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Problem 2: 10 points Continue with the Poisson distribution for X from Problem 1. Find the conditional expectation of X given that X takes an even value. oution for X from Problem 1. Find

[Problem 1 Information]

  Assume that a random variable X follows the Poisson distribution with intensity λ, that is for k 0,1,2, . Using the identity (valid for all real t) k! k=0 derive the probability that X takes an even value, that is PX is even

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Answer #1

P(X is even) =

rac{(1+ e^{-2lambda })}{2}

Treat XX is even as a random variable. What is its pm f? P(X k X is even) 0 if k is odd (obviously) and for k even P(X - | X is even)X is even) P(X- k, X is even) P(X-k) 2e一リん _ P(X is even) kl(1 + e-2*) k-0 k is even(1 e-2 2 1 + e_2λ (k k is even CO 1 + e -2λ k is even 21 ao 21 P(X is odd) -22 1e kis odd 2A 2A -21 1 + e

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