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Theorem. E(X)= Proof: Let X-Po(2), then Var(X)= mx(t) = exp{^ (e¹-1)}

Theorem. E(X)= Proof: Let X-Po(2), then Var(X)= mx(t) = exp{^ (e¹-1)}

A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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provide the proof

Poisson Distribution Definition. A random variable X is defined to have a Poisson distribution, denoted by X-Po(2), if the PMF of X is given by: e2 2x Theorem. E(X)= Proof: px(x) = where the parameter Let X-Po(2), then Var(X)=> - {0,1,2,...}(x) x! satisfies >0. mx(t) = exp{^(e¹-1)}
Transcribed Image Text:Poisson Distribution Definition. A random variable X is defined to have a Poisson distribution, denoted by X-Po(2), if the PMF of X is given by: e2 2x Theorem. E(X)= Proof: px(x) = where the parameter Let X-Po(2), then Var(X)=> - {0,1,2,...}(x) x! satisfies >0. mx(t) = exp{^(e¹-1)}
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