In: Statistics and Probability
X1 and X2 are two independent random variables that have Poisson distributions with mean lambda1 and lambda2, respectively.
a) Use moment generating functions, derive and name the distribution of X = X1+X2
b) Derive and name the conditional distribution of X1 given that X = N where N is a fixed positive integer.
Please explain your answer in detail. Please don't copy other answers. Thank you; will thumb up!