List questions from poisson-distribution

Published on 05 May 2026 - 12:18

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Mean and variance of a scaled Poisson random variable

Published on 29 Apr 2026 - 12:24

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Conditional expectation poisson distribution

Published on 04 May 2026 - 4:08

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Consistent estimator for Poisson distribution

Published on 03 May 2026 - 9:56

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Fitting Count Data with Poisson & NBD

Published on 10 May 2026 - 8:55

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How to prove that $P(X = x-1) \cdot P(X=x+1) \le (P(X=x))^2$ for a Poisson distribution

Published on 29 Apr 2026 - 12:23

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Expected value of geometric mean of Poisson random variables

Published on 29 Apr 2026 - 12:23

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Show $\mu$ is unbiased and find $\mathsf{Var}(\mu)$

Published on 04 May 2026 - 4:06

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$E[\min(X,2)]$ for$ X\sim Po(3)$

Published on 29 Apr 2026 - 12:24

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High risk probability

Published on 30 Apr 2026 - 9:21

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Coin toss Poisson approximation

Published on 29 Apr 2026 - 12:24

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Generalized Linear Mixed Model or Linear Mixed Effects Model?

Published on 29 Apr 2026 - 12:23

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If $X\sim \mathrm{Poisson}(\lambda)$ and $Y\mid X \sim \mathrm{Ber}(1-p^{X})$, what would be the distribution of $Y$?

Published on 29 Apr 2026 - 12:23

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To prove that $X(t) = N(t+L) - N(t) , L > 0$ is Covariance stationary given $\{N(t) | t \geq 0\}$ is a Poisson Process.

Published on 29 Apr 2026 - 12:16

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Probability of getting two events from a Poisson process, given a total of two events

Published on 03 May 2026 - 18:07

List Question

Given $X$ Poisson, and $f_{Y}(y\mid X = x)$, find $\mathbb{E}[X\mid Y]$

Mean and variance of a scaled Poisson random variable

Conditional expectation poisson distribution

Consistent estimator for Poisson distribution

Fitting Count Data with Poisson & NBD

How to prove that $P(X = x-1) \cdot P(X=x+1) \le (P(X=x))^2$ for a Poisson distribution

Expected value of geometric mean of Poisson random variables

Show $\mu$ is unbiased and find $\mathsf{Var}(\mu)$

$E[\min(X,2)]$ for$ X\sim Po(3)$

High risk probability

Coin toss Poisson approximation

Generalized Linear Mixed Model or Linear Mixed Effects Model?

If $X\sim \mathrm{Poisson}(\lambda)$ and $Y\mid X \sim \mathrm{Ber}(1-p^{X})$, what would be the distribution of $Y$?

To prove that $X(t) = N(t+L) - N(t) , L > 0$ is Covariance stationary given $\{N(t) | t \geq 0\}$ is a Poisson Process.

Probability of getting two events from a Poisson process, given a total of two events

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