Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2009/iii/paper-36/3/b/solution

Let . The Poisson-lognormal random-effect model assigns each plate a random intensity . Conditional on that intensity its Poisson distribution has mean and variance both , but marginalizing over the normal distribution of the random effect gives
The law of total variance yields
This exceeds the mean whenever . The independent plate effects supply additional heterogeneity without inducing dependence between plates conditional on the global parameters. Also is the median random intensity, not its marginal mean; the factor matters for population predictions.

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