[Math] find the mean and variance of this poisson random variable

poisson distributionprobabilityrandom variables

Let $X$ be the poisson random variable such that $P(X = 2) = 9P(X=4) + 90P(X=6)$

find the mean and variance of $X$.

I'm not sure how to approach this problem..am i supposed to multiply each probability by their respective x value and then add them all together? or am i supposed to somehow find out the values of the probabilities first? Not sure how to find the values with just that equation.

Best Answer

Recall that the probability mass function for a Poisson random variable is $$\Pr[X = k] = e^{-\lambda} \frac{\lambda^k}{k!}, \quad k = 0, 1, 2, \ldots.$$ Thus the given condition is equivalent to $$e^{-\lambda} \frac{\lambda^2}{2!} = 9 e^{-\lambda} \frac{\lambda^4}{4!} + 90 e^{-\lambda} \frac{\lambda^6}{6!}.$$ Note that there is a common factor of $e^{-\lambda}$ which cancels out; can you solve the remaining equation for the rate parameter $\lambda$? Then recall that for a Poisson random variable, $$\operatorname{E}[X] = \operatorname{Var}[X] = \lambda.$$