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Multinomial distribution

As explained in Machine Learning System Design

A probability distribution for counts across multiple categories in a fixed number of independent trials.

The multinomial distribution models counts across multiple categories after a fixed number of independent trials. In validation work, it appears when bootstrap resampling repeatedly draws a sample of length N with replacement. section 7.4

That direct approach can become impractical: each of 10,000–100,000 bootstrap iterations may require multinomial sampling over thousands or millions of observations, repeated N times. Reviewing observations independently enables a faster alternative: binomial(n, 1/n), closely approximated by Poisson(1) when N is large. section 7.4

Bootstrap confidence bounds

To estimate uncertainty for recall, repeatedly resample the original dataset and calculate the metric. The resulting distribution supports a lower confidence bound, such as a 99% bound; replacing multinomial sampling with independent Poisson(1) sampling can make the process 100–1,000 times faster. section 7.4

How Machine Learning System Design covers it

How deep it goes
Explains multinomial sampling operationally, then contrasts it with binomial and Poisson approximations without deriving the distribution.
Examples
Uses repeated bootstrap datasets, precision and recall distributions, and a 99% lower recall confidence bound.
What you can do after
Evaluate validation uncertainty and recognize when direct multinomial bootstrap sampling is too computationally expensive.
How it connects
Connects multinomial sampling to bootstrap, binomial sampling, Poisson approximation, and confidence bounds.

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