Poisson random variable

The Poisson discrete probability function with parameter λ>0 is given by


A random variableMathworldPlanetmath X with such a density has expectation, varianceMathworldPlanetmath, moment generating function and characteristic functionMathworldPlanetmathPlanetmathPlanetmathPlanetmath given by E[X]=λ, Var[X]=λ, MX(t)=eλ(et-1), and ϕX(t)=eλ(eit-1), respectively.

Title Poisson random variable
Canonical name PoissonRandomVariable
Date of creation 2013-03-22 11:54:03
Last modified on 2013-03-22 11:54:03
Owner Koro (127)
Last modified by Koro (127)
Numerical id 13
Author Koro (127)
Entry type Definition
Classification msc 62E15
Classification msc 92B05
Classification msc 92-01
Synonym Poisson distribution