Compute $ P(X_i | sum X_i = 45) $ where $ X_i sim mathrm{Pois}$Independence of Poisson random variables...
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Compute $ P(X_i | sum X_i = 45) $ where $ X_i sim mathrm{Pois}$
Independence of Poisson random variables coming from Poisson samplingContradiction when applying CLT to Poisson random variables?A sum of a random number of Poisson random variablesConditional Distribution $X_1sim {rm Poi}(mu_1)mid sum X_i$Binomial and Poisson DistributionsConverse statements for convolutions of probability distributionsShow that $(X_1 mid X_1 + X_2 + dots + X_k)$ has binomial distribution, where $X_i$ has Poisson distribution $lambda_i$Compute $ P{X_1 = 3 | X = 10 } $, $ X sim Pois(10) $$ X_i $ is discrete random variable, Compute $ sum X_i = 97 $Marginal distribution of $X$ when $X|m sim Pois(m)$ and $M sim Gamma (2,1) $
$begingroup$
Let $ X_i sim mathrm{Pois}(10) $ be independent random variables $ i = 1, 2,3,4,5 $ .
What is the probability of $ X_1 = 9 $ given $ sum X_i = 45 $
now $ sum X_i sim mathrm{Pois}(50) $ and so I thought
$$ P(X_1 = 9 | sum_{i=1}^5 X_i = 45 ) = P(X_1 =9 | sum_{i=2}^5X_i = 36) = frac{P(X_1 =9 , sum_{i=2}^5 X_i = 36)}{sum_{i=1}^5 X_i = 45 } = frac{e^{-5}cdot frac{5^9}{9!}cdot e^{-40}cdotfrac{40^{36}}{36!}}{e^{-50}cdotfrac{50^{45}}{45!}} = frac{0.03626 cdot 0.053939}{0.0458} = 0.04269 $$
But apparently that is wrong and the solution is using binomial distribution with parameters $ n = 45, p = 1/5 $ and final answer is $ 0.14724 $
Is there anyway I can solve it with the Poisson distribution?
probability poisson-distribution
$endgroup$
|
show 4 more comments
$begingroup$
Let $ X_i sim mathrm{Pois}(10) $ be independent random variables $ i = 1, 2,3,4,5 $ .
What is the probability of $ X_1 = 9 $ given $ sum X_i = 45 $
now $ sum X_i sim mathrm{Pois}(50) $ and so I thought
$$ P(X_1 = 9 | sum_{i=1}^5 X_i = 45 ) = P(X_1 =9 | sum_{i=2}^5X_i = 36) = frac{P(X_1 =9 , sum_{i=2}^5 X_i = 36)}{sum_{i=1}^5 X_i = 45 } = frac{e^{-5}cdot frac{5^9}{9!}cdot e^{-40}cdotfrac{40^{36}}{36!}}{e^{-50}cdotfrac{50^{45}}{45!}} = frac{0.03626 cdot 0.053939}{0.0458} = 0.04269 $$
But apparently that is wrong and the solution is using binomial distribution with parameters $ n = 45, p = 1/5 $ and final answer is $ 0.14724 $
Is there anyway I can solve it with the Poisson distribution?
probability poisson-distribution
$endgroup$
$begingroup$
You can't change the condition to $sumlimits_{i=2}^{5}X_i = 36$. However, it is true that $$Pleft(X_1 = 9, Bigg{lvert},sumlimits_{i=1}^{5}X_i = 45right) =color{blue}{frac{Pleft(X_1 = 9, sumlimits_{i=2}^{5}X_i = 36 right)}{Pleft(sumlimits_{i=1}^{5}X_i = 45right)}}$$ (this is different to $Pleft(X_1 = 9,Bigg{lvert} ,sumlimits_{i=2}^{5}X_i = 36right)$). What did you get when you tried to calculate that ratio of probabilities?
$endgroup$
– Minus One-Twelfth
Mar 19 at 23:58
$begingroup$
Thanks for the answer! I got $ 0.0427 $
$endgroup$
– bm1125
Mar 20 at 0:05
1
$begingroup$
Maybe show us your working out that led to that answer? That way we can see if there was anything wrong with it.
$endgroup$
– Minus One-Twelfth
Mar 20 at 0:06
1
$begingroup$
Note that $5times 5 =25$, not $50$.
$endgroup$
– Minus One-Twelfth
Mar 20 at 0:14
1
$begingroup$
OK, well, that changes your calculations, doesn't it?
$endgroup$
– Gerry Myerson
Mar 20 at 0:16
|
show 4 more comments
$begingroup$
Let $ X_i sim mathrm{Pois}(10) $ be independent random variables $ i = 1, 2,3,4,5 $ .
What is the probability of $ X_1 = 9 $ given $ sum X_i = 45 $
now $ sum X_i sim mathrm{Pois}(50) $ and so I thought
$$ P(X_1 = 9 | sum_{i=1}^5 X_i = 45 ) = P(X_1 =9 | sum_{i=2}^5X_i = 36) = frac{P(X_1 =9 , sum_{i=2}^5 X_i = 36)}{sum_{i=1}^5 X_i = 45 } = frac{e^{-5}cdot frac{5^9}{9!}cdot e^{-40}cdotfrac{40^{36}}{36!}}{e^{-50}cdotfrac{50^{45}}{45!}} = frac{0.03626 cdot 0.053939}{0.0458} = 0.04269 $$
But apparently that is wrong and the solution is using binomial distribution with parameters $ n = 45, p = 1/5 $ and final answer is $ 0.14724 $
Is there anyway I can solve it with the Poisson distribution?
probability poisson-distribution
$endgroup$
Let $ X_i sim mathrm{Pois}(10) $ be independent random variables $ i = 1, 2,3,4,5 $ .
What is the probability of $ X_1 = 9 $ given $ sum X_i = 45 $
now $ sum X_i sim mathrm{Pois}(50) $ and so I thought
$$ P(X_1 = 9 | sum_{i=1}^5 X_i = 45 ) = P(X_1 =9 | sum_{i=2}^5X_i = 36) = frac{P(X_1 =9 , sum_{i=2}^5 X_i = 36)}{sum_{i=1}^5 X_i = 45 } = frac{e^{-5}cdot frac{5^9}{9!}cdot e^{-40}cdotfrac{40^{36}}{36!}}{e^{-50}cdotfrac{50^{45}}{45!}} = frac{0.03626 cdot 0.053939}{0.0458} = 0.04269 $$
But apparently that is wrong and the solution is using binomial distribution with parameters $ n = 45, p = 1/5 $ and final answer is $ 0.14724 $
Is there anyway I can solve it with the Poisson distribution?
probability poisson-distribution
probability poisson-distribution
edited Mar 20 at 0:14
bm1125
asked Mar 19 at 23:51
bm1125bm1125
68516
68516
$begingroup$
You can't change the condition to $sumlimits_{i=2}^{5}X_i = 36$. However, it is true that $$Pleft(X_1 = 9, Bigg{lvert},sumlimits_{i=1}^{5}X_i = 45right) =color{blue}{frac{Pleft(X_1 = 9, sumlimits_{i=2}^{5}X_i = 36 right)}{Pleft(sumlimits_{i=1}^{5}X_i = 45right)}}$$ (this is different to $Pleft(X_1 = 9,Bigg{lvert} ,sumlimits_{i=2}^{5}X_i = 36right)$). What did you get when you tried to calculate that ratio of probabilities?
$endgroup$
– Minus One-Twelfth
Mar 19 at 23:58
$begingroup$
Thanks for the answer! I got $ 0.0427 $
$endgroup$
– bm1125
Mar 20 at 0:05
1
$begingroup$
Maybe show us your working out that led to that answer? That way we can see if there was anything wrong with it.
$endgroup$
– Minus One-Twelfth
Mar 20 at 0:06
1
$begingroup$
Note that $5times 5 =25$, not $50$.
$endgroup$
– Minus One-Twelfth
Mar 20 at 0:14
1
$begingroup$
OK, well, that changes your calculations, doesn't it?
$endgroup$
– Gerry Myerson
Mar 20 at 0:16
|
show 4 more comments
$begingroup$
You can't change the condition to $sumlimits_{i=2}^{5}X_i = 36$. However, it is true that $$Pleft(X_1 = 9, Bigg{lvert},sumlimits_{i=1}^{5}X_i = 45right) =color{blue}{frac{Pleft(X_1 = 9, sumlimits_{i=2}^{5}X_i = 36 right)}{Pleft(sumlimits_{i=1}^{5}X_i = 45right)}}$$ (this is different to $Pleft(X_1 = 9,Bigg{lvert} ,sumlimits_{i=2}^{5}X_i = 36right)$). What did you get when you tried to calculate that ratio of probabilities?
$endgroup$
– Minus One-Twelfth
Mar 19 at 23:58
$begingroup$
Thanks for the answer! I got $ 0.0427 $
$endgroup$
– bm1125
Mar 20 at 0:05
1
$begingroup$
Maybe show us your working out that led to that answer? That way we can see if there was anything wrong with it.
$endgroup$
– Minus One-Twelfth
Mar 20 at 0:06
1
$begingroup$
Note that $5times 5 =25$, not $50$.
$endgroup$
– Minus One-Twelfth
Mar 20 at 0:14
1
$begingroup$
OK, well, that changes your calculations, doesn't it?
$endgroup$
– Gerry Myerson
Mar 20 at 0:16
$begingroup$
You can't change the condition to $sumlimits_{i=2}^{5}X_i = 36$. However, it is true that $$Pleft(X_1 = 9, Bigg{lvert},sumlimits_{i=1}^{5}X_i = 45right) =color{blue}{frac{Pleft(X_1 = 9, sumlimits_{i=2}^{5}X_i = 36 right)}{Pleft(sumlimits_{i=1}^{5}X_i = 45right)}}$$ (this is different to $Pleft(X_1 = 9,Bigg{lvert} ,sumlimits_{i=2}^{5}X_i = 36right)$). What did you get when you tried to calculate that ratio of probabilities?
$endgroup$
– Minus One-Twelfth
Mar 19 at 23:58
$begingroup$
You can't change the condition to $sumlimits_{i=2}^{5}X_i = 36$. However, it is true that $$Pleft(X_1 = 9, Bigg{lvert},sumlimits_{i=1}^{5}X_i = 45right) =color{blue}{frac{Pleft(X_1 = 9, sumlimits_{i=2}^{5}X_i = 36 right)}{Pleft(sumlimits_{i=1}^{5}X_i = 45right)}}$$ (this is different to $Pleft(X_1 = 9,Bigg{lvert} ,sumlimits_{i=2}^{5}X_i = 36right)$). What did you get when you tried to calculate that ratio of probabilities?
$endgroup$
– Minus One-Twelfth
Mar 19 at 23:58
$begingroup$
Thanks for the answer! I got $ 0.0427 $
$endgroup$
– bm1125
Mar 20 at 0:05
$begingroup$
Thanks for the answer! I got $ 0.0427 $
$endgroup$
– bm1125
Mar 20 at 0:05
1
1
$begingroup$
Maybe show us your working out that led to that answer? That way we can see if there was anything wrong with it.
$endgroup$
– Minus One-Twelfth
Mar 20 at 0:06
$begingroup$
Maybe show us your working out that led to that answer? That way we can see if there was anything wrong with it.
$endgroup$
– Minus One-Twelfth
Mar 20 at 0:06
1
1
$begingroup$
Note that $5times 5 =25$, not $50$.
$endgroup$
– Minus One-Twelfth
Mar 20 at 0:14
$begingroup$
Note that $5times 5 =25$, not $50$.
$endgroup$
– Minus One-Twelfth
Mar 20 at 0:14
1
1
$begingroup$
OK, well, that changes your calculations, doesn't it?
$endgroup$
– Gerry Myerson
Mar 20 at 0:16
$begingroup$
OK, well, that changes your calculations, doesn't it?
$endgroup$
– Gerry Myerson
Mar 20 at 0:16
|
show 4 more comments
2 Answers
2
active
oldest
votes
$begingroup$
It is because the sum of independent Poisson random variables is a Poisson random variables whose mean is the sum of their means, and all $X_i$ are independent Poisson random variables whose mean is $10$, that we have the following.
$$X_1simmathcal{Pois}(10)\sum_{i=2}^5X_isimmathcal{Pois}(40)\sum_{i=1}^5X_isimmathcal{Pois}(50)$$
(Emphasis because the fact of independence is crucial to this solution.)
Also, if we define $Y_lambdasimmathcal {Pois}(lambda)$ then we have $~mathsf P(Y_lambda{=}y)~=~dfrac{lambda^ymathsf e^lambda}{y!}mathbf 1_{yinBbb N}$, and we can use this to ensure we are substituting the correct values.
So, therefore, we get the following.
$$begin{align}mathsf P(X_1{=}9mid sum_{i=1}^5X_i{=}45)&=dfrac{mathsf P(X_1{=}9)cdotmathsf P(sum_{i=2}^5 X_i{=}36)}{mathsf P(sum_{i=1}^5 X_i{=}45)}\[1ex]&=dfrac{mathsf P(Y_{10}{=}9)cdotmathsf P(Y_{40}{=}36)}{mathsf P(Y_{50}{=}45)}\[1ex]&=dfrac{dfrac{10^9mathsf e^{10}}{9!}cdotdfrac{40^{36}mathsf e^{40}}{36!}}{dfrac{50^{45}mathsf e^{50}}{45!}}\[1ex]&=dbinom{45}9 dfrac{10^9cdot 40^{36}}{50^{45}}end{align}$$
Which is where the binomial distribution comes from.
[The count of point events which occur in one among several independent Poisson processes has a conditionally binomial distribution when given the total count of events that occur among all of them, with success rate equal to the ratio of the sums of the Poisson rate parameters (favored versus total).]
$endgroup$
add a comment |
$begingroup$
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3][]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2][]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3][]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
Let $ds{mc{P}pars{lambda,n} = {expo{-lambda}lambda^{n} over n!}}$.
begin{align}
&bbox[10px,#ffd]{sum_{x_{1} = 0}^{infty}mc{P}pars{lambda,x_{1}}
!!sum_{x_{2} = 0}^{infty}mc{P}pars{lambda,x_{2}}
!!sum_{x_{3} = 0}^{infty}mc{P}pars{lambda,x_{3}}
!!sum_{x_{4} = 0}^{infty}mc{P}pars{lambda,x_{4}}
!!sum_{x_{5} = 0}^{infty}mc{P}pars{lambda,x_{5}}}
times
\[2mm] & bracks{x_{1} = 9}
bracks{z^{45}}! z^{sum_{i = 1}^{5}x_{i}}
\[5mm] = &
mc{P}pars{lambda,9}bracks{z^{45}}z^{9}
bracks{sum_{x = 0}^{infty}mc{P}pars{x}z^{x}}^{4} =
mc{P}pars{lambda,9}bracks{z^{36}}
bracks{sum_{x = 0}^{infty}{expo{-lambda}lambda^{x} over x!}z^{x}}^{4}
\[5mm] = &
mc{P}pars{lambda,9}expo{-4lambda}bracks{z^{36}}
bracks{sum_{x = 0}^{infty}{pars{lambda z}^{x} over x!}}^{4} =
mc{P}pars{lambda,9}expo{-4lambda}bracks{z^{36}}
expo{4lambda z}
\[5mm] = &
mc{P}pars{lambda,9}expo{-4lambda}{pars{4lambda}^{36} over 36!} =
{expo{-lambda}lambda^{9} over 9!}expo{-4lambda}{4^{36}lambda^{36} over 36!}
\[5mm] = &
bbx{{4^{36} over 9!, 36!}
,expo{-5lambda}lambda^{45}}
end{align}
$ds{lambda = 10 implies approx 6.7474 times 10^{-3}}$.
$endgroup$
1
$begingroup$
Unfortunately, OP just edited the question, and wants Pois(10), not Pois(5).
$endgroup$
– Gerry Myerson
Mar 20 at 0:17
2
$begingroup$
$Hugeleft)smileright($
$endgroup$
– Felix Marin
Mar 20 at 0:20
add a comment |
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2 Answers
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active
oldest
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2 Answers
2
active
oldest
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active
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active
oldest
votes
$begingroup$
It is because the sum of independent Poisson random variables is a Poisson random variables whose mean is the sum of their means, and all $X_i$ are independent Poisson random variables whose mean is $10$, that we have the following.
$$X_1simmathcal{Pois}(10)\sum_{i=2}^5X_isimmathcal{Pois}(40)\sum_{i=1}^5X_isimmathcal{Pois}(50)$$
(Emphasis because the fact of independence is crucial to this solution.)
Also, if we define $Y_lambdasimmathcal {Pois}(lambda)$ then we have $~mathsf P(Y_lambda{=}y)~=~dfrac{lambda^ymathsf e^lambda}{y!}mathbf 1_{yinBbb N}$, and we can use this to ensure we are substituting the correct values.
So, therefore, we get the following.
$$begin{align}mathsf P(X_1{=}9mid sum_{i=1}^5X_i{=}45)&=dfrac{mathsf P(X_1{=}9)cdotmathsf P(sum_{i=2}^5 X_i{=}36)}{mathsf P(sum_{i=1}^5 X_i{=}45)}\[1ex]&=dfrac{mathsf P(Y_{10}{=}9)cdotmathsf P(Y_{40}{=}36)}{mathsf P(Y_{50}{=}45)}\[1ex]&=dfrac{dfrac{10^9mathsf e^{10}}{9!}cdotdfrac{40^{36}mathsf e^{40}}{36!}}{dfrac{50^{45}mathsf e^{50}}{45!}}\[1ex]&=dbinom{45}9 dfrac{10^9cdot 40^{36}}{50^{45}}end{align}$$
Which is where the binomial distribution comes from.
[The count of point events which occur in one among several independent Poisson processes has a conditionally binomial distribution when given the total count of events that occur among all of them, with success rate equal to the ratio of the sums of the Poisson rate parameters (favored versus total).]
$endgroup$
add a comment |
$begingroup$
It is because the sum of independent Poisson random variables is a Poisson random variables whose mean is the sum of their means, and all $X_i$ are independent Poisson random variables whose mean is $10$, that we have the following.
$$X_1simmathcal{Pois}(10)\sum_{i=2}^5X_isimmathcal{Pois}(40)\sum_{i=1}^5X_isimmathcal{Pois}(50)$$
(Emphasis because the fact of independence is crucial to this solution.)
Also, if we define $Y_lambdasimmathcal {Pois}(lambda)$ then we have $~mathsf P(Y_lambda{=}y)~=~dfrac{lambda^ymathsf e^lambda}{y!}mathbf 1_{yinBbb N}$, and we can use this to ensure we are substituting the correct values.
So, therefore, we get the following.
$$begin{align}mathsf P(X_1{=}9mid sum_{i=1}^5X_i{=}45)&=dfrac{mathsf P(X_1{=}9)cdotmathsf P(sum_{i=2}^5 X_i{=}36)}{mathsf P(sum_{i=1}^5 X_i{=}45)}\[1ex]&=dfrac{mathsf P(Y_{10}{=}9)cdotmathsf P(Y_{40}{=}36)}{mathsf P(Y_{50}{=}45)}\[1ex]&=dfrac{dfrac{10^9mathsf e^{10}}{9!}cdotdfrac{40^{36}mathsf e^{40}}{36!}}{dfrac{50^{45}mathsf e^{50}}{45!}}\[1ex]&=dbinom{45}9 dfrac{10^9cdot 40^{36}}{50^{45}}end{align}$$
Which is where the binomial distribution comes from.
[The count of point events which occur in one among several independent Poisson processes has a conditionally binomial distribution when given the total count of events that occur among all of them, with success rate equal to the ratio of the sums of the Poisson rate parameters (favored versus total).]
$endgroup$
add a comment |
$begingroup$
It is because the sum of independent Poisson random variables is a Poisson random variables whose mean is the sum of their means, and all $X_i$ are independent Poisson random variables whose mean is $10$, that we have the following.
$$X_1simmathcal{Pois}(10)\sum_{i=2}^5X_isimmathcal{Pois}(40)\sum_{i=1}^5X_isimmathcal{Pois}(50)$$
(Emphasis because the fact of independence is crucial to this solution.)
Also, if we define $Y_lambdasimmathcal {Pois}(lambda)$ then we have $~mathsf P(Y_lambda{=}y)~=~dfrac{lambda^ymathsf e^lambda}{y!}mathbf 1_{yinBbb N}$, and we can use this to ensure we are substituting the correct values.
So, therefore, we get the following.
$$begin{align}mathsf P(X_1{=}9mid sum_{i=1}^5X_i{=}45)&=dfrac{mathsf P(X_1{=}9)cdotmathsf P(sum_{i=2}^5 X_i{=}36)}{mathsf P(sum_{i=1}^5 X_i{=}45)}\[1ex]&=dfrac{mathsf P(Y_{10}{=}9)cdotmathsf P(Y_{40}{=}36)}{mathsf P(Y_{50}{=}45)}\[1ex]&=dfrac{dfrac{10^9mathsf e^{10}}{9!}cdotdfrac{40^{36}mathsf e^{40}}{36!}}{dfrac{50^{45}mathsf e^{50}}{45!}}\[1ex]&=dbinom{45}9 dfrac{10^9cdot 40^{36}}{50^{45}}end{align}$$
Which is where the binomial distribution comes from.
[The count of point events which occur in one among several independent Poisson processes has a conditionally binomial distribution when given the total count of events that occur among all of them, with success rate equal to the ratio of the sums of the Poisson rate parameters (favored versus total).]
$endgroup$
It is because the sum of independent Poisson random variables is a Poisson random variables whose mean is the sum of their means, and all $X_i$ are independent Poisson random variables whose mean is $10$, that we have the following.
$$X_1simmathcal{Pois}(10)\sum_{i=2}^5X_isimmathcal{Pois}(40)\sum_{i=1}^5X_isimmathcal{Pois}(50)$$
(Emphasis because the fact of independence is crucial to this solution.)
Also, if we define $Y_lambdasimmathcal {Pois}(lambda)$ then we have $~mathsf P(Y_lambda{=}y)~=~dfrac{lambda^ymathsf e^lambda}{y!}mathbf 1_{yinBbb N}$, and we can use this to ensure we are substituting the correct values.
So, therefore, we get the following.
$$begin{align}mathsf P(X_1{=}9mid sum_{i=1}^5X_i{=}45)&=dfrac{mathsf P(X_1{=}9)cdotmathsf P(sum_{i=2}^5 X_i{=}36)}{mathsf P(sum_{i=1}^5 X_i{=}45)}\[1ex]&=dfrac{mathsf P(Y_{10}{=}9)cdotmathsf P(Y_{40}{=}36)}{mathsf P(Y_{50}{=}45)}\[1ex]&=dfrac{dfrac{10^9mathsf e^{10}}{9!}cdotdfrac{40^{36}mathsf e^{40}}{36!}}{dfrac{50^{45}mathsf e^{50}}{45!}}\[1ex]&=dbinom{45}9 dfrac{10^9cdot 40^{36}}{50^{45}}end{align}$$
Which is where the binomial distribution comes from.
[The count of point events which occur in one among several independent Poisson processes has a conditionally binomial distribution when given the total count of events that occur among all of them, with success rate equal to the ratio of the sums of the Poisson rate parameters (favored versus total).]
answered Mar 20 at 0:45
Graham KempGraham Kemp
87.8k43578
87.8k43578
add a comment |
add a comment |
$begingroup$
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3][]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2][]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3][]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
Let $ds{mc{P}pars{lambda,n} = {expo{-lambda}lambda^{n} over n!}}$.
begin{align}
&bbox[10px,#ffd]{sum_{x_{1} = 0}^{infty}mc{P}pars{lambda,x_{1}}
!!sum_{x_{2} = 0}^{infty}mc{P}pars{lambda,x_{2}}
!!sum_{x_{3} = 0}^{infty}mc{P}pars{lambda,x_{3}}
!!sum_{x_{4} = 0}^{infty}mc{P}pars{lambda,x_{4}}
!!sum_{x_{5} = 0}^{infty}mc{P}pars{lambda,x_{5}}}
times
\[2mm] & bracks{x_{1} = 9}
bracks{z^{45}}! z^{sum_{i = 1}^{5}x_{i}}
\[5mm] = &
mc{P}pars{lambda,9}bracks{z^{45}}z^{9}
bracks{sum_{x = 0}^{infty}mc{P}pars{x}z^{x}}^{4} =
mc{P}pars{lambda,9}bracks{z^{36}}
bracks{sum_{x = 0}^{infty}{expo{-lambda}lambda^{x} over x!}z^{x}}^{4}
\[5mm] = &
mc{P}pars{lambda,9}expo{-4lambda}bracks{z^{36}}
bracks{sum_{x = 0}^{infty}{pars{lambda z}^{x} over x!}}^{4} =
mc{P}pars{lambda,9}expo{-4lambda}bracks{z^{36}}
expo{4lambda z}
\[5mm] = &
mc{P}pars{lambda,9}expo{-4lambda}{pars{4lambda}^{36} over 36!} =
{expo{-lambda}lambda^{9} over 9!}expo{-4lambda}{4^{36}lambda^{36} over 36!}
\[5mm] = &
bbx{{4^{36} over 9!, 36!}
,expo{-5lambda}lambda^{45}}
end{align}
$ds{lambda = 10 implies approx 6.7474 times 10^{-3}}$.
$endgroup$
1
$begingroup$
Unfortunately, OP just edited the question, and wants Pois(10), not Pois(5).
$endgroup$
– Gerry Myerson
Mar 20 at 0:17
2
$begingroup$
$Hugeleft)smileright($
$endgroup$
– Felix Marin
Mar 20 at 0:20
add a comment |
$begingroup$
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3][]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2][]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3][]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
Let $ds{mc{P}pars{lambda,n} = {expo{-lambda}lambda^{n} over n!}}$.
begin{align}
&bbox[10px,#ffd]{sum_{x_{1} = 0}^{infty}mc{P}pars{lambda,x_{1}}
!!sum_{x_{2} = 0}^{infty}mc{P}pars{lambda,x_{2}}
!!sum_{x_{3} = 0}^{infty}mc{P}pars{lambda,x_{3}}
!!sum_{x_{4} = 0}^{infty}mc{P}pars{lambda,x_{4}}
!!sum_{x_{5} = 0}^{infty}mc{P}pars{lambda,x_{5}}}
times
\[2mm] & bracks{x_{1} = 9}
bracks{z^{45}}! z^{sum_{i = 1}^{5}x_{i}}
\[5mm] = &
mc{P}pars{lambda,9}bracks{z^{45}}z^{9}
bracks{sum_{x = 0}^{infty}mc{P}pars{x}z^{x}}^{4} =
mc{P}pars{lambda,9}bracks{z^{36}}
bracks{sum_{x = 0}^{infty}{expo{-lambda}lambda^{x} over x!}z^{x}}^{4}
\[5mm] = &
mc{P}pars{lambda,9}expo{-4lambda}bracks{z^{36}}
bracks{sum_{x = 0}^{infty}{pars{lambda z}^{x} over x!}}^{4} =
mc{P}pars{lambda,9}expo{-4lambda}bracks{z^{36}}
expo{4lambda z}
\[5mm] = &
mc{P}pars{lambda,9}expo{-4lambda}{pars{4lambda}^{36} over 36!} =
{expo{-lambda}lambda^{9} over 9!}expo{-4lambda}{4^{36}lambda^{36} over 36!}
\[5mm] = &
bbx{{4^{36} over 9!, 36!}
,expo{-5lambda}lambda^{45}}
end{align}
$ds{lambda = 10 implies approx 6.7474 times 10^{-3}}$.
$endgroup$
1
$begingroup$
Unfortunately, OP just edited the question, and wants Pois(10), not Pois(5).
$endgroup$
– Gerry Myerson
Mar 20 at 0:17
2
$begingroup$
$Hugeleft)smileright($
$endgroup$
– Felix Marin
Mar 20 at 0:20
add a comment |
$begingroup$
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3][]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2][]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3][]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
Let $ds{mc{P}pars{lambda,n} = {expo{-lambda}lambda^{n} over n!}}$.
begin{align}
&bbox[10px,#ffd]{sum_{x_{1} = 0}^{infty}mc{P}pars{lambda,x_{1}}
!!sum_{x_{2} = 0}^{infty}mc{P}pars{lambda,x_{2}}
!!sum_{x_{3} = 0}^{infty}mc{P}pars{lambda,x_{3}}
!!sum_{x_{4} = 0}^{infty}mc{P}pars{lambda,x_{4}}
!!sum_{x_{5} = 0}^{infty}mc{P}pars{lambda,x_{5}}}
times
\[2mm] & bracks{x_{1} = 9}
bracks{z^{45}}! z^{sum_{i = 1}^{5}x_{i}}
\[5mm] = &
mc{P}pars{lambda,9}bracks{z^{45}}z^{9}
bracks{sum_{x = 0}^{infty}mc{P}pars{x}z^{x}}^{4} =
mc{P}pars{lambda,9}bracks{z^{36}}
bracks{sum_{x = 0}^{infty}{expo{-lambda}lambda^{x} over x!}z^{x}}^{4}
\[5mm] = &
mc{P}pars{lambda,9}expo{-4lambda}bracks{z^{36}}
bracks{sum_{x = 0}^{infty}{pars{lambda z}^{x} over x!}}^{4} =
mc{P}pars{lambda,9}expo{-4lambda}bracks{z^{36}}
expo{4lambda z}
\[5mm] = &
mc{P}pars{lambda,9}expo{-4lambda}{pars{4lambda}^{36} over 36!} =
{expo{-lambda}lambda^{9} over 9!}expo{-4lambda}{4^{36}lambda^{36} over 36!}
\[5mm] = &
bbx{{4^{36} over 9!, 36!}
,expo{-5lambda}lambda^{45}}
end{align}
$ds{lambda = 10 implies approx 6.7474 times 10^{-3}}$.
$endgroup$
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3][]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2][]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3][]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
Let $ds{mc{P}pars{lambda,n} = {expo{-lambda}lambda^{n} over n!}}$.
begin{align}
&bbox[10px,#ffd]{sum_{x_{1} = 0}^{infty}mc{P}pars{lambda,x_{1}}
!!sum_{x_{2} = 0}^{infty}mc{P}pars{lambda,x_{2}}
!!sum_{x_{3} = 0}^{infty}mc{P}pars{lambda,x_{3}}
!!sum_{x_{4} = 0}^{infty}mc{P}pars{lambda,x_{4}}
!!sum_{x_{5} = 0}^{infty}mc{P}pars{lambda,x_{5}}}
times
\[2mm] & bracks{x_{1} = 9}
bracks{z^{45}}! z^{sum_{i = 1}^{5}x_{i}}
\[5mm] = &
mc{P}pars{lambda,9}bracks{z^{45}}z^{9}
bracks{sum_{x = 0}^{infty}mc{P}pars{x}z^{x}}^{4} =
mc{P}pars{lambda,9}bracks{z^{36}}
bracks{sum_{x = 0}^{infty}{expo{-lambda}lambda^{x} over x!}z^{x}}^{4}
\[5mm] = &
mc{P}pars{lambda,9}expo{-4lambda}bracks{z^{36}}
bracks{sum_{x = 0}^{infty}{pars{lambda z}^{x} over x!}}^{4} =
mc{P}pars{lambda,9}expo{-4lambda}bracks{z^{36}}
expo{4lambda z}
\[5mm] = &
mc{P}pars{lambda,9}expo{-4lambda}{pars{4lambda}^{36} over 36!} =
{expo{-lambda}lambda^{9} over 9!}expo{-4lambda}{4^{36}lambda^{36} over 36!}
\[5mm] = &
bbx{{4^{36} over 9!, 36!}
,expo{-5lambda}lambda^{45}}
end{align}
$ds{lambda = 10 implies approx 6.7474 times 10^{-3}}$.
edited Mar 20 at 0:40
answered Mar 20 at 0:12
Felix MarinFelix Marin
68.9k7110147
68.9k7110147
1
$begingroup$
Unfortunately, OP just edited the question, and wants Pois(10), not Pois(5).
$endgroup$
– Gerry Myerson
Mar 20 at 0:17
2
$begingroup$
$Hugeleft)smileright($
$endgroup$
– Felix Marin
Mar 20 at 0:20
add a comment |
1
$begingroup$
Unfortunately, OP just edited the question, and wants Pois(10), not Pois(5).
$endgroup$
– Gerry Myerson
Mar 20 at 0:17
2
$begingroup$
$Hugeleft)smileright($
$endgroup$
– Felix Marin
Mar 20 at 0:20
1
1
$begingroup$
Unfortunately, OP just edited the question, and wants Pois(10), not Pois(5).
$endgroup$
– Gerry Myerson
Mar 20 at 0:17
$begingroup$
Unfortunately, OP just edited the question, and wants Pois(10), not Pois(5).
$endgroup$
– Gerry Myerson
Mar 20 at 0:17
2
2
$begingroup$
$Hugeleft)smileright($
$endgroup$
– Felix Marin
Mar 20 at 0:20
$begingroup$
$Hugeleft)smileright($
$endgroup$
– Felix Marin
Mar 20 at 0:20
add a comment |
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$begingroup$
You can't change the condition to $sumlimits_{i=2}^{5}X_i = 36$. However, it is true that $$Pleft(X_1 = 9, Bigg{lvert},sumlimits_{i=1}^{5}X_i = 45right) =color{blue}{frac{Pleft(X_1 = 9, sumlimits_{i=2}^{5}X_i = 36 right)}{Pleft(sumlimits_{i=1}^{5}X_i = 45right)}}$$ (this is different to $Pleft(X_1 = 9,Bigg{lvert} ,sumlimits_{i=2}^{5}X_i = 36right)$). What did you get when you tried to calculate that ratio of probabilities?
$endgroup$
– Minus One-Twelfth
Mar 19 at 23:58
$begingroup$
Thanks for the answer! I got $ 0.0427 $
$endgroup$
– bm1125
Mar 20 at 0:05
1
$begingroup$
Maybe show us your working out that led to that answer? That way we can see if there was anything wrong with it.
$endgroup$
– Minus One-Twelfth
Mar 20 at 0:06
1
$begingroup$
Note that $5times 5 =25$, not $50$.
$endgroup$
– Minus One-Twelfth
Mar 20 at 0:14
1
$begingroup$
OK, well, that changes your calculations, doesn't it?
$endgroup$
– Gerry Myerson
Mar 20 at 0:16