Let N1 , N2 , N3 follow a trinomial distribution with parameters
n, assume that n follows a Poisson distribution with parameter λ
> 0. Also assume that, conditionally on N, the random variables
N1, N2, N3 follow a trinomial distribution with N trials and
category probabilities p1, p2, p3 with p1 + p2 + p3 = 1. Compute
the covariance and correlation of (N1,N2)