Probability-Moments and Cumulants (ISS Statistics Paper I (Old Subjective Pattern)): Questions 1 - 1 of 1

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Question number: 1

» Probability » Moments and Cumulants

Appeared in Year: 2013

Essay Question▾

Describe in Detail

Compute the factorial moments µ (r) and the cumulants k r, r = 1, 2, …. . , of Poisson distribution with parameter m.

Explanation

Let X follows Poisson distribution with parameter m. The density function is

fX(x)=emmxx!

The r th factorial moment of Poisson distribution is

E[X(r)]=E[X(X1)… (306 more words) …

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