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Let Xbe a Poisson random variable with parameter λ. Show that PX=iincreases monotonically and then decreases monotonically asiincreases, reaching its maximum when iis the largest integer not exceeding λ.

Hint: Consider PX=i/PX=i−1.

Short Answer

Expert verified

P(X=i)P(X=i-1)=λi

Step by step solution

01

Given information

Given in the question that let Xbe a Poisson random variable with parameter λ.

02

Step 2:Explanation

Consider the fraction P(X=i)P(X=i-1)for some i≥1We have that

P(X-i)P(X-i-1)=λii!e-λλi-1(i-1)!e-λ=λi

for i≤λthis fraction is greater than or equal to one. so,that means that on this interval we have that PMF is strictly increasing on the other hand, for i>λthis fraction is strictly smaller than 1. that means that on that interval PMF is strictly increasing,

Hence, we have proved the claimed

03

Step 3:Final answer

P(X=i)P(X=i-1)=λi

For i≤λ, this fraction is greater or equal to one, so that means that on this interval we have that PMF is strictly increasing. On the other hand, fori>λ, this fraction is strictly smaller than 1, so that means that on that interval PMF is strictly decreasing..

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