ForthePoissondistribution,showthat E[Y (Y 1)] = 2. Usethistoshowthat E(Y 2) = +2 and thusvar(Y ) = .

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ForthePoissondistribution,showthat E[Y (Y −1)] = μ2. Usethistoshowthat E(Y 2) = μ+μ2 and thusvar(Y ) = μ.

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Foundations Of Statistics For Data Scientists With R And Python

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Authors: Alan Agresti

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ForthePoissondistribution,showthat E[Y (Y 1)] = 2. Usethistoshowthat E(Y 2) = +2 and thusvar(Y ) = .

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Foundations Of Statistics For Data Scientists With R And Python

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