Expectation of Poisson distr.: show var of X equals w

mooshupork34

Junior Member
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Oct 29, 2006
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The following was confusing me so any help would be greatly appreciated!

The expectation of a Poisson distribution E(X) is equal to the sum of k going from 1 to infinity of k * (w^k)/k! * e^-w, which equals we^-w * the sum of k going from 1 to infinity of w^(k-1) over (k-1)!, which equals w.

Show that the variance of X is also equal to w.
 
Use the definition. First find \(\displaystyle E(X^2)\) or \(\displaystyle E(X(X-1))\).
 
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