Question: Given the probability function found for the Poisson process in (2.4), find its moment generating function, MN(t)(), that is, the expected value of e N(t)

Given the probability function found for the Poisson process in (2.4), find its moment generating function, MN(t)(θ), that is, the expected value of e

θN(t)

. Then use this MGF to show that the mean and variance both equal

λt.

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