XP=C(λ)λk
k!λ > 0
X GX(z) := Pk>0zkP(X=k)
GX(z)
GX(z)=Pk>0zkP(X=k)
=C(λ)Pk>0
(λz)k
k!
=C(λ)eλz
G0
X(1) + G00
X(1) G0
X(1)2
G0
X(z) = λGX(z)G00
X(z) = λ2GX(z)G0
X(1) + G00
X(1) G0
X(1)2=GX(1)(λ+λ2λ2GX(1))
C(λ) = eλ
XPk>0P(X=k)=1 GX(1) = Pk>0P(X=k) = C(λ)eλ
C(λ) = eλ
XE(X) Var (X)
X GX(z) = eλ(z1)
G0
X(z) = X
k>1
kzk1P(X=k)G0
X(1) = E(X)
G00
X(z) = X
k>2
k(k1)zk2P(X=k) = G00
X(1) = EX2E(X)
E(X) = G0
X(1) = λ
Var (X) = EX2E(X)2=G0
X(1) + G00
X(1) G0
X(1)2=λ
XB(n, p)
X(n, p)
GX(z) = Pk>0zkP(X=k)
=Pk>0zkn
kpk(1 p)nk
= (pz + (1 p))n
G0
X(z) = np(zp + 1 p)n1G00
X(z) = n(n1)p2(zp + 1 p)n2
E(X) = np Var (X) = np(1 p)
z7→ EezX
X7→ EezX
z7→ EzX=Pk>0zkP(X=k)
N λ
p X
(X, N )
P(X=x N =n) = P(N=n)P(X=x|N=n)
=λn
n!eλn
xpx(1 p)nx
X
P(X=x) = Pn>0P(N=n)P(X=x|N=n)
=Pn>x(λn
n!eλ)(n
xpx(1 p)nx)
= eλPn>xn
x(λp)x(λλp)nx
=(λp)x
x!eλPn>x
(λλp)nx
(nx)!
=(λp)x
x!eλPk>0
(λλp)k
(k)!
=(λp)x
x!eλp
X λp
λ=m
k m 16k6m
P(X=k) = mk
k!em
R=P(X=k+ 1)
P(X=k)=m
k+ 1
R > 1k < m 1k=bnc
k Rk= 1 mN
1 / 2 100%