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Joint Distribution Question

  1. Aug 22, 2006 #1
    Hi,

    I have a situation where there are N random events. These events can be from either one of two sources, one with a binomial distribution, the other with a Poisson distribution. The events do not provide any evidence of their origin, either distribution could be responsible for creating the event.

    The question is, how do I calculate the probability that there will be N events given the parameters for both distributions?
     
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  3. Aug 22, 2006 #2

    Hurkyl

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    Your statement of the problem is a little unclear. But I suspect the answer is "add up the odds of all possible ways it could happen".
     
  4. Aug 22, 2006 #3
    Well, basically each distribution pops out a random number of events, and these events are then observed as a total number of events. Looking at a particular event, I cannot tell if it originates from the binomial or the Poisson distribution.

    So I guess what you're saying is, the probability of measuring say, 3 events, is:

    P_1(0) * P_2(3) + P_1(1) * P_2(2) + P_1(2) * P_2(1) + P_1(3) * P_2(0)

    Correct?
     
  5. Aug 22, 2006 #4

    Hurkyl

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    In other words, you're just looking at the sum of two independent random variables?


    Sounds reasonable.
     
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