hates_math_but_loves_it
11-12-2005, 05:02 PM
I have a problem with proving certain aspects of probability, I can do it in abstract algebra and discrete math. I know it's the exact same concept. But could someone take a shot at these?
Let the moment generating function of X exist for –h < t < h. Consider the function R(t)=ln{M(t)}. Show that R''(0)= Var(x)
Let X1,X2,...Xn be independent random variables having the Poisson distribution with parameters ë1,ë2,...ën , respectively. Let Y=X1+X2+...+Xn. Show that the moment generating function of Y is that of a Poisson distribution with parameter ë1+ë2+...ën.
Just to let you know the "e's" with dots on them are lamda's.
If it was solve this equation or numbers were given to me I'd be alright.
Any help would be appreciated.
Thanks
Let the moment generating function of X exist for –h < t < h. Consider the function R(t)=ln{M(t)}. Show that R''(0)= Var(x)
Let X1,X2,...Xn be independent random variables having the Poisson distribution with parameters ë1,ë2,...ën , respectively. Let Y=X1+X2+...+Xn. Show that the moment generating function of Y is that of a Poisson distribution with parameter ë1+ë2+...ën.
Just to let you know the "e's" with dots on them are lamda's.
If it was solve this equation or numbers were given to me I'd be alright.
Any help would be appreciated.
Thanks