In a factory there are two machines making clothes. Each machine makes mistakes, for the first one $\lambda = 0,2$ and for the second one $\lambda = 0,5$. Let's suppose that there were two defects on the dress we have bought. What is the probability that the dress was made by the first machine?
Of course I would be happy for a solution, but I don't even understand this exercise. Can someone help me with some explanation what is this exercise is about?
This is a typical Bayes' theorem question: if you knew which machine made it, you would know the probability of two defects, and now you know that there were two defects and you want to invert to try to guess which machine made it. Bayes' theorem is usually stated as
$$P(A \mid B)= \frac{P(B \mid A)P(A)}{P(B \mid A) P(A) + P(B \mid A^c) P(A^c)}.$$
So take $A$ to be the event that the first machine made the dress and $B$ to be the event of there being two defects.
The ingredients you need now are $P(B \mid A),P(B \mid A^c)$ and $P(A)$ (and $P(A^c)$ but that is trivially determined from $P(A)$). The first two numbers are known from the Poisson distribution. The last number "really" has a prior distribution which can't "really" be determined out of context (since nothing was given about it). However, the "naive prior" has $P(A)=1/2$ (you assume the machine was chosen uniformly at random). That is probably what the author of the question expects you to use.