Categorical Distribution - Generalized Bernoulli Distribution - Multinoulli Distribution
  • is a discrete probability distribution that describes the possible results of a random variable that can take on one of 𝐾 possible categories, with the probability of each category separately specified

Probability Mass Function

  • 𝑃𝑀𝐹(𝑋=𝑥) = 𝑝1[𝑥=𝑐𝑙𝑎𝑠𝑠-1]··· 𝑝𝑘[𝑥=𝑐𝑙𝑎𝑠𝑠-𝑘]

where:

  • [𝑥=𝑐𝑙𝑎𝑠𝑠-𝑖] - is the Iverson bracket (i.e. evaluates to 1 when true, otherwise 0)
  • 𝑥 is the outcome class in questioin