Suppose Y~Poi(t) <-- can't really type the character lambda.
What is the Variance of Y?
I know that variance is equal to E(Y^2) - (E(Y))^2
E(Y) = t, for poissan distributions
However, how do I find E(Y^2)? It's not just t^2, is it?
Suppose Y~Poi(t) <-- can't really type the character lambda.
What is the Variance of Y?
I know that variance is equal to E(Y^2) - (E(Y))^2
E(Y) = t, for poissan distributions
However, how do I find E(Y^2)? It's not just t^2, is it?
Read this thread: http://www.mathhelpforum.com/math-he...sson-dist.html