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In probability theory and statistics, the negative multinomial distribution is a generalization of the negative binomial distribution (NB(r, p)) to more than two outcomes.[1]

Suppose we have an experiment that generates m+1≥2 possible outcomes, {X0,…,Xm}, each occurring with non-negative probabilities {p0,…,pm} respectively. If sampling proceeded until n observations were made, then {X0,…,Xm} would have been multinomially distributed. However, if the experiment is stopped once X0 reaches the predetermined value k0, then the distribution of the m-tuple {X1,…,Xm} is negative multinomial.

Negative multinomial distribution example

The table below shows the an example of 400 Melanoma (skin cancer) Patients where the Type and Site of the cancer are recorded for each subject.

Type Site Totals
Head and Neck Trunk Extremities
Hutchinson's melanomic freckle 22 2 10 34
Superficial 16 54 115 185
Nodular 19 33 73 125
Indeterminant 11 17 28 56
Column Totals 68 106 226 400

The sites (locations) of the cancer may be independent, but there may be positive dependencies of the type of cancer for a given location (site). For example, localized exposure to radiation implies that elevated level of one type of cancer (at a given location) may indicate higher level of another cancer type at the same location. The Negative Multinomial distribution may be used to model the sites cancer rates and help measure some of the cancer type dependencies within each location.

If denote the cancer rates for each site () and each type of cancer (), for a fixed site () the cancer rates are independent Negative Multinomial distributed random variables. That is, for each column index (site) the column-vector X has the following distribution:


Different columns in the table (sites) are considered to be different instances of the random multinomially distributed vector, X. Then we have the following estimates of expected counts (frequencies of cancer):


For the first site (Head and Neck, j=0), suppose that and . Then:

and therefore,

Notice that the pair-wise NM correlations are always positive, whereas the correlations between multinomial counts are always negative. As the parameter increases, the paired correlations tend to zero! Thus, for large , the Negative Multinomial counts behave as independent Poisson random variables with respect to their means .

The marginal distribution of each of the variables is negative binomial, as the count (considered as success) is measured against all the other outcomes (failure). But jointly, the distribution of is negative multinomial, i.e., .

Parameter estimation

Hutchinson's melanomic freckle type of cancer () is .
Superficial type of cancer () is .
Nodular type of cancer () is .
Indeterminant type of cancer () is .
, we can replace the expected-means () by their estimates, , and replace denominators by the corresponding negative multinomial variances. Then we get the following test statistic for negative multinomial distributed data:
Next, we can estimate the parameter by varying the values of in the expression and matching the values of this statistic with the corresponding asymptotic chi-squared distribution. The following protocol summarizes these steps using the cancer data above.
DF: The degree of freedom for the Chi-squared distribution in this case is:
df = (# rows – 1)(# columns – 1) = (3-1)*(4-1) = 6
Median: The median of a chi-squared random variable with 6 df is 5.261948.
Mean Counts Estimates: The mean counts estimates () for the 4 different cancer types are:
; ; and .
Thus, we can solve the equation above for the single variable of interest -- the unknown parameter . In the cancer example, suppose . Then, the solution is an asymptotic chi-squared distribution driven estimate of the parameter .
Solving this equation for provides the desired estimate for the last parameter.
Mathematica provides 3 distinct () solutions to this equation: {50.5466, -21.5204, 2.40461}. Since there are 2 candidate solutions.
Hence, , and , , and .
Therefore, the best model distribution for the observed sample is

Related distributions


  1. 1.0 1.1 Le Gall, F. The modes of a negative multinomial distribution, Statistics & Probability Letters, Volume 76, Issue 6, 15 March 2006, Pages 619-624, ISSN 0167-7152, 10.1016/j.spl.2005.09.009.
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