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Lecture 13

The document defines the Poisson distribution and its parameter λ. The Poisson distribution describes the number of events occurring in a fixed interval of time or space if these events happen with a known average rate and independently of the time since the last event. The mean and variance of the Poisson distribution are both equal to λ. An example is provided of using the Poisson distribution to calculate the probability of a certain number of phone calls arriving in one minute based on the average call arrival rate.

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Shailesh Prajapati
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26 views

Lecture 13

The document defines the Poisson distribution and its parameter λ. The Poisson distribution describes the number of events occurring in a fixed interval of time or space if these events happen with a known average rate and independently of the time since the last event. The mean and variance of the Poisson distribution are both equal to λ. An example is provided of using the Poisson distribution to calculate the probability of a certain number of phone calls arriving in one minute based on the average call arrival rate.

Uploaded by

Shailesh Prajapati
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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3.2.

4 Poisson Distribution
Denition Let X be the number of events per basic unit: For example, Number of rain drops in one minute. Number of cars passing by you for an hour. Number of chocolate particles in one ChoCoChip cookie. Number of typos in one page. Number of defaults in one cm2 area. Number of visitors of a certain web site between 10:00-11:00pm. Number of characters in Page 256 of the text book.

The Poisson distribution has a single parameter , sometimes called the intensity parameter. A random variable X, taking values in the nonnegative integers, has a Poisson() distribution if P (X = x|) = The mean of X is

e x , x!

x = 0, 1, . . .

EX = =

x
x=0

e x = x! e (x 1)!
x1

x
x=1

e x x!

x=1

=
y=0

e y = y!

A similar calculation will show that VarX = . The mgf is MX (t) = e(e 1) .
t

Example 3.2.4 (Waiting time) As an example of a waiting-for-occurrence application, consider a telephone operator who, on the average, handles ve calls every 3 minutes. What is the probability that there will be no calls in the next minute? At least two calls? If we let X =number of calls in a minute, then X has a Poisson distribution with EX = = 5/3. So P (no calls in the next minute) = P (X = 0) = e5/3 ( 5 )0 3 = e5/3 = 0.189 0!

P (at least two calls in the next minute) = P (X 2) = 1 P (X = 0) P (X = 1) = 1 .189 Example 3.2.5 (Poisson approximation) A typesetter, on the average, makes one error in every 500 words typeset. A typical page contains 300 words. What is the probability that there will be no more than two errors in ve pages? If we assume that setting a word is a Bernoulli trial with success probability p = then X =number of errors in ve pages (1500 words) is binomial(1500, P (no more than two errors) = P (X 2)
2 1 ). 500 1 , 500

e5/3 (5/3)1 = 0.496. 1!

Thus,

=
x=0

1500 1 x 499 1500x ( ) ( ) x 500 500

= .4230. If we use the Poisson approximation with = 1500/500 = 3, we have P (X 2) e3 (1 + 3 + 32 ) = 0.4232. 2

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