Let f(x|r, p) denote the p.f. of the negative binomial distribution with parameters r and p, and

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Let f(x|r, p) denote the p.f. of the negative binomial distribution with parameters r and p, and let f(x|λ) denote the p.f. of the Poisson distribution with mean λ, as defined by Eq. (5.4.2). Suppose r → ∞ and p →1 in such a way that the value of r(1− p) remains constant and is equal to λ throughout the process. Show that for each fixed nonnegative integer x,
f(x|r, p) → f(x|λ).
Distribution
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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