The probability generating function P(t) for a discrete random variable Y is defined to be P(t) =

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The probability generating function P(t) for a discrete random variable Y is defined to be

P(t) = E(tY) = p+ p1t + p2t+ .....

where pi = P(Y = i).

a. Find P(t) for the Poisson distribution. Write

and note that the quantity being summed is a Poisson probability with mean λt.

b. Use the facts that

to derive the mean and variance of a Poisson random variable.

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Statistics For Engineering And The Sciences

ISBN: 9781498728850

6th Edition

Authors: William M. Mendenhall, Terry L. Sincich

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