Question about convolution of two discrete random variable
1 回表示 (過去 30 日間)
古いコメントを表示
There is poisson random variable X with T*lambda_MUE.
There is poisson random variable Z with lambda_SMC.
And i define new random variable K=aX+bZ. (a and b is positive integer which is greater than 0)
To calculate pmf of K i used conv function.
And calculate using below command but it is not equal to E[K]
What i expect is 123 but result is 43 .
What is wrong?
Thank you
lambda_MUE = 2;
lambda_SMC = 3;
alpha = 3;
beta = 1;
T=20;
g=alpha*(0:1:110);
z=beta*(0:1:110);
K=0:1:(max(g)+max(z));
P_X = ((T*lambda_MUE).^(g/alpha))./(factorial(g./alpha)).*exp(-T*lambda_MUE);
P_Z = (lambda_SMC.^(z./beta))./(factorial(z./beta)).*exp(-lambda_SMC);
P_K = conv(P_X,P_Z);
sum(K(1:1:length(P_K)).*P_K)
12 件のコメント
the cyclist
2016 年 2 月 5 日
Indeed. (I'm so used to making that comment, that I failed to notice there was no answer here!)
採用された回答
その他の回答 (0 件)
参考
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!