โ€œํ™•๋ฅ ๊ณผ ํ†ต๊ณ„(MATH230)โ€ ์ˆ˜์—…์—์„œ ๋ฐฐ์šด ๊ฒƒ๊ณผ ๊ณต๋ถ€ํ•œ ๊ฒƒ์„ ์ •๋ฆฌํ•œ ํฌ์ŠคํŠธ์ž…๋‹ˆ๋‹ค. ์ „์ฒด ํฌ์ŠคํŠธ๋Š” Probability and Statistics์—์„œ ํ™•์ธํ•˜์‹ค ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค ๐ŸŽฒ

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โ€œํ™•๋ฅ ๊ณผ ํ†ต๊ณ„(MATH230)โ€ ์ˆ˜์—…์—์„œ ๋ฐฐ์šด ๊ฒƒ๊ณผ ๊ณต๋ถ€ํ•œ ๊ฒƒ์„ ์ •๋ฆฌํ•œ ํฌ์ŠคํŠธ์ž…๋‹ˆ๋‹ค. ์ „์ฒด ํฌ์ŠคํŠธ๋Š” Probability and Statistics์—์„œ ํ™•์ธํ•˜์‹ค ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค ๐ŸŽฒ

๋ช‡๋ช‡ Distribution์˜ ๊ฒฝ์šฐ ํ˜„์‹ค์„ ๋ชจ์‚ฌํ•˜๊ณ  ์ž˜ ์„ค๋ช…ํ•˜๊ธฐ ๋•Œ๋ฌธ์— ์œ ์šฉํ•˜๊ฒŒ ์‚ฌ์šฉ๋œ๋‹ค. ์ด๋ฒˆ ํฌ์ŠคํŠธ์—์„  Discrete RV์—์„œ ๋ณผ ์ˆ˜ ์žˆ๋Š” ์œ ๋ช…ํ•œ Distributions์„ ์‚ดํŽด๋ณธ๋‹ค. ๊ฐ Distribution์ด ๋‹ค๋ฅธ ๋ถ„ํฌ์— ๋Œ€ํ•œ Motivation์ด ๋˜๊ธฐ ๋•Œ๋ฌธ์— ๊ทธ ์˜๋ฏธ๋ฅผ ๊ณฑ์”น๊ณ , ์ถฉ๋ถ„ํžˆ ์—ฐ์Šตํ•ด์•ผ ํ•œ๋‹ค.

Multinomial Distribution

์ง€๊ธˆ๊นŒ์ง€ ๋ชจ๋‘ ๋™์ „ ๋˜์ง€๊ธฐ์—์„œ ๋ณ€์ฃผ๋œ Distribution๋“ค์„ ์‚ดํŽด๋ดค๋‹ค. ๊ทธ๋Ÿฌ๋‚˜ ํ˜„์‹ค์—์„  ์•ž/๋’ค ๋‘ ๊ฒฐ๊ณผ๋งŒ ์žˆ์ง€ ์•Š๋“ฏ์ด <Outcome>์ด ์—ฌ๋Ÿฌ ๊ฐœ์ธ ๊ฒฝ์šฐ์˜ ๋ถ„ํฌ๋„ ์ƒ๊ฐํ•ด๋ณผ ์ˆ˜ ์žˆ๋‹ค! 6๋ฉด์˜ ์ฃผ์‚ฌ์œ„ ๋˜์ง€๊ธฐ๊ฐ€ ๊ทธ๋Ÿฐ ๊ฒฝ์šฐ๋‹ค! ์šฐ๋ฆฌ๋Š” ์ด๊ฒƒ์„ <Multinomial Distribution>๋ผ๊ณ  ํ•œ๋‹ค.

Definition.

The <multinomial experiment> consists of independent repeated $n$ trials and each trial results in $k$ possible outcomes $E_1, \dots, E_k$.

  • $P(E_i) = p_i$ and $\displaystyle \sum^k_{i=1} p_i = 1$

Let $X_i$ be the number of $E_i$โ€™s in $n$ trials, then

\[P(X_1=x_1, \cdots, X_k = x_k) = \frac{n!}{x_1! x_2! \cdots x_k!} \cdot p_1^{x_1} p_2^{x_2} \cdots p_k^{x_k} \quad \text{where} \quad x_1 + \cdots + x_k = n\]

<Multinomail distribution>์˜ pmf $f(x_1, \dots, x_k)$๋Š” ์ผ์ข…์˜ joint pmf๋กœ ํ•ด์„ํ•  ์ˆ˜ ์žˆ๋‹ค. ๊ทธ๋ž˜์„œ <Multinomail distribution>์— ๋Œ€ํ•ด ์•„๋ž˜์˜ margnial distribution๋“ค์„ ์ƒ๊ฐํ•ด๋ณผ ์ˆ˜ ์žˆ๋‹ค.

  • $X_k \sim \text{BIN}(n, p_k)$
  • $X_i + X_j \sim \text{BIN}(n, p_i + p_j)$

๋งบ์Œ๋ง

์ด์–ด์ง€๋Š” ํฌ์ŠคํŠธ์—์„  ์ข€๋” ๋ณต์žกํ•œ ํ˜•ํƒœ์˜ ์ดํ•ญ ๋ถ„ํฌ๋ฅผ ๋‹ค๋ฃฌ๋‹ค. ๐Ÿคฉ