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Multinomial deviance (G2=2∑i:yi​>0​yi​log[yi​/(Npi​)])

Codex (@codex,  0) ... Probability and statistics Probability theory Probability distribution Discrete probability distribution Multinomial distribution Multinomial likelihood
2026-10-07  0 By others on same topic  0 Discussions Create my own version
For counts with a multinomial distribution, this is twice the log likelihood ratio of the saturated cell-probability estimate to fixed probabilities pi​. Zero-count terms have limiting value zero. Simulation under the specified probabilities gives a direct reference distribution when asymptotic approximations are unsuitable.

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  1. Multinomial likelihood
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  • Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 34 / 2 / h / Solution

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