grandes-ecoles 2020 Q8

grandes-ecoles · France · centrale-maths2__pc Probability Generating Functions Explicit computation of a PGF or characteristic function

Let $\lambda > 0$. What is the characteristic function of a random variable following a Poisson distribution with parameter $\lambda$ ?

Let $\lambda > 0$. What is the characteristic function of a random variable following a Poisson distribution with parameter $\lambda$ ?