Thursday, 4 August 2016

statistics - Sum in Probability sumin=knftyfrac(lambdacdots)nn!elambdasbinomnnkpnk(1p)k




I am trying to evaluate a sum consisting of a possion distribution, multiplied by a binomial distribution. I already know by the power of maple that




n=k(λs)nn!eλs(nnk)pnk(1p)k=(sλ)kesλk!(1p)kesλp




Where the answer also could be written as Pr(sλ)(1p)kesλp.
My guess is that I have to split the sum into [k,)=[0,)[0,k1].

Also the sum reminds me of one of the definitions of e, and the binomial formula
ex=kxkk! ,(x+y)n=k(nk)xnkyk
Where both sums goes from 0 to . However I am not quite able to see how to use this to evalutate the sum. Any help or advice is greatly appreaciated.



For the curious I am trying to solve 6b from here, it should be
P(Y=k)=n=kP(Y=kN=n)=(sλ)kesλk!(1p)kesλp


Answer



Factoring the term (λs)keλs1k!(1p)k which is independent of n, one is left with the series

(λs)keλs1k!(1p)kn
You might want to finish, identifying the last sum...


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