Assuming independence....
Use moment generating functions to show (a).
for (c) just use the definition of conditional probabilities.
(d) Cov(X,X+Y)=Cov(X,X)+Cov(X,Y)=V(X)+0=1.
Hi, can someone help me with this question:
Let X~Poisson(1), Y~Poisson(2), define T = X + Y.
a) Show that T~Poisson(3)
b) Find the joint probability function of X and T
c) Find the conditional distribution of X given T = n
d) Compute Cov(X,T) and the correlation coefficient.
I have no problems with a). But I got stuck at b) because I get that the jpf of X and T, f(X,T) = P ( X = x , T = t) = f(T) ...?! Which makes no sense. Any help would be appreciated!