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The Poisson Distribution (Group 17)

The document discusses the Poisson distribution, which models the number of random events occurring in a fixed interval of time or space. Some key points: - The Poisson distribution takes on non-negative integer values and depends on a single parameter λ, which represents the average number of events. - The probability of observing x events is calculated as P(X=x) = (e-λ λx)/x!, where e is the base of the natural logarithm. - The mean and variance of a Poisson distribution both equal the parameter λ. - The Poisson distribution approximates the binomial distribution when the number of trials is large, the probability of success is small, and the expected

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0% found this document useful (0 votes)
108 views14 pages

The Poisson Distribution (Group 17)

The document discusses the Poisson distribution, which models the number of random events occurring in a fixed interval of time or space. Some key points: - The Poisson distribution takes on non-negative integer values and depends on a single parameter λ, which represents the average number of events. - The probability of observing x events is calculated as P(X=x) = (e-λ λx)/x!, where e is the base of the natural logarithm. - The mean and variance of a Poisson distribution both equal the parameter λ. - The Poisson distribution approximates the binomial distribution when the number of trials is large, the probability of success is small, and the expected

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© Attribution Non-Commercial (BY-NC)
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72. Mohamad Hanif Asyraf Bin Hussian 45. Wan Nurul Atiqah Binti Wan Azman 62.

Nurul Haziqah Binti Jamal 111. Nur Aina Binti Mohd Azlan Jamal 86. Nuraini Binti Sapari 101. Tuan Masyitah Binti Tuan Sulong

UK27549 UK27510 UK27529 UK27612 UK27574 UK27600

THE POISSON DISTRIBUTION

DISTRIBUTION

THE POISSON DISTRIBUTION

In many practical situations we are interested in measuring how many times a certain event occurs in a specific time interval or in a specific length or area. For instance: 1 the number of phone calls received at an exchange or call centre in an hour; 2 the number of customers arriving at a toll booth per day;
3 the number of flaws on a length of cable;

4 the number of cars passing using a stretch of road during a day. The Poisson distribution plays a key role in modelling such problems.
THE POISSON DISTRIBUTION

The Poisson distribution is a discrete probability distribution for the counts of events that occur randomly in a given interval of time (or space). A Poisson random variable takes on positive values (or zero).

If we let X = The number of events in a given interval, Then, if the mean number of events per interval is . X has a Poisson Distribution with parameter and
P(X = x) =
!

= 0, 1, 2, 3, 4,

Note is a mathematical constant. 2.718282. There should be a button on your calculator that calculates powers of .
THE POISSON DISTRIBUTION

EXAMPLES;
1. Consider, in an office 2 customers arrived today. Calculate the possibilities for exactly 3 customers to be arrived on tomorrow.
Step1: Find where, = 2 and = 2.718 = 2.718 2 = 0.135. Step2: Find . where, = 2 and = 3. = 23 = 8. Step3: Find P(X=x) =
.

Hence there are 18% possibilities for 3 customers to be arrived on tomorrow. POISSON DISTRIBUTION THE

(0.135)(8) P(X=3) = = 0.18. 3!

2. Births in a hospital occur randomly at an average rate of 1.8 births per hour. What is the probability of observing 4 births in a given hour at the hospital? Let X = No. of births in a given hour = 4 (i) Events occur randomly (ii) Mean rate = 1.8 We can now use the formula to calculate the probability of observing exactly 4 births in a given hour P(X = 4) = 1.8
1.84 4!

= 0.0723

THE POISSON DISTRIBUTION

b) What about the probability of observing more than or equal to 2 births in a given hour at the hospital? We want P(X 2) = P(X = 2) + P(X = 3) + i.e. an innite number of probabilities to calculate but P(X 2) = P(X = 2) + P(X = 3) + .. = 1 ( < 2) = 1 (( = 0) + ( = 1))

=1
-

0 1.8 1.8 ( 0!

1 1.8 1.8 ) 1!

= 1 (0.16529 + 0.29753) = 0.537

THE POISSON DISTRIBUTION

3. The number of visitors to a webserver per minute follows a Poisson distribution. If the average number of visitors per minute is 4, what is the probability that: (a) There are two or fewer visitors in one minute? (b) There are exactly two visitors in 30 seconds? For part (a), we need the average number of visitors in a minute. In this case the parameter = 4. We wish to calculate; P(X = 0) + P(X = 1) + P(X = 2) 40 P(X=0) = 0! 41 P(X=1) = 1! 42 P(X=0) = 2! So the probability of two or fewer visitors in a minute is + 4 + = 0.238
THE POISSON DISTRIBUTION

b) If the average number of visitors in 1 minute is 4, the average in 30 seconds is 2. So for this example, our parameter = 2. P(X=2)
= !

= = 0.271

THE POISSON DISTRIBUTION

The mean and variance of a Poisson random variable with parameter are both equal to : (X) = , (X) =

Or known as

= = =

THE POISSON DISTRIBUTION

Examples; Suppose we know that births in a hospital occur randomly at an average rate of 1.8 births per hour. What is the probability that we observe 5 births in a given 2 hour interval?
Let X = No. of births in a 2 hour period = 5 = *1.82 = 3.6 * Well, if births occur randomly at a
3.65 P(X=5) = . 5! = 0.13768
rate of 1.8 births per 1 hour interval. Then births occur randomly at a rate of 3.6 births per 2 hour interval.

Then,

THE POISSON DISTRIBUTION

Where does the Poisson distribution come from? Mathematical fact: The Poisson distribution is an approximation for the binomial distribution Bin(n,p) when: n is large; * = np p is small; np is close to . In other words, its like having lots of trials where the expected number of successes is

THE POISSON DISTRIBUTION

EXAMPLES; 1. It is known that 3% of the circuit boards from a production line are defective. If a random sample of 120 circuit boards is takenfrom this production line, use the Poisson approximation to stimate the probability that the sample contains: (i) Exactly 2 defective boards. (ii) At least 2 defective boards. In this case, n 100 and np 10. Also, = np = 120(0.03) = 3.6 (i)
3.62 P(X = 2) = . = 0.177 2!

Binomial calculation also gives an answer of 120 (0.03)2(1 0.03)120 2 = 0.1766 2


THE POISSON DISTRIBUTION

(ii)

P(X2) = 1 (P(X = 0) + P(X = 1)) =1


0 . 3.6 [( ) 0! 1 . 3.6 +( )] 1!

= 1 (0.027 + 0.098) = 0.875 = 0.88 Binomial distribution gives an answer of 1 [1200 (. ) ( . ) +1201(. ) ( . ) ] 1 0.02585 + 0.09597 = 0.878 = 0.88

THE POISSON DISTRIBUTION

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