Find the distribution of the sum of 25 independent Poisson random variables with the identical parameter λ = 5
Last edited by mr fantastic; May 1st 2009 at 06:26 AM. Reason: Restored original question
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Hello, Originally Posted by plm2e This is confusing me and i would appreciate any help i can get. Find the distribution of the sum of 25 independent Poisson random variables with the identical parameter λ = 5 Use moment generating function, by remembering that the mgf of the sum of independent rv equals the product of their mgf. (you should find the mgf of a Poisson distribution with parameter 25x5)
ok so, Mx(t) = e^[λ((e^t)- 1))] i get e^[5((e^25) - 1)] = my ti 83 says overflow i think i may be confused on what t is
missed the product part on my last post, but im still concerned about what the t means in the mgf
Originally Posted by plm2e ok so, Mx(t) = e^[λ((e^t)- 1))] i get e^[5((e^25) - 1)] = my ti 83 says overflow i think i may be confused on what t is Let be iid Poisson rv with parameter 5. Then their mgf is : The mgf of is : And this is the mgf of a Poisson distribution with parameter 125.
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