MSDS Spring 2018

DATA 605 Fundamental of Computational Mathematics

Jiadi Li

Week 7 Discussion: Pg.250 Expected Value and Variance Ex.21

21.Let \(X\) be a random variable which is Poisson distributed with parameter \(\lambda\). Show that \(E(X)\)=\(\lambda\).
Hint: \(e^x\) = 1 + \(x\) + \(\frac{x^2}{2!}\) + \(\frac{x^3}{3!}\) + …

\(e^x\) = 1 + \(x\) + \(\frac{x^2}{2!}\) + \(\frac{x^3}{3!}\) + …


\(e^\lambda\) = \(\sum_{x=0}^{\infty}\frac{\lambda^x}{x!}\) = \(\sum_{x=1}^{\infty}\frac{\lambda^{x-1}}{(x-1)!}\)


\(E[X]\) = \(\sum_{x=0}^\infty x p(x)\)

= \(\sum_{x=0}^\infty x e^{-\lambda}\frac{\lambda ^x}{x!}\)


= \(e^{-\lambda}\sum_{x=0}^{\infty}x\frac{\lambda ^x}{x!}\)


= \(e^{-\lambda}\sum_{x=1}^{\infty}x\frac{\lambda ^x}{x!}\)


= \(e^{-\lambda}\sum_{x=1}^{\infty}\frac{\lambda ^x}{x-1!}\)


= \(e^{-\lambda}\sum_{x=1}^{\infty}\frac{\lambda ^{x-1}\lambda}{x-1!}\)


= \(e^{-\lambda}\lambda\sum_{x=1}^{\infty}\frac{\lambda ^{x-1}}{(x-1)!}\)


= \(e^{-\lambda}\lambda e^\lambda\)


= \(\lambda (e^{-\lambda})(e^{\lambda})\)


= \(\lambda\)