[問題] 機率論的問題

看板CFAiafeFSA (精算師/基金經理人/銀行家)作者 (鯨先生)時間16年前 (2009/12/16 16:24), 編輯推噓4(403)
留言7則, 7人參與, 最新討論串1/1
Let Xi has a Poisson distribution with the parameter londa(打不出來) Q: If we have n independent Poisson random variables Xi,i=1,2 ... n,and let Y= X1+X2+...+Xn, what is the distribution of Y ? -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 140.119.134.93

12/16 16:50, , 1F
用convolution公式X~P(λ1),Y~P(λ2)=>X+Y~P(λ1+λ2) ?
12/16 16:50, 1F

12/16 18:39, , 2F
用moment generating function~P(lambda加總)
12/16 18:39, 2F

12/16 18:42, , 3F
...
12/16 18:42, 3F

12/17 00:06, , 4F
maybe you should go to math board
12/17 00:06, 4F

12/18 10:30, , 5F
Y~Poisson(n入)
12/18 10:30, 5F

12/22 23:48, , 6F
這一般機率或統計的課本裡都有吧? 有的還寫成lemma?
12/22 23:48, 6F

12/27 15:44, , 7F
Random process 一堆啊
12/27 15:44, 7F
文章代碼(AID): #1BA9asV1 (CFAiafeFSA)
文章代碼(AID): #1BA9asV1 (CFAiafeFSA)