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Show that Xis a Poisson random variable with parameter , then

EXn=E(X+1)n-1

Now use this result to compute EX3.

Short Answer

Expert verified

EX3=3+32+

Step by step solution

01

Step 1: Given information

Given in the question thatXis a Poisson random variable with parameter , then E[Xn]=E[(X+1)n1]. We need to find E[X3]

02

Step 2: Explanation

Using the theorem about the mean of function of random variable,

we have that

EXn=k=0knkk!e-=k=1knkk!e-=k=1knk-1k!e-

=k=1kn-1k-1(k-1)!e-=k=0(k+1)n-1kk!e-=E(X+1)n-1

which had to be proved. Using that, we have that

EX3=E(X+1)2=EX2+2X+1=EX2+2E(X)+1

Now, use that EX2=Var(X)+EX2=+2

and thatEX=,

so we have that the expression above is equal to

=+2+2+1=3+32+

03

Step 3:Final answer

EX3=3+32+

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