12.3 - Poisson Properties

12.3 - Poisson Properties

Just as we did for the other named discrete random variables we've studied, on this page, we present and verify four properties of a Poisson random variable.

Theorem

The probability mass function:

\(f(x)=\dfrac{e^{-\lambda} \lambda^x}{x!}\)

for a Poisson random variable \(X\) is a valid p.m.f.

Proof

Theorem

The moment generating function of a Poisson random variable \(X\) is:

\(M(t)=e^{\lambda(e^t-1)}\text{ for }-\infty<t<\infty\)

Proof

Theorem

The mean of a Poisson random variable \(X\) is \(\lambda\).

Proof

Theorem

The variance of a Poisson random variable \(X\) is \(\lambda\).

Proof


Legend
[1]Link
Has Tooltip/Popover
 Toggleable Visibility