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4 questions
3
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How to find an expression of the variance of a Poisson-Lognormal distribution?
I am using a model for the number of goods in a supermarket cart with a Poisson-lognormal distribution (a lognormal mixture of Poissons).
I would like to find an expression of the variance of this pmf ...
- 165
8
votes
1
answer
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What is the distribution of the sample variance for a Poisson random variable?
The mean and variance of a Poisson random variable $X$ are both $\lambda$ but what is the distribution of the $\operatorname{var} X$ across a series of experiments recalculating each time? I would ...
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1
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2
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How does Anscombe transformation stabilize the variance of a Poisson R.V.?
I was taught that a transformation f(X) is said to be a variance-stabilizing transformation if $[f'(E(X))]^2*Var(X)$ is independent of E(X).
For a Poisson-distributed random variable X, E(X) = Var(X) ...
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3
votes
1
answer
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Variance of compound distribution
The binomial distribution describes the probability of $k$ 'success' events given $N$ independent trials, each with a probability $p$ of being a success. The distribution is described by the formula $$...
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