Poisson Distribution

Probability & Statistics 2

A Level
What is the Poisson Distribution?

Name Description Outcomes

Binomial The number of Number of successes

Distribution “successes” out of 𝑛 {0, 1, 2, … , 𝑛}
𝑋 ~ 𝐵(𝑛, 𝑝) trials, each with a
probability 𝑝 of success.

How many events occur Number of events

Poisson
within some period of ℕ = {0, 1, 2, … }
Distribution (since technically any non-
X ~𝑃𝑜(𝜆) time, given an average negative number of events
rate 𝜆 (“lambda”) at occur)
which they occur.
 Poisson Distribution
The number of occurrences of a particular event in
a given interval of space or time
Used when events occur:
randomly
independently
at a uniform average rate of occurrence
singly (not simultaneously)
 The Poisson Distribution is a distribution over the number
of events which occur within a period of time, given an
average rate 𝝀.
𝒆−𝝀 × 𝝀𝒓
𝑷 𝑿=𝒓 =
𝒓!
where, r = 0, 1, 2, 3, …
 Key Term for Poisson Distribution
 Exactly = For Example, P 𝑋 = 3
 At Most ≤ For Example, P 𝑋 ≤ 3
P 𝑋 = 0 +𝑃 𝑋 = 1 +𝑃 𝑋 =2 +𝑃 𝑋 =3
 At Least ≥ For Example, P 𝑋 ≥ 3
P 𝑋 = 3 + 𝑃 𝑋 = 4 + 𝑃 𝑋 = 5 + ⋯ OR
1- P 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2
 Greater/More/Exceed > For Example, P 𝑋 > 3
P 𝑋 = 4 + 𝑃 𝑋 = 5 + 𝑃 𝑋 = 6 + 𝑃 𝑋 = 7 +….
1- P 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 + 𝑋 = 3
 Less/fewer than < For Example, P 𝑋 < 3
P 𝑋 = 0 +𝑃 𝑋 = 1 +𝑃 𝑋 = 2
 Examples
𝑋~𝑃𝑜(1.2), find
Q 𝒆−𝟏.𝟐 ×𝟏.𝟐𝟑
a. 𝑃 𝑋 = 3 = = 𝟎. 𝟎𝟖𝟔𝟕
𝟑!
b. 𝑃 𝑋 ≥ 1 = 𝑷 𝑿 = 𝟏 + 𝑷 𝑿 = 𝟐 + 𝑷 𝑿 = 𝟑 + ⋯
=1−𝑃 𝑋 = 0
𝑒 −1.2 × 1.20
=1 − = 𝟎. 𝟔𝟗𝟗
0!

c. P 𝑋 ≤ 2 = 𝑷 𝑿 = 𝟎 + 𝑷 𝑿 = 𝟏 + 𝑷 𝑿 = 𝟐
𝑒 −1.2 ×1.20 𝑒 −1.2 ×1.21 𝑒 −1.2 ×1.22
= + +
0! 1! 2!
= 0.879
d. 𝑃 3 < 𝑋 ≤ 5 = 𝑷 𝑿 = 𝟒 + 𝑷 𝑿 = 𝟓
𝑒 −1.2 × 1.24 𝑒 −1.2 × 1.25
= +
4! 5!

Exercise 2A
1 Given 𝑋~𝑃𝑜 2.3 find 2 Given 𝑌~𝑃𝑜 0.35 find 3 Given 𝑋~𝑃𝑜 3.6 find
a) 𝑃 𝑋 = 4 = 𝟎. 𝟏𝟏𝟕 a) 𝑃 𝑌 = 1 = 𝟎. 𝟐𝟒𝟕 a) 𝑃 𝑋 = 5 = 𝟎. 𝟏𝟑𝟖
b) 𝑃 𝑋 ≥ 1 = 𝟎. 𝟗𝟎𝟎 b) 𝑃 𝑌 ≥ 1 = 𝟎. 𝟐𝟗𝟓 b) 𝑃 3 < 𝑋 ≤ 6 = 𝟎. 𝟒𝟏𝟐
c) 𝑃 4 < 𝑋 < 6 = 𝟎. 𝟎𝟓𝟑𝟖 c) 𝑃 1 ≤ 𝑌 < 3 = 𝟎. 𝟐𝟗𝟎 c) 𝑃 𝑋 < 2 = 𝟎. 𝟏𝟐𝟔
 Word Problem for Poisson Distribution
1. Given that www.drfrostmaths.com receives 25 hitsan
hour on average, determine the probability it receives
20 hits in the next hour.
Solution,
Use the formula with λ = 25, and r = 20.
𝑿~𝑷𝒐 𝟐𝟓
𝒆−𝟐𝟓 × 𝟐𝟓𝟐𝟎
𝑷 𝑿 = 𝟐𝟎 =
𝟐𝟎!
= 𝟎. 𝟎𝟓𝟏𝟗
2. Along a stretch of motorway, breakdowns occur at an
average rate of 2 per day. What is the probability that on
a particular day there will be:
a) No breakdowns
𝑒 −2 × 20
P(X = 0) =
0!
= 0.135

b) 1 breakdown
𝑒 −2 × 21
P(X = 1) =
1!
= 0.271
c) Less than 3 breakdowns
P(X < 3) = P(X = 0) + P(X = 1) + P(X = 2)
= 0.13534 + 0.27067 + 0.27067
= 0.677 (3sf)
d) More than 4 breakdowns
P(X > 4) = 1 − 𝑃(𝑋 ≤ 4)
= 1 - [P(X = 0) + P(X = 1) + P(X = 2) +
P(X = 3) + P(X = 4)]
= 1 - [0.13534 + 0.27067 + 0.27067
+ 0.18045 + 0.09022]
= 1 - 0.94735
= 0.0527 (3sf)
3.

Solution
X ~ Po (2.45)

(i) P(X = 3) = e-2.45

= 0.216 (3dp)
(ii) P(X ≤ 2) = P(X = 0) + P(X = 1) + P(X = 2)
= e-2.45 + e-2.45 + e-2.45

= 0.0863 + 0.2114 + 0.2590

= 0.557 (3dp)
(iii) P(X ≥ 4) = 1 – P(X ≤ 3)
= 1 – (0.216 + 0.557)
= 0.227 (3dp)
 Unit Interval
1. At a certain airfield planes land at random times at a
constant average rate of one every 10 minutes.
Solution-
10 min = 1
1
1 min = 10 = 0.1
a) Find the probability that exactly 5 planes will land in a period
of one hour.
Let x be the number of planes landing 1 hour
1 hour = 60 min = 60 × 0.1 = 6
For 1 hour, 𝑋 ~ 𝑃0 6
𝑒 −6 ×65
P 𝑋=5 = 5!
= 0.61 3 𝑠. 𝑓.
b. Find the probability that at least 2 planes will land in a
period of 16 minutes.
Solution
10 min = 1
1
1 min = = 0.1
10
Let y be the number of planes landing 16 minutes
16 minutes = 16 × 0.1 = 1.6
For 16 minutes, Y ~ 𝑃0 1.6
P 𝑌≥2 = P 𝑌 = 2 +P 𝑌 =3 + …
=1 − P 𝑌 =0 + P 𝑌 =1
𝑒 −1.6 × 1.60 𝑒 −1.6 × 1.61
=1 − +
0! 1!
= 0.475 3 𝑠. 𝑓
Mean and Variance
If the average rate of events is 𝜆 (say per hour), then what is the expected
number of events that occur say next hour?

!
𝐸 𝑋 =𝜆
𝑉𝑎𝑟 𝑋 = 𝜆

Using Tables
Again, we can use tables for the Cumulative Distribution Function of a Poisson Distribution.

On average 8 cars come down a country road an hour. What’s the probability
that:
a) Less than 5 cars pass in the next hour?
𝝀=𝟖
𝑷 𝑿 < 𝟓 = 𝑷(𝑿 ≤ 𝟒) = 𝟎. 𝟎𝟗𝟗𝟔
b) At least 3 cars pass? 𝑷 𝑿 ≥ 𝟑 = 𝟏 − 𝑷 𝑿 ≤ 𝟐 = 𝟎. 𝟗𝟖𝟔𝟐
c) Between 2 and 5 (inclusive) cars.
𝑷 𝟐 ≤ 𝑿 ≤ 𝟓 = 𝑷 𝑿 ≤ 𝟓 − 𝑷 𝑿 ≤ 𝟏 = 𝟎. 𝟏𝟗𝟏𝟐 − 𝟎. 𝟎𝟎𝟑𝟎 = 𝟎. 𝟏𝟖𝟖𝟐
MEAN AND VARIANCE OF THE POISSON DISTRIBUTION

If 𝑿 ~ 𝑷𝒐(𝝀) then 𝑬 𝑿 =𝝀 𝑽𝒂𝒓 𝑿 = 𝝀

The number of calls arriving at a switchboard in a 10-
minute period can be modelled by a Poisson distribution
with parameter 3.5. Give the mean and variance of the
number of calls which arrive in
(a) 10 minutes (b) an hour (c) 5 minutes
𝑎 𝜆 = 3.5 𝑏 𝜆 = 21 𝑐 𝜆 = 1.75
𝐸(𝑋) = 3.5 𝐸(𝑋) = 21 𝐸(𝑋) = 1.75
𝑉𝑎𝑟(𝑋) = 3.5 𝑉𝑎𝑟(𝑋) = 21 𝑉𝑎𝑟(𝑋) = 1.75
 The Poisson Distribution as an Approximation
to the Binomial Distribution
Binomial Distribution: If X follows the binomial
distribution on X ~ B (n, p), E (X) = μ = np, Var (X) =
𝜎 2 = npq, 𝑤ℎ𝑒𝑟𝑒 𝑞 = 1 − 𝑝 and Standard
Deviation = 𝜎 = 𝑛𝑝𝑞.
Poisson Approximation
 Condition: When, 𝑛 > 50 𝑎𝑛𝑑 𝑛𝑝 < 5, X ~ B (n, p)
can be approximated by X ~ 𝑃0 (np), where 𝜆 = 𝑛𝑝.
 No Continuity Correction Required ± 0.5
Why would we want to approximate?

𝑋~𝐵 𝑛, 𝑝 𝑋~𝑃𝑜(𝑛𝑝)
𝑛 𝑒 −𝜆 × 𝜆𝑟
𝑃 𝑋 = 𝑟 = 𝑟 𝑝𝑟 1 − 𝑝 𝑛−𝑟
𝑃 𝑋=𝑟 =
𝑟!

𝑛 𝑛!
For the Binomial Distribution, the probability involves =
𝑟 𝑟! 𝑛−𝑟 !
When 𝑛 is really large, calculating 𝒏! is really horrid.

However, the probability function for the Poisson Distribution doesn’t involve
𝑛! so avoids the problem. Note also that 𝜆 = 𝑛𝑝 is not too large (as 𝑝 is small)
and so 𝑒 −𝜆 is not too difficult to compute.
 Example – 1
1. The random variable 𝑋 follow the binomial distribution
where, 𝑋~𝐵 100,0.01 . Find the probabilities P 𝑋 = 1 .
Solution,
The random variable X follow the 𝑋~𝐵 100,0.01 with 𝑛 =
100, 𝑝 = 0.01
𝑛𝑝 = 100 × 0.01 = 1
Since, 𝑛 > 50 𝑎𝑛𝑑 𝑛𝑝 < 5, use the Poisson approximation,
where 𝑋~𝑃0 1
𝑒 −1 ×11
a) P 𝑋 = 1 =
1!
= 0.420
 Example – 2
 In a certain city the probability that a person has blood type AB is
0.035. A random sample of 120 people is selected from the city.
By using a suitable approximation , find the probability that:
a) Exactly 5 people in the group have blood type AB.
Solution -
Let X be the number of the people in 120 with blood type AB.
𝑋~𝐵 120,0.035 with 𝑛 = 120, 𝑝 = 0.035
𝑛𝑝 = 120 × 0.035 = 4.2
Since, 𝑛 > 50 𝑎𝑛𝑑 𝑛𝑝 < 5, use the Poisson approximation, where
𝑋~𝑃0 4.2
Now,
𝑒 −4.2 ×4.25
a) 𝑃 𝑋 = 5 = 5!
= 0.163
b. At least 2 people in the group have blood type AB.
 The Normal Distribution as an Approximation
to the Poisson Distribution
• Poisson Distribution: If X follow the Poisson
distribution 𝑡ℎ𝑒𝑛 X ~ 𝑃0 (λ), where the mean
and variance are both equal to 𝜆.
• Normal Approximation
a) Condition: When, 𝜆 > 15, X ~ 𝑃0 (λ) can be
approximated by 𝑋 ~ 𝑁 (λ, λ) with 𝜇 = 𝜎 2 =
𝜆 and 𝜎 = 𝜆.
b) For Continuity Correction must be
Required ± 0.5
 Poisson Distribution Normal Distribution
𝑋~𝑃𝑜(𝑛𝑝) 𝑋~𝑁(𝑛𝑝, 𝑛𝑝)
𝑋−𝜇
𝑒 −𝜆 × 𝜆𝑟 Z=
𝑃 𝑋=𝑟 = 𝜎
𝑟!

 Rule for Standard Normal Distribution, Z ~ 𝑵 (0, 1).

1. 𝑷 𝒁 ≤ 𝒂 = ∅ 𝒂
2. 𝑷 𝒁 ≤ −𝒂 = 𝟏 − ∅ 𝒂
3. 𝒁 ≥ −𝒂 = ∅ 𝒂
4. 𝑷 𝒁 ≥ 𝒂 = 𝟏 − ∅ 𝒂
5. 𝑷 𝒂 ≤ 𝒁 ≤ 𝒃 = ∅ 𝒃 − ∅ 𝒂
6. 𝑷 −𝒃 < 𝒁 < −𝒂 = ∅ 𝒃 − ∅ 𝒂
7. 𝑷 −𝒂 < 𝒁 < 𝒃 = ∅ 𝒃 − 𝟏 − ∅ 𝒂
8. 𝑷 𝒁 ≤ 𝒂 𝒐𝒓 𝑷 −𝒂 ≤ 𝒁 ≤ 𝒂 = 𝟐∅ 𝒂 − 𝟏
9. ∅ −𝒂 = 𝟏 − ∅ 𝒂
 Finding ‘z’ when 𝝓 𝒛 is known
Given Z ~ N(0,1), Find ‘a’ where
1. P(Z < a ) = 0.9693 ( a = 1.87)
2. P(Z < a ) = 0.0793 ( a = - 1.41)
3. P(Z > a ) = 0.7367 ( a = - 0.633)
4. P(Z > a ) = 0.3802 ( a = 0.305)
1. If 𝑋~𝑃0 24 , use a suitable approximation to find
𝑃 𝑋 ≤ 25 .
Solution-
Given that, 𝑋~𝑃0 24
𝝀 = 𝟐𝟒 > 𝟏𝟓, so use a normal approximation, where,
𝑋~ 𝑁 24, 24 with 𝜇 = 𝜎 2 = 24 and 𝜎 = 24
Now, P 𝑋 ≤ 25 → 𝑃 𝑋 < 25.5
24−25.5
=P 𝑍 <
24
=P 𝑍 < …
=∅ …

= 0.0104
 Example -1
1. A retailer sells TV. The number of TV sold per week follows a
Poisson distribution with mean 45. Find the probability that
the number of TV sold in a particular week.
Solution-
X is the number of TV sold in a week.
𝑋~𝑃0 45
𝝀 = 𝟒𝟓 > 𝟏𝟓, so use a normal approximation, where,
𝑋~ 𝑁 45,45 with 𝜇 = 𝜎 2 = 45 and 𝜎 = 45
a) will exceed 60 = P 𝑋 > 60 → 𝑃 𝑋 > 60.5
60.5−45
=P 𝑍 > 45
= P 𝑍 > 2.311
= 1 − ∅ 2.311
= 1 – 0. 9896
= 0.0104
b. is at least 34 but fewer than 50.
= P X is at least 34 but fewer than 50
= P 34 ≤ 𝑋 < 50
= P 33.5 ≤ 𝑋 < 49.5
33.5 −45 49.5 − 45
=P ≤𝑍<
45 45
= P −1.714 ≤ 𝑍 < 0.671
= ∅ 0.671 − ∅ −1.714
= ∅ 0.671 − 1 − ∅ 1.7114
= 0.7489 − 1 − 0.9568
= 0.706