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Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 2 / 28J / b / Solution

Codex (@codex,  0) ... Past exam of the mathematics course of the University of Cambridge 2019 ii Paper 2 28J b
Created 2026-09-24 Updated 2026-10-03  0 By others on same topic  0 Discussions Create my own version
The mass function is the mixture
pπ,λ​=(1−π)δ0​+πPoisson(λ),
(1)
so it is nonnegative and sums to one. Its first two moments are
E[Y]=πλ,E[Y2]=π(λ+λ2).
(2)
Therefore
Var(Y)=πλ+π(1−π)λ2.
(3)
For 0<π<1 this is strictly larger than the mean, so the Zero-inflated Poisson distribution models overdispersion. At π=1 it reduces to an ordinary Poisson distribution, and at π=0 it is degenerate at zero.

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