Poisson distribution - help with question!

**AAZZ** · February 5th 2011, 11:50 AM

Hello,

I am having problems solving the following question:
Let the random variable X have a Poisson distribution with parameter [lambda]. Show that for every n>=1 one has E(X^n) = [lambda]E[(X +1)^(n-1)]: Note that, using this formula, we can nd E(X);E(X2), . . .recursively.

I have no idea what to do... Please help

-Thanks

**theodds** · February 5th 2011, 01:16 PM

Originally Posted by AAZZ

Hello,

I am having problems solving the following question:
Let the random variable X have a Poisson distribution with parameter [lambda]. Show that for every n>=1 one has E(X^n) = [lambda]E[(X +1)^(n-1)]: Note that, using this formula, we can nd E(X);E(X2), . . .recursively.

I have no idea what to do... Please help

-Thanks

$\displaystyle<br /> \sum_{x = 0} ^ \infty x^n \frac{\lambda^x e^{-\lambda}}{x!} = \sum_{x = 0} ^ \infty (x + 1)^n \frac{\lambda^{x + 1} e^{-\lambda}}{(x + 1)!}.<br />$

Fill in the gaps and complete the problem.

**stats2010** · February 6th 2011, 01:31 PM

What do we do with this formula??

**mr fantastic** · February 6th 2011, 06:31 PM

Originally Posted by stats2010

What do we do with this formula??

The expectation (ha ha, ... expectation) is that you realise that $\displaystyle \sum_{x = 0} ^ \infty (x + 1)^n \frac{\lambda^{x + 1} e^{-\lambda}}{(x + 1)!} = \lambda \sum_{x = 0} ^ \infty (x + 1)^{n-1} \frac{\lambda^{x} e^{-\lambda}}{x!}$ ....

**mr fantastic** · February 6th 2011, 06:45 PM

Originally Posted by AAZZ

Hello,

I am having problems solving the following question:
Let the random variable X have a Poisson distribution with parameter [lambda]. Show that for every n>=1 one has E(X^n) = [lambda]E[(X +1)^(n-1)]: Note that, using this formula, we can nd E(X);E(X2), . . .recursively.

I have no idea what to do... Please help

-Thanks

This appears to be part of an assignment that might count towards your final grade. Please see rule #6: http://www.mathhelpforum.com/math-he...ng-151424.html

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