Question about convolution of two discrete random variable
4 views (last 30 days)
Show older comments
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 Comments
the cyclist
on 5 Feb 2016
Indeed. (I'm so used to making that comment, that I failed to notice there was no answer here!)
Accepted Answer
More Answers (0)
See Also
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!