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Saturday, May 18, 2013

Solving quadnomial distributions


Here we show how the coefficients from the quadnomial probability distribution fit the multinomial formula.  Due to symmetry of a quadnomial vector taken to the fourth power, the number of matrix multiplications is minimized to the square of two identical 4x4 diagonal symmetrical matrices.

We start with the total probability of four variables, which we only need to take to no greater than the same power as the number of variables (ie., four for a quadnomial).

w + x + y + z
=          1

(w + x + y + z)1
=         w + x + y + z

(w + x + y + z)2
=         |w                          ||w x y z                  |
           |x                           |
           |y                           |
           |z                           |
=       |w2 wx wy wz         |
         |xw x2 xy xz            |
         |yw yx y2 yz            |
         |zw zx zy z2                 |

(w + x + y + z)3
=       |w2 wx wy wz         ||w x y z                  |
         |xw x2 xy xz            |
         |yw yx y2 yz            |
         |zw zx zy z2                 |

We are able to skip here from three trials (e.g., third power), to completely solving for four trials (e.g., fourth power) of the the quadnomial.

(w + x + y + z)4
=         [(w + x + y + z)2]2
=       |w2 wx wy wz         ||w2 wx wy wz         |
         |xw x2 xy xz            ||xw x2 xy xz            |
         |yw yx y2 yz            ||yw yx y2 yz            |
         |zw zx zy z2                 ||zw zx zy z2                 |
=       |a11 a12 a13 a14|
         |a21 a22 a23 a24|
         |a31 a32 a33 a34|
         |a41 a42 a43 a44|

As an example, let’s solve for |a21|, which of course also equals |a12| due to diagonal symmetry.

|a21|
=       |w2                            ||                           |
         |xw                            ||xw x2 xy xz       |
         |yw                            ||                           |
         |zw                            ||                           |
=       |w3x w2x2 w2xy w2xz               |
         |w2x2 wx3 wx2y wx2z               |
         |w2xy wx2y wxy2 wxyz            |
         |w2xz wx2z wxyz wxz2                  |

Now we collect all the coefficients from all of the |abc| matrices, including |a21|.  The coefficients for all of the variable combinations are:
1         w4
4         w3x
4         w3y
4         w3z
1          x4
4          wx3
4          x3y
4          x3z
1          y4
4          wy3
4          xy3
4          y3z
1          z4
4          wz3
4          xz3
4          yz3
12         w2xy
12         w2xz
12         w2yz
6          w2x2
6          w2y2
6          w2z2
6          x2y2
6          x2z2
6          y2z2
12         wx2y
12         wx2z
12         x2yz
12         wy2x
12         wy2z
12         xy2z
12         wxz2
12         wyz2
12          xyz2
24         wxyz
256         sum of coefficients
= 44                  or number of variables to the power the vector is taken to (in this case also 4)

We can see from above that there are five classes of variable combinations and the coefficients equal the combination formula for multinomials, or 4P#w,#x,#y,#z = 4!/(#w's! #x's! #y's! #z's!):
()4         or w4, y4, y4, z4 = 4!/(4!) = 1
()3()                               = 4!/(3!) = 4
()2()2                                       = 4!/(2!2!) = 6
()2()()                                      = 4!/(2!1!1!) = 12
()()()() or wxyz                = 4!/(1!1!1!1!) = 24

So these quadnomial coefficients values align to the purple list above of the 35 variable combinations.  And as an easy test, if all variables have a 25% chance of occurring, then the total probability is equal to 256(25%)4 = 256/4= 1.

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