Suppose X and Y are independent Poisson random variables,

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SUMMARY

The discussion focuses on the properties of independent Poisson random variables, specifically X and Y, both with a mean of 1. It establishes that the sum of independent Poisson variables, Z = X + Y, is also a Poisson variable with a mean of 2. The participants seek to calculate P(X+Y=4) and E[(X+Y)^2], emphasizing the need to utilize the mean and variance of Z for the second calculation.

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  • Understanding of Poisson distribution and its properties
  • Knowledge of the concept of independent random variables
  • Familiarity with expectation and variance calculations
  • Basic probability theory
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  • Study the properties of the Poisson distribution, particularly the sum of independent Poisson variables
  • Learn how to calculate probabilities using the Poisson probability mass function
  • Explore the derivation of the second moment E[(X+Y)^2] using mean and variance
  • Investigate applications of Poisson processes in real-world scenarios
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Students, statisticians, and data scientists who are working with Poisson distributions and require a deeper understanding of their properties and applications in probability theory.

TomJerry
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Suppose X and Y are independent Poisson random variables, each with mean 1, obtain
i) P(X+Y)=4
ii)E[(X+Y)^2]



I m trying to solve this problem but have difficulty starting ... If some one could give me a some pointers
 
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i)What do you know about the sum of independent Poisson variables? (Hint: It's also Poisson).
ii)Let Z=X+Y. How do you find E(Z^2) in terms of the mean and variance of Z, which you should know?
 

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