Probability Distributions

Overview of Poisson-Multinomial Relationship

In this post, I’m going to briefly cover the relationship between the Poisson distribution and the Multinomial distribution. Let’s say that we have a set of independent, Poisson-distributed random variables $Y_{1}, Y_{2}… Y_{k}$ …

Multivariate Normal Distribution

In this post, I’ll be covering the basics of Multivariate Normal Distributions, with special emphasis on deriving the conditional and marginal distributions. Given a random variable under the usual Gauss-Markov assumptions, with $y_{i} \sim …