Let $X$ be a non-negative random variable with $ P_X(n)=P(X=n)=A\frac{k^n}{n!},\quad n\in\mathbb N,\;n\geq 0. $ How do I find $A$ and $k$ if I know that $E[X]=a$?
Finding parameters of a discrete random variable given its mean
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probability
probability-distributions
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1very very much , is correct – 2012-12-11
1 Answers
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This is a Poisson distribution. The answer is $A=\exp(-a)$.
Notice that because $P_X$ is a probability mass function, then \begin{eqnarray*} 1 & = & \sum_{n = 0}^{\infty} P_X \left( n \right)\\ & = & A \sum_{n = 0}^{\infty} \frac{k^n}{n!}\\ & = & A \exp \left( k \right) \end{eqnarray*} Therefore, $A = \exp(- k)$. (here we used the series expansion of the exponential function.)
It is also known that $E[X]=k$. (the mean of the Poisson distribution is equal to its parameter.)
Finally $k=a$.