Consider X 1 , X 2 , ., X n independent Poisson random variables with parameters

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Consider X1, X2, •., X n independent Poisson random variables with parameters μ1, μ2, • • • , μ n. Use the properties of moment-generating functions to show n that the random variable Σni = 1Xi is a Poisson random variable with mean Σi = 1 μ i  and variance Σi = 1μi.

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Probability & Statistics For Engineers & Scientists

ISBN: 9780130415295

7th Edition

Authors: Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying

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