Exercise 3.3 Suppose that X Poi(), Y Poi() and they are independent. Using the MGF
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Exercise 3.3 Suppose that X ∼ Poi(λ), Y ∼ Poi(μ) and they are independent.
Using the MGF of Poisson distributions, show that X+Y ∼ Poi(λ+μ).
Interpret this result in terms of Bernoulli trials.
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Stochastic Processes With Applications To Finance
ISBN: 9781439884829
2nd Edition
Authors: Masaaki Kijima
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