Let X be a scalar random variable whose distribution is Poisson with mean 1. Show that the
Question:
Let X be a scalar random variable whose distribution is Poisson with mean 1.
Show that the cumulants of X of all orders are equal to 1. Hence show that the rth moment is
μ
′
r = E (Xr) = Br where Br
, the rth Bell number, is the number of partitions of a set of r elements.
Hence derive a generating function for the Bell numbers.
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Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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