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Poisson characterization by independent binomial splitting

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Poisson process Poisson thinning
2026-10-14  0 By others on same topic  0 Discussions Create my own version
Let N be a nonnegative integer-valued random variable with finite expected value μ, and independently label each of its items with either of two equally likely labels. If the two resulting counts are independent random variables, then N has a Poisson distribution. Indeed, its probability generating function obeys G(s)=G((1+s)/2)2. With H(t)=G(1−t), iteration gives H(t)=H(t/2k)2k. Finite expected value gives H(h)=1−μh+o(h), hence H(t)=e−μt and G(s)=eμ(s−1). Conversely, Poisson thinning produces independent Poisson distributions for the two counts.

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  • Past exam of the mathematics course of the University of Cambridge / 2002 / ia / Paper 2 / 10F / c / Solution

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