More specifically, if X and Y are Poisson-distributed, what is the variance of X/Y (assuming that X and Y are independent)?
Thanks!
To get the variance, you need the expectation, and the expectation of the square. Since the variables are independent, you need and . I guess you know how to get and ( and since I know the variance is ). So let's consider the other ones.
; then let in the sum to see that it equals .
is more tricky. I'd let and compute , which we have computed above ; now integrate to get , and multiply by to get .