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The Poisson Distribution: (Not in Reif's Book)

The Poisson distribution models counts of events that occur randomly and independently over time. Simeon Poisson derived the Poisson distribution in 1837 as the limiting case of the binomial distribution when the number of trials is large and the probability of success is close to zero. The Poisson distribution gives the probability of a given number of events occurring in a fixed time period, with the mean and variance both equal to the parameter lambda, which represents the average number of events per unit time.

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53 views12 pages

The Poisson Distribution: (Not in Reif's Book)

The Poisson distribution models counts of events that occur randomly and independently over time. Simeon Poisson derived the Poisson distribution in 1837 as the limiting case of the binomial distribution when the number of trials is large and the probability of success is close to zero. The Poisson distribution gives the probability of a given number of events occurring in a fixed time period, with the mean and variance both equal to the parameter lambda, which represents the average number of events per unit time.

Uploaded by

Actress Veriyan
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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The Poisson Distribution

(Not in Reifs book)

The Poisson Probability Distribution


"Researches on the probability Simeon Denis Poisson of criminal civil verdicts" 1837

Looked at the form of the binomial distribution

When the Number of Trials is Large.


He derived the cumulative Poisson distribution as the

Limiting case of the Binomial When the Chance of Success Tends to Zero.

The Poisson Probability Distribution


"Researches on the probability Simeon Denis Poisson of criminal civil verdicts" 1837

Looked at the form of the binomial distribution

When the Number of Trials is Large.


He derived the cumulative Poisson distribution as the

Limiting case of the Binomial When the Chance of Success Tends to Zero.

Simeon Denis Fish!

Poisson Distribution: An approximation to binomial distribution for the SPECIAL CASE when the average number (mean ) of successes is very much smaller than the possible number n. i.e. << n because p << 1.
This distribution is important for the study of such phenomena as radioactive decay. This distribution is NOT necessarily symmetric! Data are usually bounded on one side & not the other.

The Poisson Distribution

An advantage of this distribution is that 2 =


= 1.67 = 1.29

= 10.0 = 3.16

The Poisson Distribution Models Counts.


If events happen at a constant rate over time, the Poisson Distribution gives

The Probability of X Number of Events Occurring in a time T.


This distribution tells us the

Probability of All Possible Numbers of Counts, from 0 to Infinity.


If X= # of counts per second, then the Poisson probability that X = k (a particular count) is:

k! Here, the average number of counts per second.

p( X k )

k e

Mean and Variance for the Poisson Distribution


Its easy to show that for this distribution, The Mean is: Also, its easy to show that The Variance is:
l L .

So, The Standard Deviation is:

For a Poisson Distribution, the variance and mean are equal!

The Poisson parameter can be given as the mean number of events that occur in a defined time period OR, equivalently, can be given as a rate, such as = 2 events per month. must often be multiplied by a time t in a physical process

More on the Poisson Distribution Terminology: A Poisson Process

(called a Poisson Process )

( t ) e P( X k ) k!
k

= t

= t

Example
1. If calls to your cell phone are a Poisson process with a
constant rate = 2 calls per hour, what is the probability that, if you forget to turn your phone off in a 1.5 hour class, your phone rings during that time?

Answer: If X = # calls in 1.5 hours, we want

P(X 1) = 1 P(X = 0)
(2 * 1.5) 0 e 2 (1.5) (3) 0 e 3 P( X 0) e 3 .05 0! 0!

P(X 1) = 1 .05 = 95% chance 2. How many phone calls do you expect to get during the class?

<X> = t = 2(1.5) = 3
Editorial comment: The students & the instructor in the class will not be very happy with you!!

Conditions Required
for the

Poisson Distribution to hold:


1. The rate is a constant, independent of time.

2. Two events never occur at exactly the same time.


3. Each event is independent. That is, the occurrence of one event does not make the next event more or less likely to happen.
9

Example
A production line produces 600 parts per hour with an average of 5 defective parts an hour. If you test every part that comes off the line in 15 minutes, what is the probability of finding no defective parts
(and incorrectly concluding that your process is perfect)? = (5 defects/hour)*(0.25 hour) = 1.25 p(x) = (xe-)/(x!) x = given number of defects P(x = 0) = (1.25)0e-1.25)/(0!) = e-1.25 = 0.287

= 28.7%

Comparison of Binomial & Poisson Distributions

with Mean = 1
0.5 0.4
0.4 0.35

Probability

Probability

poisson 1 binomia l N=3, p =1/3

0.3 0.25 0.2 0.15 0.1 bino mial N= 10,p=0.1 po isso n 1

0.3 0.2 0.1 0 0 1

0.05 0 0.0 1.0 2.0 3.0 4.0 5.0 6.0 7.0

2 m

Clearly, there is not much difference between them!

For N Large & m Fixed: Binomial Poisson

Poisson Distribution: As (Average # Counts) gets large, this also approaches a Gaussian =5 = 15

= 25

= 35

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