Question

Let X and Y be independent random variables following Poisson distributions, each with parameter λ = 1. Show that the distribution of Z = X + Y is Poisson with parameter λ = 2. using convolution formula

Answer #1

Probability Mass Function of X Poisson with parameter = 1 is given by:

Probability Mass Function of Y Poisson with parameter = 1 is given by:

To find the distribution of Z = X + Y

By Convolution Theorem:

Multiplying and dividing by z!, we get:

(1)

By Binomial Theorem, we have:

i.e.,

Substituting (2), equation (1) becomes:

Thus, we prove that the distribution of Z = X + Y is Poisson with parameter = 2.

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The required joint density function is of the form
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=
{
g(u, v)
u > h(v), v >
a
0
otherwise
(a)
Enter the function g(u, v) into the
answer box below.
(b)
Enter the function h(v) into the answer box
below.
(c)
Enter the value...

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