Solved – Is a random sample of a Poisson distribution also Poisson distributed

poisson distribution

Car analogy:

Assume the traffic (number of cars per hour) on a road has a Poisson distribution, and the time between cars has the matching exponential distribution. If the chance of each car being red is independent from both time and the color of other cars, will the number of red cars per hour also have a Poisson distribution?

I strongly suspect so. Furthermore I expect E(red cars)=p(red) * E(cars), and because of the Poisson distribution σ(red cars) = p(red) * σ(cars). But how would I (dis)prove this?

Best Answer

The answer to your first question is yes. If the sum of two independent variables is poisson then the individual variables are also poisson. See Raikov's Theorem

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