Show that if X P o ( 1 ) and Y P o ( 2

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Show that if X ∼ Po1) and Y ∼ Po2), then X + Y ∼ Po1 + λ2).Pr(X+Y  z) = Pr(X z-yY= y)Pr(Y = y) y=0 11 y=0 X-e-Ae- (z - y)! y!

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Finance With Monte Carlo

ISBN: 9781461485100

2013th Edition

Authors: Ronald W. Shonkwiler

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