Lecture 20: Multinomial and Cauchy | Statistics 110

We introduce the Multinomial distribution, which is arguably the most important multivariate discrete distribution, and discuss its story and some of its nice properties, such as being able to "lump" categories together. We also do an example with the Cauchy distribution. Note: Around 7:39, a factor of the square root of 2 was accidentally dropped; the result should be 2 over the square root of pi, rather than the square root of 2 over pi.