An Introduction to Mathematical Statistics and Its Applications (6th Edition)

Published by Pearson
ISBN 10: 0-13411-421-3
ISBN 13: 978-0-13411-421-7

Chapter 4 Special Distributions - 4.2 The Poisson Distribution - Questions - Page 232: 23

Answer

$\color{blue}{\frac{1}{2}\left(1+e^{-2\lambda}\right)}$

Work Step by Step

$\underline{\text{A useful identity}}$ Note that for all real $x$, $e^x = \displaystyle \sum_{k=0}^\infty \dfrac{x^k}{k!} = 1 + \frac{x}{1!} + \frac{x^2}{2!} + \frac{x^3}{3!} + \frac{x^4}{4!} + \cdots$ and $e^{-x} = \displaystyle \sum\limits_{k=0}^\infty \dfrac{(-1)^kx^k}{k!} = 1 - \frac{x}{1!} + \frac{x^2}{2!} - \frac{x^3}{3!} + \frac{x^4}{4!} + \cdots$. Adding these two power series cancels out the odd-powered terms and doubles the even-powered terms eventually giving: $\begin{align*} e^x +e^{-x} &= 2(1) + 2\frac{x^2}{2!} + 2\frac{x^4}{4!} + \cdots \\ &= \sum\limits_{k=0}^\infty 2\dfrac{x^{2k}}{(2k)!}, \end{align*}$ so that $\dfrac{e^x+e^{-x}}{2} = \displaystyle \sum\limits_{k=0}^\infty \dfrac{x^{2k}}{(2k)!}. \qquad\qquad \text{(Eq. 1)}$. $\underline{P(X\ \text{is even})}$ Now, suppose $X \sim \text{Poisson}(\lambda)$ so that the pdf of $X$ is $p_X(k) = e^{-\lambda}\lambda^k/k!,\ k=0,1,2,3,\ldots$. Then, the probability that $X$ is even is given by $\begin{align*} P( X\ \text{is even}) &= P(X=0) + P(X=2) + P(X=4) + \cdots \\ &= p_X(0) + P_X(2) + p_X(4) + \cdots \\ &= \frac{e^{-\lambda}\lambda^0}{0!} + \frac{e^{-\lambda}\lambda^2}{2!} + \frac{e^{-\lambda}\lambda^4}{4!} + \cdots \\ &= \sum_{k=0}^\infty \frac{e^{-\lambda}\lambda^{2k}}{(2k)!} \\ &= e^{-\lambda}\underbrace{\sum_{k=1}^\infty \frac{\lambda^{2k}}{(2k)!}}_{\text{in Eq. 1, let}\ x\ =\ \lambda} \\ &= e^{-\lambda}\left(\dfrac{e^{\lambda} + e^{-\lambda}}{2}\right) \\ &= \dfrac{e^{-\lambda}e^\lambda + e^{-\lambda}e^{-\lambda}}{2} \\ &= \dfrac{1+e^{-2\lambda}}{2} \\ \color{blue}{P( X\ \text{is even})} &\color{blue}{= \frac{1}{2}\left(1+e^{-2\lambda}\right)} \end{align*}$
Update this answer!

You can help us out by revising, improving and updating this answer.

Update this answer

After you claim an answer you’ll have 24 hours to send in a draft. An editor will review the submission and either publish your submission or provide feedback.