Finding the Joint PMF of Two Independent Poisson Random Variables

  • Thread starter chili237
  • Start date
  • Tags
    Joint
The summary of the conversation is: In summary, the joint probability mass function for two independent random variables can be found by multiplying their individual probability mass functions. However, when dealing with dependent variables such as X+Y, the process can become more complicated and may require additional considerations.
  • #1
chili237
3
0

Homework Statement



X~Pois(λ)=> px(k)=eλk/k!

Y~Pois(μ)=> py(k)=eμk/k!

Find pX,X+Y(k,n)=P(X=k, X+Y=n)

Homework Equations


...I know the pmf for X+Y ~ Pois(λ+μ)

The Attempt at a Solution


As I understand the joint pmf for two independent random variables would be the product of the two individual pmfs. However as X+Y is dependent on X I got really stuck trying to think about this one and how to set it up.

Any help would be great. Thanks :)
 
Physics news on Phys.org
  • #2
If X=k and X+Y=n then Y=?
 

1. What is a joint pmf?

A joint pmf, or probability mass function, is a mathematical function that assigns probabilities to each possible combination of values for two or more random variables. In the context of "Find joint pmf of X and X+Y", the joint pmf represents the probabilities for the sum of two random variables, X and Y.

2. How do I find the joint pmf of X and X+Y?

To find the joint pmf of X and X+Y, you will need to know the individual pmfs of X and Y, as well as the relationship between X and Y (in this case, X+Y). You can then use the joint pmf formula, which involves multiplying the individual pmfs for each combination of values.

3. Can the joint pmf of X and X+Y be represented graphically?

Yes, the joint pmf of X and X+Y can be represented graphically in a two-dimensional plot, where the x-axis represents the values for X and the y-axis represents the values for X+Y. Each point on the plot represents a specific combination of values and the height of the point represents the probability of that combination occurring.

4. What is the importance of calculating the joint pmf of X and X+Y?

Calculating the joint pmf of X and X+Y can provide important insights into the relationship between these two random variables. It can also be used to calculate other useful statistics, such as the expected value and variance of X+Y. Additionally, it can be used to make predictions and decisions based on the probabilities of different combinations of values.

5. Can the joint pmf of X and X+Y be used for continuous random variables?

No, the joint pmf formula is only applicable for discrete random variables. For continuous random variables, the joint probability density function (pdf) is used instead. The concept is similar, but the formula and calculations are different.

Similar threads

  • Calculus and Beyond Homework Help
Replies
2
Views
3K
  • Calculus and Beyond Homework Help
Replies
6
Views
1K
  • Calculus and Beyond Homework Help
Replies
2
Views
993
  • Calculus and Beyond Homework Help
Replies
1
Views
733
  • Set Theory, Logic, Probability, Statistics
Replies
10
Views
1K
  • Calculus and Beyond Homework Help
Replies
6
Views
2K
  • Calculus and Beyond Homework Help
Replies
1
Views
4K
  • Calculus and Beyond Homework Help
Replies
11
Views
2K
  • Calculus and Beyond Homework Help
Replies
2
Views
2K
  • Set Theory, Logic, Probability, Statistics
Replies
30
Views
2K
Back
Top