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14.2 Exercise 25

Avg difficulty 2.5

Suppose the pair {X,Y}\left\{X , Y\right\} is independent, with X∼X \sim Poisson (μ)\left(\mu\right) and Y∼Y \sim Poisson (λ)\left(\lambda\right). Show that X is conditionally binomial (n,μ/(μ+λ))\left(n , \mu / \left(\mu + \lambda\right)\right), given X+Y=nX + Y = n. That is, show that

P ( X = k | X + Y = n ) = C ( n , k ) p k ( 1 - p ) n - k , 0 ≤ k ≤ n , for p = μ / ( μ + λ ) P \left(\right. X = k \left|\right. X + Y = n \left.\right) = C \left(n , k\right) p^{k} \left(1 - p\right)^{n - k} , 0 \leq k \leq n , \text{for} p = \mu / \left(\mu + \lambda\right)

Pfeiffer, Applied Probability, 14.2 Problems on Conditional Expectation, Regression, exercise 25

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Adapted from Applied Probability © 2009 Paul E. Pfeiffer. Licensed under CC BY 3.0. Source: Applied Probability. Imported at revision d7a0420.