What is the Probability Function for a Poisson Distributed Stochastic Variable?

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Homework Help Overview

The discussion revolves around the probability function of a Poisson distributed stochastic variable, specifically focusing on deriving probabilities related to the distribution. The original poster, Fred, is exploring how to express probabilities such as P(X ≥ 1) and P(X ≤ 2) using the Poisson probability function.

Discussion Character

  • Exploratory, Mathematical reasoning, Problem interpretation

Approaches and Questions Raised

  • Fred attempts to derive P(X ≥ 1) from the probability function and questions how to transition from P(X = 1) to P(X ≥ 1). He also inquires about showing P(X ≤ 2) using a similar approach when λ = 1.

Discussion Status

Participants have provided guidance on calculating P(X ≥ 1) by suggesting that it can be expressed as 1 - P(X = 0). Additionally, there is a discussion about calculating P(X ≤ 2) by summing individual probabilities for P(X = 0), P(X = 1), and P(X = 2). Fred has also introduced a two-dimensional discrete stochastic vector and questioned the support of its probability function.

Contextual Notes

Fred's questions indicate a need for clarity on the application of the Poisson distribution and its properties, particularly in transitioning between different probability expressions. There is mention of specific values and parameters, such as λ = 1 and a constant c = 5, which may influence the calculations discussed.

Mathman23
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Hi Guys
I have Propability function that has caused me some trouble.
X is a stochastic variable which is Poisson distributed with the parameter
[tex]\lambda > 0[/tex]
The Propability function is therefore:
[tex] P(X=x) = \left\{ \begin{array}{ll}<br /> \frac{{e^{- \lambda}{\lambda ^{x}}}}{{x!}} & \textrm{where} \ x \in (0,1,2,\ldots)&\\<br /> 0 & \textrm{other.}&\\<br /> \end{array} \right.[/tex]
I'm suppose to show
[tex]P(X \geq 1) = 1 - e^{- \lambda}[/tex]
(step1) I get by inserting into the top formula
[tex]P(X=1) = \lambda e ^ {- \lambda}[/tex]
My question is how do go from P(X=1) to [tex]P(X \geq 1)[/tex] ?
Sincerley
Fred
 
Last edited:
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G'day, Fred.

[tex]P(X \geq 1) = 1 - P(X = 0)[/tex]
 
Thanks Mate,

I have second question

If Lambda =1 then [tex]P(X \leq 2) = \frac{c e^{-1}}{2}[/tex]

where c = 5

Can I show that in a simular way like the first?

Best Regards
/Fred

Unco said:
G'day, Fred.

[tex]P(X \geq 1) = 1 - P(X = 0)[/tex]
 
Last edited:
It's similar in that

[tex]P(X\leq2) = P(X=0) + P(X=1) + P(X=2)[/tex]

Apply the formula for each term and add the fractions (as e-1= 1/e).
 
Okay thank You again

This function which now is a to-dimension discrete stochastic vector has the probability function [tex]p_{X,Y}[/tex]

[tex]P(X=x,Y=y) = \left\{ \begin{array}{ll}\frac{{c e^{- \lambda}{\lambda ^{x}}}}{{x!}} & \textrm{where} \ x \in (-2,-1,0,1) \ \textrm{and} \ \ y \in (0,1,\ldots)&\\<br /> 0 & \textrm{other.}&\\\end{array} \right.[/tex]

My question is that support [tex]supp \ p_{X,Y} = (-2,-1,0,1)[/tex]?

Best regards
Fred
 
Last edited:

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