Question: 109. Show that the binomial moment generating function converges to the Poisson moment generating function if we let nSqand pS0 in such a way that
109. Show that the binomial moment generating function converges to the Poisson moment generating function if we let nSqand pS0 in such a way that np approaches a value l 0. [Hint: Use the calculus theorem that was used in showing that the binomial probabilities converge to the Poisson probabilities.] 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) S p(x; l).
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