations tend to zero! Thus, for large k_0, the Negative Multinomial counts X_i behave as ''independent'' Poisson random variables with respect to their means \left ( \mu_i= k_0\frac\right ).
The marginal distribution of each of the X_i variables is negative binomial, as the X_i count (considered as success) is measured against all the other outcomes (failure). But jointly, the distribution of X=\ is negative multinomial, i.e., X \sim NM(k_0,\) .

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