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Understanding Poisson Distribution
Feb 24, 2025
Chapter 5: Discrete Probability Distributions - Poisson Distribution
Overview
Discrete Probability Distributions
: Deal with discrete variables, i.e., whole numbers or countable events.
Poisson Distribution
: Focuses on the number of outcomes occurring in a given time interval or specified region.
Suitable for events that are countable and occur independently.
Key Concepts
Independence
: Events must be independent; one event does not affect the probability of another event occurring (memoryless property).
Average Rate (Lambda, ( \lambda ))
: Constant average rate of occurrence.
( \lambda = ) average number of outcomes per unit time.
Mean and Variance
: Both are equal to ( \lambda T ).
( \sigma = \sqrt{\lambda T} )
Poisson Distribution Formula
Probability Distribution Formula
: Used to calculate the exact probability of a given number of outcomes.
Formula: ( P(X) = \frac{e^{-\lambda T} (\lambda T)^x}{x!} )
E (Euler's Number)
: A mathematical constant approximately equal to 2.71828.
Examples of Poisson Variables
Events per time interval:
Number of machines down in a shift.
Shipments received per day.
Spam calls in an hour.
Car accidents in a month.
Events per specified region:
Number of field mice per acre.
Bacteria in a culture.
Typing errors per page.
Example Problem
Scenario
: Average number of radioactive particles passing through a counter in one millisecond is 4.
( \lambda = 4 ) particles/ms.
Problem
: Probability that 6 particles enter the counter in any given millisecond.
Use ( P(X=6) = \frac{e^{-4} (4)^6}{6!} )
Result: Probability ( \approx 0.1042 ).
Using Poisson Distribution Table
Similar to binomial tables, gives cumulative probabilities.
Big F (Cumulative Probability)
: ( F(x) = \sum f(x) ) from 0 to x.
Procedure
:
Find ( F(6) ) and ( F(5) ).
Calculate ( f(6) = F(6) - F(5) ).
Example: ( F(6) - F(5) = 0.8893 - 0.7851 = 0.1042 ).
Summary
The Poisson distribution is useful for modeling the probability of a given number of events happening in a fixed interval of time or space.
Understanding and using both the formula and distribution tables can provide flexibility in solving probability problems related to discrete events.
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