Prove Corollary 5.9.2.
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Textbook Solutions for Probability and Statistics
Question
Suppose that the random variables X1,...,Xk are independent and that Xi has the Poisson distribution with mean i (i = 1, . . . , k). Show that for each fixed positive integer n, the conditional distribution of the random vector X = (X1,...,Xk), given that k i=1 Xi = n, is the multinomial distribution with parameters n and p = (p1,...,pk), where pi = i k j=1 j
Solution
The first step in solving 5.9 problem number 7 trying to solve the problem we have to refer to the textbook question: Suppose that the random variables X1,...,Xk are independent and that Xi has the Poisson distribution with mean i (i = 1, . . . , k). Show that for each fixed positive integer n, the conditional distribution of the random vector X = (X1,...,Xk), given that k i=1 Xi = n, is the multinomial distribution with parameters n and p = (p1,...,pk), where pi = i k j=1 j
From the textbook chapter Special Distributions you will find a few key concepts needed to solve this.
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