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A discrete distribution defined on the non-negative integers that has the property that the mean is equal to the variance.

1 vote
1 answer
154 views

Data of daily counts modelled as Poisson process: should it be compound?

I understand that one of the basic assumptions of a Poisson process is that in a small enough interval, the probability of more than one arrival is negligible. In my case, I have data that shows the …
theQman's user avatar
  • 697
8 votes
3 answers
6k views

MLE for a homogeneous Poisson process?

If we have a data set consisting of event times $\{t_1, t_2, \ldots, t_N\}$ and would like to model this as a Poisson process with intensity $\lambda$, how do we do it? Intuitively, I would expect tha …
theQman's user avatar
  • 697
5 votes
1 answer
3k views

Proof that the $r$'th factorial moment of a $Po(\lambda)$ random variable is $\lambda^r$?

If $X \sim Po(\lambda)$ then $E\left[X(X-1)\cdots(X-r+1)\right] = \lambda^r$. Is there a straightforward way to see this without the use of moment generating functions? I can get as far is $$E\left[ …
theQman's user avatar
  • 697