DISTRIBUTION OF SUM AND DIFFERENCE OF TWO RANDOM VARIABLES
The distributions of the sum and difference between two random variables are the result of sum and subtraction between two random variables. In this final project, we formulate the distributions of the sum and difference between two Poisson and Geometric random variables. The methods used to determi...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/15084 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
| Summary: | The distributions of the sum and difference between two random variables are the result of sum and subtraction between two random variables. In this final project, we formulate the distributions of the sum and difference between two Poisson and Geometric random variables. The methods used to determine these two distributions are the method of moment generating function and probability <br />
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function. The property of each distribution is studied through the characteristics of the k-th moment; the first up to fourth moments in particular. Furthermore, the distribution of the difference of two Poisson random variables is compared to the PD (Poisson Difference) distribution of Alzaid and Omair (2010). |
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