Question:

If for a Poisson variate \( X \), \( P(X = k) = P(X = k + 1) \), then the variance of \( X \) is:

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In a Poisson distribution, the mean and variance are both equal to \( \lambda \). If probabilities of consecutive values are equal, solve for \( \lambda \) by equating their probabilities.
Updated On: Feb 11, 2025
  • \( k - 1 \)
  • \( k \)
  • \( k + 1 \)
  • \( k + 2 \)
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The Correct Option is C

Solution and Explanation

For a Poisson distribution, the probability mass function is given by: \[ P(X = k) = \frac{\lambda^k e^{-\lambda}}{k!}. \] Given that \( P(X = k) = P(X = k + 1) \), we equate: \[ \frac{\lambda^k e^{-\lambda}}{k!} = \frac{\lambda^{k+1} e^{-\lambda}}{(k+1)!}. \] Simplifying, we get: \[ \frac{1}{k!} = \frac{\lambda}{(k+1)!} \quad \Rightarrow \quad \lambda = k + 1. \] For a Poisson distribution, the variance is equal to \( \lambda \). Thus, the variance of \( X \) is: \[ {Variance} = k + 1. \]
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