Poisson variable w/ uni. dist. parameter

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SUMMARY

The discussion focuses on calculating the probability \(\mathbb{P}\{X \geq 3\}\) for a Poisson random variable \(X\) with parameter \(\lambda\) that follows a uniform distribution \(\lambda \sim Uni(0,5)\). The key equation used is \(\mathbb{P}\{X = k\}=\frac{\lambda^{k}e^{-\lambda}}{k!}\). To find \(\mathbb{P}\{X \geq 3\}\), the approach involves calculating \(\mathbb{P}\{X \leq 2\}\) and applying the relationship \(\mathbb{P}\{X \geq 3\} = 1 - \mathbb{P}\{X \leq 2\}\), while conditioning on the uniform distribution of \(\lambda\).

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Homework Statement


Let
[itex]X\sim Poi(\lambda)[/itex]
and assume
[itex]\lambda\sim Uni(0,5)[/itex]

Q: Find
[itex]\mathbb{P}\{X \geq 3\}[/itex]

Homework Equations


For a Poisson r.v. with parameter lambda,
[itex]\mathbb{P}\{X = k\}=\frac{\lambda^{k}e^{-\lambda}}{k!}[/itex]

and the probability that lambda is in the interval (0,5) is 1/5 and 0 otherwise.

The Attempt at a Solution



I know that I first need to write out P(X<=2) and use the fact that P(X>=3)=1 - P(X<=2). However, how do I use the fact that lambda is uniform over (0,5)? I can't seem to think about it correctly.
 
Last edited:
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Condition on [tex]\lambda[/tex].
 

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