Gaussian is the Limit of Poisson
Let be a discrete random variable following a Poisson distribution with parameter . Then, converges to the Gaussian distribution with parameters and , when
Search
Apr 23, 20241 min read
Let X be a discrete random variable following a Poisson distribution with parameter λ. Then, X converges to the Gaussian distribution with parameters μ=λ and σ2=λ, when n→∞