View Full Version : Poisson distribution
Rup
February 15th 2006, 05:14 AM
Let X1 and X2 form a random sample of a Poisson distribution. The Poisson distribution has a mean of 1. If Y= min(X1,X2), then P(Y=1)=? Ans: (2e-3)/e^2
The first step is
P(Y=1)= P(X1=1)intersection(X2>=1) + P(X2=1)intersection(X1>=2)
I am not really getting X1 >=2
Can anybody explain?
Thanks
Ken
February 15th 2006, 07:07 AM
Not sure what your question is. Are you not sure why it's X1>=2 or not sure how to calculate it?
If it was X1>=1, you would be double counting the situation where (X,Y)=(1,1)
P(X1>=2)=1-P(X=0)-P(X=1)
amark82
February 15th 2006, 10:09 AM
Someone posted with this exact same problem a few days back
http://www.actuary.com/actuarial-discussion-forum/showthread.php?t=1362
mallkins
February 15th 2006, 02:38 PM
Let X1 and X2 form a random sample of a Poisson distribution. The Poisson distribution has a mean of 1. If Y= min(X1,X2), then P(Y=1)=? Ans: (2e-3)/e^2
The first step is
P(Y=1)= P(X1=1)intersection(X2>=1) + P(X2=1)intersection(X1>=2)
I am not really getting X1 >=2
Can anybody explain?
Thanks
In the original question, is it stating that X1 and X2 are both greater than zero? If not then surely in the P(Y=1)= P(X1=1)intersection(X2>=1) + P(X2=1)intersection(X1>=2) the X1 and X2 equal to zero are not accounted for.
Ken
February 15th 2006, 02:56 PM
In the original question, is it stating that X1 and X2 are both greater than zero? If not then surely in the P(Y=1)= P(X1=1)intersection(X2>=1) + P(X2=1)intersection(X1>=2) the X1 and X2 equal to zero are not accounted for.
The problem states Y = min(X1, X2) so for Y to be equal to 1, X1 and X2 have to be both greater than zero.
Rup
February 15th 2006, 05:03 PM
I think I got my answer. It is making sense.Thank you all!
Powered by vBulletin™ Version 4.1.3 Copyright © 2013 vBulletin Solutions, Inc. All rights reserved.