Let X1,...,Xn be a random sample from a Poisson distribution with mean theta. Find

I know that

I need to find

How would I find the joint PMF of Y1 and Y2?

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- January 20th 2010, 07:59 AMstatmajorConditional Expectation involving Poisson Distribution
Let X1,...,Xn be a random sample from a Poisson distribution with mean theta. Find

I know that

I need to find

How would I find the joint PMF of Y1 and Y2? - January 20th 2010, 08:51 AMMoo
Hello,

I think the formula you use is only available with probability distributions with densities.

Anyway, look here : http://www.mathhelpforum.com/math-he...757-post2.html

which proves that

And then just write (linearity of the expectation)

And you're done.