Show that the binomial moment generating function converges to the Poisson moment generating function if we let
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Show that the binomial moment generating function converges to the Poisson moment generating function if we let n → ∞ and p → 0 in such a way that np approaches a value μ > 0. There is in fact a theorem saying that convergence of the mgf implies convergence of the probability distribution. In particular, convergence of the binomial mgf to the Poisson mgf implies b(x; n, p) → p(x; μ).
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Modern Mathematical Statistics With Applications
ISBN: 9783030551551
3rd Edition
Authors: Jay L. Devore, Kenneth N. Berk, Matthew A. Carlton
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