Can PMF and MGF Be Directly Summed for Poisson and Exponential Variables?

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Discussion Overview

The discussion revolves around the question of whether the probability mass function (PMF) and moment generating function (MGF) of Poisson and exponential random variables can be directly summed. Participants are trying to clarify the problem statement and explore potential distributions that could arise from such a summation.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant questions if part a) of the problem is simply the sum of the PMFs of the Poisson and exponential random variables.
  • Another participant expresses confusion about the problem statement, particularly regarding the identification of a distribution, suggesting possibilities like a gamma or geometric random variable.
  • A participant provides the PMF and MGF for the Poisson distributed number of customers arriving in a time T, indicating the mathematical expressions involved.
  • Expressions of gratitude are shared among participants, highlighting the supportive nature of the discussion.
  • One participant declines a suggestion to become a moderator, emphasizing a preference for contributing as a helper rather than taking on a formal role.

Areas of Agreement / Disagreement

Participants express varying levels of understanding regarding the clarity of the problem statement. There is no consensus on how to approach the summation of PMFs and MGFs or on the identification of the resulting distribution.

Contextual Notes

The discussion reflects uncertainty about the problem's requirements and the implications of summing the PMFs and MGFs, with no resolution on these points.

Who May Find This Useful

Individuals interested in probability theory, particularly those studying Poisson and exponential distributions, may find this discussion relevant.

nacho-man
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is part a) simply the sum of the PMFs of the poisson and exponential random variables we are given?

I can't quite make sense of this question. Where it says "identify a distribution..."
is it looking for us to say something like a gamma random variable or a geometric random variable etc?

thank you!
 

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nacho said:
is part a) simply the sum of the PMFs of the poisson and exponential random variables we are given?

I can't quite make sense of this question. Where it says "identify a distribution..."
is it looking for us to say something like a gamma random variable or a geometric random variable etc?

thank you!

The statement of the problem is not clear at 100 x 100, but what I undestand is the PMF and MGF of the number N of customers arriving in a time T. N is Poisson distributed so that the PMF is... $\displaystyle P \{ N = n \} = \frac{(\beta\ T)^{n}}{n!}\ e^{- \beta\ T}\ (1)$ ... and the MGF is... $\displaystyle E \{ e^{N\ t}\} = \sum_{n=0}^{\infty} P \{N = n\}\ e^{n\ t} = e^{\beta\ T\ (e^t-1)}\ (2)$

Kind regards

$\chi$ $\sigma$
 
chisigma, a million thank yous are not enough to express my gratitude for you.

someone make this man a mod, he is legendary.

i am also happy that you also thought the question wasn't clear, that gives me some confidence :)

Thanks again, this is enough to get me started on the rest !
 
nacho said:
... someone make this man a mod, he is legendary...

Thank for Your compliments!... regarding the 'moderation' I consider myself totally unable to cover the role of moderator because I think that, in a family of people with the ideal to promote the mathematical knowledge, the figure of moderator shouldn't be necessary. For that reason I prefer to remain 'site helper' and to continue to do my best possible to MHB...

Kind regards

$\chi$ $\sigma$
 

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