Kurtosis poisson

511 Views Asked by At

I am trying to find the kurtosis of the Poisson - I found

E(X 4)) = λ4 + 6λ3 + 7λ2 + λ`

The 4th central moment I calculated with the binomial expansion:

E(X 4)) - 4 E(X 3)) E(X) + 6E(X 2)) E(X)2 - 4E(X)E(X)3 + E(X)4

= λ4 + 6λ3 + 7λ2 + λ - 4λ(λ3 + 3λ2 + λ) + 6λ22 + λ) - 4λ4 + λ4

However, I got 4λ22 when dividing it with sigma4 - according to a solution I got I should be 1/λ.

1

There are 1 best solutions below

2
On

Your calculation of $\mathsf E[X^3]$ is not correct. Another answer derives it as

$$\mathsf E[X^3]=\lambda^3 + \color{red}3\lambda^2 + \lambda$$