What is the best way to model a categorical distribution in Mathematica?

Questions
,
1

What is the best way to model a categorical (generalized bernoulli) distribution in Mathematica? Maybe it is built in under a different name. If so, what is the name?

One possibility is to use a multinomial distribution for a single observation, but this a hack. Are there better (cleaner) solutions?

2

Please see this post on Stackexchange which convers the same topic.

http://mathematica.stackexchange.com/questions/43293/categorical-distribution

I’m not familiar with this term, but it appears to be something like an empirical distribution.

3

Thanks for the reply Sean.

I will look into the possibility of using an empirical distribution in Mathematica to model a categorical distribution. They not the same thing by definition, but it may be a better soution than using the mulitnomial.

Note: A categorical distribution is a generalization of a bernoulii distribution. Where are bernoulli distribution models two categores the categorical distribution models “k” categories. My intestest is tied to doing Bayesian statistics.