Corollary 8.5.2. Poisson Properties via Moment Generating Function.

For the Poisson variable X,
\begin{equation*} M(0) = 1 \end{equation*}
\begin{equation*} M'(0) = \mu \end{equation*}
\begin{equation*} M''(0) = \mu + \mu^2 = \sigma^2 + \mu^2 \end{equation*}

Proof.

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