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Suppose that Y₁,..., Y₁~ Poisson(λ), λ > 0, are independent. Prove by calculation that the common point probability function of the random vector Y = (Y₁,...,Y) has the representation of: f(y; λ) = e-n² λt(y) N²₁₁!'' n where t(y) = Σ yi i=1

Suppose that Y₁,..., Y₁~ Poisson(λ), λ > 0, are independent. Prove by calculation that the common point probability function of the random vector Y = (Y₁,...,Y) has the representation of: f(y; λ) = e-n² λt(y) N²₁₁!'' n where t(y) = Σ yi i=1

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Hi, please help solve the exercise in the attachment. I had to write it in another platform, as this does not have all needed terms. 

Suppose that Y₁,..., Yn~ Poisson (λ), λ> 0, are independent. Prove by calculation that the common point probability function of the random vector Y = (Y₁,...,Y) has the representation of: t(y) I₁y₁!'' where t(y) = f(y; λ) = e-n² n i=1 yi
Transcribed Image Text:Suppose that Y₁,..., Yn~ Poisson (λ), λ> 0, are independent. Prove by calculation that the common point probability function of the random vector Y = (Y₁,...,Y) has the representation of: t(y) I₁y₁!'' where t(y) = f(y; λ) = e-n² n i=1 yi
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