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Math Help - a stupide question

  1. #1
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    a stupide question

    In the process of proving "sums of a finite number of independent Poisson rv's is a Poisson rv", why do we use moment-generating function or probability generating function ? I am confused wtih the use of mgf or pgf.. Anyone can explain it ? thx
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  2. #2
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    Quote Originally Posted by solskjaer View Post
    In the process of proving "sums of a finite number of independent Poisson rv's is a Poisson rv", why do we use moment-generating function or probability generating function ? I am confused wtih the use of mgf or pgf.. Anyone can explain it ? thx
    Because it makes the calculation much easier. Try doing it another way (eg. using convolutions to get the pdf of a sum of random variables) ......
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