- #1
user366312
Gold Member
- 88
- 3
Can anyone kindly tell me how I can derive a Probability Generating Function of Poisson Distribution for ##X+Y## where ##X## and ##Y## are independent?
I know that PGF for a single variate Poisson Distribution is: ##G(t) = e^{-\lambda (1-t)}##.
Then how can I derive a PGF for the same?
Is it: ##G(t) = e^{-(\lambda_X + \lambda_Y)(1-t)}## ?
Why or why not?
I know that PGF for a single variate Poisson Distribution is: ##G(t) = e^{-\lambda (1-t)}##.
Then how can I derive a PGF for the same?
Is it: ##G(t) = e^{-(\lambda_X + \lambda_Y)(1-t)}## ?
Why or why not?
Last edited: