Let U1, U2, be a sequence of i i d U (0, 1) random variables Let N be such that N 1 min m e 1,2, II,U e Verify that N follows the Poisson distribution with parameter ) (One may do this by relating to a suitable Poisson process ) Use this result to formulate a method for simulating Poisson(X) 10 ma...

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Let U1, U2, ... be a sequence of i.i.d. U (0, 1) random variables. Let N...

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Probability and Random Processes With Applications to Signal Processing and Communications

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Authors: Scott Miller, Donald Childers

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Let U1, U2, ... be a sequence of i.i.d. U (0, 1) random variables. Let N...

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Probability and Random Processes With Applications to Signal Processing and Communications

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