# Variance homework

1. Jan 23, 2007

### EvLer

How do I approach finding variance of sample mean of Poisson distribution?
thanks.

2. Jan 23, 2007

3. Jan 23, 2007

### EvLer

I did: Var(X) = E(X2) - (E(X))2
the problem is that this is given for rv X, not X' or X-bar, that's where i get lost.
I know that last term is lambda2.
Actually what I need to find for this problem is E(X'2), i.e.
E(X'2) = Var(X') + lambda2

Last edited: Jan 23, 2007
4. Jan 23, 2007

### EvLer

ok, last question, pleeeease some one look i can't find much on this anywhere and the book does not say much... i don't have intuition for these things....
can I say that sample variance is sum(lambda)/n?
I found something that said sample variance is Sum(Var[X]) of whatever it is the RV divided by n....

Last edited: Jan 23, 2007
5. Jan 27, 2007

According to my old lecture notes, the sample variance for (X1, ..., Xn) is defined with $$\frac{1}{n} \sum_{i=1}^n(X_{i}-\overline{X})^2$$, where $$\overline{X} = \frac{1}{n}\sum_{i=1}^n X_{i}$$ , and, in your case X~P(lambda).