作者itsuptoyou (鲸先生)
看板CFAiafeFSA
标题[问题] 机率论的问题
时间Wed Dec 16 16:24:20 2009
Let Xi has a Poisson distribution with the parameter londa(打不出来)
Q: If we have n independent Poisson random variables Xi,i=1,2 ... n,and let
Y= X1+X2+...+Xn, what is the distribution of Y ?
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1F：推 gee9dong9:用convolution公式X~P(λ1),Y~P(λ2)=>X+Y~P(λ1+λ2) ? 12/16 16:50
2F：推 linpotso:用moment generating function~P(lambda加总) 12/16 18:39
3F：→ humanspider:... 12/16 18:42
4F：推 hanabiz:maybe you should go to math board 12/17 00:06
5F：→ maniac628:Y~Poisson(n入) 12/18 10:30
6F：→ gentles:这一般机率或统计的课本里都有吧? 有的还写成lemma? 12/22 23:48
7F：推 B1:Random process 一堆啊 12/27 15:44