hi!
does anybody know the probability distribution of a linear combination of Poisson variables?
If it is a simple sum, then i know that it is a Poisson variable with a parameter that is the sum of the parameters of the Poisson variables of the sum.
But I have no clues about a linear combination...
Well, what does the approach taken to get the sum tell you ....? And what does this link suggest: Skellam distribution - Wikipedia, the free encyclopedia
Perhaps you should state the problem that has motivated your interest.