multcov

This m-file returns the covariance of a multinomial distribution with parameters N and P.

The Coariance is:
Covariance = -N × Pi × Pj; i,j = 1,2, ... ,k.

Covariance =
[np1(1-p1) -np1p2 ... -np1pk
-np1p2 np2(1-p2) ... -np2pk
. . . . .
. . . . .
-np1pk -np2pk ... npk(1-pk)].

It need to inputs n-number of trials, and p-vector of associated probabilities.

It Outputs the C-multinomial covariance matrix.