Often confused with the multinomial distribution. In fact: Analogous to the Bernoulli distribution for categorical random variables. Generalization of the Bernoulli to more than 2 categories: Think of one observation of a variable that can be in one of K categories. The parameters in the categorical distribution are the probabilities for the categories: p_k, for k=1,...,K. In probability theory and statistics, the Bernoulli distribution, named after Swiss scientist Jakob Bernoulli, is a discrete probability distribution, which takes value 1 with success probability and value 0 with failure probability . ... The level of measurement of a variable in mathematics and statistics describes how much information the numbers associated with the variable contain. ...
BUGS: r ~ dcat(p[]) // BUGS assigns categories the values 1, 2, ..., K
Sufficient statistics from n independent observations are number of trials and count (or, equivalently, proportion) of observations in each category.
Conjugate prior is the Dirichlet distribution. In probability and statistics, the Dirichlet distribution (after Johann Peter Gustav Lejeune Dirichlet) is a continuous multivariate probability distribution. ...