Consider a discrete random variable X taking values k = 0, 1, 2, ... with probabilities P(X = k) = e^{-λ} * (λ^k) / k!, where λ > 0. This is the Poisson distribution with parameter λ. This exercise illustrates that the sum of independent Poisson variables again has a Poisson distribution. Let X and Y be independent random variables, each having Poisson distribution with parameter λ. Show that for k = 0, 1, 2, ... P(X+Y=k) = e^{-2λ} * (2λ)^k / k!. b. Let X and Y be independent random variables each having Poisson distribution with parameters λ1 and λ2. Show that for k = 0, 1, 2, ... P(X+Y=k) = e^{-(λ1+λ2)} * ((λ1+λ2)^k) / k!. We conclude that X + Y has a Poisson distribution with parameter (λ1 + λ2).