Question: Let (Y1, Y2, ...,Yc) denote independentPoissonrandomvariables,withparameters (1,2, ...,c). (a) Explainwhythejointprobabilitymassfunctionfor {Yi} is c i=1 [exp(i)yi i ~yi!] for allnonnegativeintegervalues (y1, y2, ...,yc). (b) Section 3.2.6
Let (Y1, Y2, ...,Yc) denote independentPoissonrandomvariables,withparameters
(μ1,μ2, ...,μc).
(a) Explainwhythejointprobabilitymassfunctionfor {Yi} is cΠ
i=1
[exp(−μi)μyi i ~yi!]
for allnonnegativeintegervalues (y1, y2, ...,yc).
(b) Section 3.2.6 explains thatthesum n = Σi Yi also hasaPoissondistribution,withpa-
rameter Σi μi. ForindependentPoissonrandomvariables,ifweconditionon n, explain why {Yi} are nolongerindependentandnolongerhavePoissondistributions.
(c) Showthattheconditionalprobabilityof {yi}, conditionalon Σi yi = n, isthe multinomial
(2.14), characterizedbythesamplesize n and probabilities πi = μi~Σj μj.
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