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Unformatted text preview: EE 562a Homework 8
Due Tuesday August 5, 2008
Work the following 2 problems.
Problem 1. Suppose X is a Poisson random variable with parameter λ.
P (X = k) = e−λ , k = 0, 1, 2, . . . .
Show that E[X] = λ and V ar[X] = λ.
Problem 2. Let N(t) be a Poisson process with parameter λ. Find
E (N(t) − N(s))2
for t > s. 1 ...
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This note was uploaded on 05/25/2009 for the course EE 562a taught by Professor Toddbrun during the Spring '07 term at USC.
- Spring '07