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Poisson Random Variable

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ProbabilityStochasticProcesses

Poisson RV

A discrete RV XX with range X={1,}\mathscr{X}=\{1,\cdots\} is called a Poisson random variable with parameter λ>0\lambda>0 if its pmf is given by p(i)=eλλii!p(i)=\frac{e^{-\lambda}\lambda^i}{i!} For RV X\mboxPoisson(λ)X\sim \mbox{Poisson}(\lambda)E[X]=λVar(X)=λ\begin{align*} E[X]&=\lambda\\ Var(X)&=\lambda \end{align*}

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