Question

If X1 and X2 denote random sample of size 2 from Poisson distribution, Xi is distributed...

If X1 and X2 denote random sample of size 2 from Poisson distribution, Xi is distributed as Poisson(lambda), find pdf of Y=X1+X2. Derive the moment generating function (MGF) of Y as the product of the MGFs of the Xs.

Homework Answers

Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Suppose that X1 and X2 denote a random sample of size 2 from a gamma distribution,...
Suppose that X1 and X2 denote a random sample of size 2 from a gamma distribution, Xi ~ GAM(2, 1/2). Find the pdf of W = (X1/X2). Use the moment generating function technique.
Let X1 , X2 , X3 , X4 be a random sample of size 4 from...
Let X1 , X2 , X3 , X4 be a random sample of size 4 from a geometric distribution with p = 1/3. A) Find the mgf of Y = X1 + X2 + X3 + X4. B) How is Y distributed?
Let X1,X2,...,X50 denote a random sample of size 50 from the distribution whose probability density function...
Let X1,X2,...,X50 denote a random sample of size 50 from the distribution whose probability density function is given by f(x) =(5e−5x, if x ≥ 0 0, otherwise If Y = X1 + X2 + ... + X50, then approximate the P(Y ≥ 12.5).
Let X1, X2, . . . , X12 denote a random sample of size 12 from...
Let X1, X2, . . . , X12 denote a random sample of size 12 from Poisson distribution with mean θ. a) Use Neyman-Pearson Lemma to show that the critical region defined by (12∑i=1) Xi, ≤2 is a best critical region for testing H0 :θ=1/2 against H1 :θ=1/3. b.) If K(θ) is the power function of this test, find K(1/2) and K(1/3). What is the significance level, the probability of the 1st type error, the probability of the 2nd type...
Let X1, X2 be a sample of size 2 from the Gamma (Alpha=2, Lamba = 1/theta)...
Let X1, X2 be a sample of size 2 from the Gamma (Alpha=2, Lamba = 1/theta) distribution X1 = Gamma = x/(theta^2) e^(-x/theta) Derive the joint pdf of Y1=X1 and Y2 = X1+X2 Derive the conditional pdf of Y1 given Y2=y2. Can you name that conditional distribution? It might not have name
Let X1, X2 be a random sample of size 2 from the standard normal distribution N...
Let X1, X2 be a random sample of size 2 from the standard normal distribution N (0, 1). find the distribution of {min(X1, X2)}^2
Let X1, X2, X3 be a random sample of size 3 from a distribution that is...
Let X1, X2, X3 be a random sample of size 3 from a distribution that is Normal with mean 9 and variance 4. (a) Determine the probability that the maximum of X1; X2; X3 exceeds 12. (b) Determine the probability that the median of X1; X2; X3 less than 10. Please I need a solution that uses the pdf/CDF of the corresponding order statistics.
1) Let the random variables ? be the sum of independent Poisson distributed random variables, i.e.,...
1) Let the random variables ? be the sum of independent Poisson distributed random variables, i.e., ? = ∑ ? (top) ?=1(bottom) ?? , where ?? is Poisson distributed with mean ?? . (a) Find the moment generating function of ?? . (b) Derive the moment generating function of ?. (c) Hence, find the probability mass function of ?. 2)The moment generating function of the random variable X is given by ??(?) = exp{7(?^(?)) − 7} and that of ?...
Let X1, . . . , Xn be a random sample from a Poisson distribution. (a)...
Let X1, . . . , Xn be a random sample from a Poisson distribution. (a) Prove that Pn i=1 Xi is a sufficient statistic for λ. (b) The MLE for λ in a Poisson distribution is X. Use this fact and the result of part (a) to argue that the MLE is also a sufficient statistic for λ.
You are given that X1 and X2 are two independent and identically distributed random variables with...
You are given that X1 and X2 are two independent and identically distributed random variables with a Poisson distribution with mean 2. Let Y = max{X1, X2}. Find P(Y = 1).