.Suppose that N has a Poisson distribution with parameter λ.
(a) Show that the probabilities in (3.2) sum to 1. [Hint: This uses the expansion
of ex that you learned in calculus.]
(b) Use the same expansion (by taking the first and second deriviatives) to
show EN = λ and VarN = λ.
.Verify that if U has the uniform distribution on (a, b), then EU =
(a + b)/2 and Var U = (b − a)2/12.
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