Categorical distribution

From Wikipedia, the free encyclopedia

A categorical distribution is the most general distribution whose sample space is the set {1, 2, ..., n}.

It is the generalization of the Bernoulli distribution for a categorical random variable.

It should not be confused with the multinomial distribution.

Consider the extended analogy:
Bernoulli random variable : Bernoulli distribution : Binomial distribution :: Categorical random variable : Categorical distribution : Multinomial distribution

The distribution is completely given by the probabilities associated each each number k: pk = P(X = k), k = 1,...,n.

In the BUGS software, this distribution is represented as:

BUGS: r ~ dcat(p[])
// BUGS assigns categories the values 1, 2, ..., K

Sufficient statistics from n independent observations are number of trials and count (or, equivalently, proportion) of observations in each category.

Conjugate prior is the Dirichlet distribution.

Image:Bvn-small.png Probability distributions [ view talk edit ]
Univariate Multivariate
Discrete: BenfordBernoullibinomialBoltzmanncategoricalcompound PoissondegenerateGauss-Kuzmingeometrichypergeometriclogarithmicnegative binomialparabolic fractalPoissonRademacherSkellamuniformYule-SimonzetaZipfZipf-Mandelbrot Ewensmultinomialmultivariate Polya
Continuous: BetaBeta primeCauchychi-squareDirac delta functionErlangexponentialexponential powerFfadingFisher's zFisher-TippettGammageneralized extreme valuegeneralized hyperbolicgeneralized inverse GaussianHalf-LogisticHotelling's T-squarehyperbolic secanthyper-exponentialhypoexponentialinverse chi-square (scaled inverse chi-square)• inverse Gaussianinverse gamma (scaled inverse gamma) • KumaraswamyLandauLaplaceLévyLévy skew alpha-stablelogisticlog-normalMaxwell-BoltzmannMaxwell speednormal (Gaussian)normal inverse GaussianParetoPearsonpolarraised cosineRayleighrelativistic Breit-WignerRiceshifted GompertzStudent's ttriangulartype-1 Gumbeltype-2 GumbeluniformVariance-GammaVoigtvon MisesWeibullWigner semicircleWilks' lambda Dirichletinverse-WishartKentmatrix normalmultivariate normalmultivariate Studentvon Mises-FisherWigner quasiWishart
Miscellaneous: Cantorconditionalexponential familyinfinitely divisiblelocation-scale familymarginalmaximum entropyphase-typeposteriorpriorquasisamplingsingular
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