Categorical distribution
Categorical
| Parameters |
number of categories (integer)
event probabilities ( ) |
| Support |
 |
| pmf |
(1) 
(2) ![p(x)=p_{1}^{[x=1]}\cdots p_{k}^{[x=k]}](https://wikimedia.org/api/rest_v1/media/math/render/svg/eeddb64d5678bd3e0296ccc25f4d3d84432920e3)
(3) ![p(x)=[x=1]\cdot p_{1}\,+\dots +\,[x=k]\cdot p_{k}](https://wikimedia.org/api/rest_v1/media/math/render/svg/a0f3abb31a826ecb05c779f80dc490d3075b3e9b)
|
| CDF |
 |
| Mean |
, this is the mean of the Iverson bracket and not the mean of
|
| Median |
 |
| Mode |
 |
| Variance |
![\textstyle {\mathrm {Var} }([x=i])=p_{i}(1-p_{i})](https://wikimedia.org/api/rest_v1/media/math/render/svg/584a28a22d8859575cba8a5b98bbd7fd2254154a)
|
| MGF |
 |
| CF |
where
|
| PGF |
 |
(1) 
(2) ![p(x)=p_{1}^{[x=1]}\cdots p_{k}^{[x=k]}](https://wikimedia.org/api/rest_v1/media/math/render/svg/eeddb64d5678bd3e0296ccc25f4d3d84432920e3)
(3) ![p(x)=[x=1]\cdot p_{1}\,+\dots +\,[x=k]\cdot p_{k}](https://wikimedia.org/api/rest_v1/media/math/render/svg/a0f3abb31a826ecb05c779f80dc490d3075b3e9b)
...
Wikipedia