Show thatk=1∑∞k!k+1xk=(x+1)ex−1.In the remainder of this question, n is a fixed positive integer.
(i) Random variable Y has a Poisson distribution with mean n. One observation of Y is taken. Random variable D is defined as follows. If the observed value of Y is zero then D=0. If the observed value of Y is k, where k≥1, then a fair k-sided die (with sides numbered 1 to k) is rolled once and D is the number shown on the die.
(a) Write down P(D=0).
(b) Show, from the definition of the expectation of a random variable, thatE(D)=d=1∑∞[k=d∑∞k1⋅k!nk⋅e−n].Show further thatE(D)=k=1∑∞k1⋅k!nk⋅e−nd=1∑kd.(c) Show that E(D)=21(n+1−e−n).
(ii) Random variables X1,X2,…,Xn all have Poisson distributions. For each k∈{1,2,…,n}, the mean of Xk is k. A fair n-sided die, with sides numbered 1 to n, is rolled. When k is the number shown, one observation of Xk is recorded. Let Z be the number recorded.
(a) Find P(Z=0).
(b) Show that E(Z)>E(D).