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MediumProbabilitypr-085

MGF of Poisson

Problem

Moment generating function of a Poisson random variable with rate lam evaluated at t:

M(t) = exp(lam * (e^t - 1)).

Hint

Take E[e^(tX)] and use the Poisson series.

Test cases

case 1
in: [1,0]
expected: 1
case 2
in: [2,1]
expected: 31.079973004503163
case 3
in: [1,2]
expected: 595.2944153807538
Starter codePython
import math


def mgf_poisson(lam, t):
    # Your code here
    pass

3 test cases · run your code against them in the editor