
Advanced Statistics Advanced Probability and Statistics Math Forum 
 LinkBack  Thread Tools  Display Modes 
November 9th, 2011, 04:56 PM  #1 
Senior Member Joined: Sep 2009 Posts: 248 Thanks: 0  Multiplying a Random Variable, poisson dists and variance
OK, I either have one simple question "How do you multiply a random variable by a number?", or utter confusion. I think it's all centered around the weird notations in Probability. A random variable, X, is a coin flip variable (that is, it's either a 0 or a 1), and the Poisson distribution's Probability Mass D(something) (PMD) is . I have that Expected Value and Variance are I'm also told that the expected value and variance of a Poisson Distribution is lambda (which makes sense). I have answers to my friend's quiz which says that, if lambda=.2 of Poisson variable X, then She thinks that E[3X+2]=3(.2)+.2=1.1, which I know is wrong, but can't convince her otherwise. Neither of us understand why the var(3X)=1.8. But my question is not just how did they those answers. I really want to know how do you multiply 3 times a random variable, X (and then how do you add 2 to that)? The variable is not a number, it's an idea  it's the number of occurrences of an event (e.g. coin flips heads). After I get that, I need to apply it to finding the EV and variance of 3X, 3X+2, etc. I'm also trying to figure out how they calculate that E[poisson variable]=lambda and variance(poisson variable)=lambda. Thanks, everyone. 
November 9th, 2011, 08:39 PM  #2 
Joined: Oct 2011 Posts: 26 Thanks: 0  Re: Multiplying a Random Variable, poisson dists and varianc
Rules: Adding a constant to a random variable increases the expectation of the random variable by that constant Multiplying a random variable by a constant means that the expected value of that random variable is multiplied by the constant Adding a constant to a random variable does not change the variance of the random variable Multiplying a random variable by a constant multiplies the variance of the random variable by the square of that constant Memorise these rules and you'll be able to answer exam questions. Do some googling if you want to see proof of these rules and really understand them. In your example, you have It looks like our answer for the expectation doesn'td agree. Now I'm confused... Anyway, something else: you say that the it "makes sense" that the expectation and variance of a Poisson distribution are lambda, but as far as I know that's at least as complicated as the rules for the expectation and variance. You might want to look here for an explanation of why the expectation of a Poisson distribution is lambda: 
November 9th, 2011, 09:11 PM  #3  
Senior Member Joined: Sep 2009 Posts: 248 Thanks: 0  Re: Multiplying a Random Variable, poisson dists and varianc Quote:
The first three will be easy to memorize. I will have to look up a proof of that variance one. (Edit: I retract that last sentence  it was easy to figure out.) Quote:
Quote:
In fact, I first started to try and calculate the expected of a poisson using the integral but I could not figure out how to do it and I couldn't get Maple to do it (I can never get Maple to do anything useful). Instead, I looked in another textbook and found it. Thanks again, newbie.  

Tags 
dists, multiplying, poisson, random, variable, variance 
Search tags for this page 
multipling of random variable,scalar multiplication of poisson variable,will scalar multiplication of poisson random variable be poisson,multiplying nominal poisson in r,constant times poisson random variable,can you multiply poisson with constants?
Click on a term to search for related topics.

Thread Tools  
Display Modes  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
If a random variable x follows a Poisson distribution such  rsoy  Algebra  4  November 16th, 2013 05:01 AM 
variance of the mean of poisson  Robert Lownds  Advanced Statistics  3  November 6th, 2013 04:56 PM 
Poisson Random Variable Query re: Totals  mrvp  Advanced Statistics  0  January 28th, 2012 02:51 PM 
poisson random variable problem  450081592  Advanced Statistics  3  January 26th, 2012 12:16 AM 
Poisson Random Variable  meph1st0pheles  Advanced Statistics  0  February 27th, 2010 03:03 PM 