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機率論的問題 - 金融分析師

Vanessa avatarVanessa · 2009-12-16

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Let Xi has a Poisson distribution with the parameter londa(打不出來)

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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All Comments

Frederica avatarFrederica2009-12-20
用convolution公式X~P(λ1),Y~P(λ2)=>X+Y~P(λ1+λ2) ?
Christine avatarChristine2009-12-25
用moment generating function~P(lambda加總)
Rosalind avatarRosalind2009-12-28
...
Eartha avatarEartha2009-12-29
maybe you should go to math board
Barb Cronin avatarBarb Cronin2010-01-02
Y~Poisson(n入)
Yuri avatarYuri2010-01-03
這一般機率或統計的課本裡都有吧? 有的還寫成lemma?
Robert avatarRobert2010-01-08
Random process 一堆啊