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NegativeMultinomialDistribution

NegativeMultinomialDistribution[n, p]
represents a negative multinomial distribution with parameter n and failure probability vector p.
  • The probability for a vector x of nonnegative integers x1, x2, ... xLength[p] in a negative multinomial distribution is proportional to (n-1+xi)!(pixi/xi!).
  • The parameter n can be any positive real number, and p can be any vector of nonnegative real numbers that sum to less than unity.
  • If n is a positive integer, NegativeMultinomialDistribution[n, p] gives the distribution of the failure counts in a sequence of trials with success probability 1-Total[p] and Length[p] types of failure before n successes occur.
Needs["MultivariateStatistics`"]
The mean of a negative multinomial distribution:
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Needs["MultivariateStatistics`"]
The variances of each dimension:
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Needs["MultivariateStatistics`"]
Probability density function:
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