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Poisson Probability Distribution

Statistics Poisson Probability Distribution Notes.

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Thabo Gerald
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0% found this document useful (0 votes)
9 views27 pages

Poisson Probability Distribution

Statistics Poisson Probability Distribution Notes.

Uploaded by

Thabo Gerald
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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1

Poisson Distribution
• The Poisson distribution, named after Simeon
Denis Poisson (1781-1840).
• Poisson distribution is a discrete distribution. It
describes random events that occurs rarely over
a unit of time or space.
• It differs from the binomial distribution in the
sense that we count the number of success and
number of failures, while in Poisson distribution,
the average number of success in given unit
of time or space.
2
The Poisson Experiment
• Used to find the probability of a rare event
• Randomly occurring in a specified interval
– Time
– Distance
– Volume
• Measure number of rare events occurred in the
specified interval

3
The Poisson Experiment - Properties
• Counting the number of times a success occur in
an interval
• Probability of success the same for all intervals
of equal size
• Number of successes in interval independent of
number of successes in other intervals
• Probability of success is proportional to the size
of the interval
• Intervals do not overlap
4
Discrete Probability Distributions
If you are thinking of using a Poisson distribution,
here is a check list to see if it is suitable.
• The events occur independently
• The events occur at random
• The probability of an event occurring in a given time
interval does not vary with time (Intervals do not
overlap)

NB
Model the number of occurrences of event during a
fixed time period. It has only one parameter, which is
the average rate (Lambda) at which events are
occurring per time period.
5
Discrete Probability Distributions
• Properties
• 1. Poisson distribution is defined by single
parameter λ.
• 2. Mean = λ
• 3. Variance = λ. Mean and Variance are
equal.

6
Discrete Probability Distributions
Poisson distribution is the limiting case of
binomial distribution under the following
assumptions.
1. The number of trials n should be
indefinitely large ie., n->∞
2. The probability of success p for each trial
is indefinitely small.
3. np= λ, should be finite where λ is
constant.
7
The Poisson Experiment

Typical cases where the Poisson experiment


applies:
– Accidents in a day in Soweto
– Bacteria in a liter of water
– Dents per square meter on the body of a car
– Viruses on a computer per week
– Complaints of mishandled baggage per 1000
passengers
8
The Poisson Experiment
Calculating the Poisson Probability
Determining x successes in the interval:
x 
 e
P ( X  x)  P( x) 
x!
where,  = mean number of successes in interval
e = base of natural logarithm  2.71828

9
The Poisson Experiment - Example
• On average the anti-virus program detects 2 viruses
per week on a notebook

Are the conditions required for the Poisson experiment met?

• Time interval of one week


• μ = 2 per week
• Occurrence of viruses are independent
• Can calculate the probabilities of a certain number of viruses
in the interval
10
The Poisson Experiment - Example
• Let X be the Poisson random variable indicating the
number of viruses found on a notebook per week
Calculate the probability that three
one viruses
zerovirus
viruses occur
occur
occur
e 2 20
P ( X  0)  P (0)  0!
 0.1353
e 2 21
P ( X  1)  P (1)  1!
 0.2707
e 2 23
P ( X  3)  P (3)  3!
 0.1804
e 2 27
P ( X  7)  P (7)   0.0034
. 7!
. 11
.
The Poisson Experiment - Example
• Let X be the Poisson random variable indicating the
number of viruses found on a notebook per week
X P(X)
e 2 20
P ( X  0)  P (0)  0!
 0.1353 0 0.1353
1 0.2707
e 2 21
P ( X  1)  P (1)  1!
 0.2707 2 0.2707
3 0.1804
e 2 23
P ( X  3)  P (3)  3!
 0.1804 ↓ ↓
7 0.0034
e 2 27
P ( X  7)  P (7)   0.0034 ↓ ↓
. 7!
. ∑P(X) ≈ 12
1
.
The Poisson Experiment - Example
• Calculate the probability that two or less than two
viruses will be found per week
X P(X)
P(X ≤ 2) 0 0.1353
1 0.2707
= P(X = 0) + P(X = 1) + P(X = 2) 2 0.2707
3 0.1804
= 0.1353 + 0.2707 + 0.2707
↓ ↓
= 0.6767 7 0.0034
↓ ↓

∑P(X) ≈ 13
1
The Poisson Experiment - Example
• Calculate the probability that less than three
viruses will be found per week
X P(X)
P(X < 3) 0 0.1353
1 0.2707
= P(X = 0) + P(X = 1) + P(X = 2) 2 0.2707
3 0.1804
= 0.1353 + 0.2707 + 0.2707
↓ ↓
= 0.6767 7 0.0034
↓ ↓

∑P(X) ≈ 14
1
The Poisson Experiment - Example
• Calculate the probability that more than three
viruses will be found per week
X P(X)
P(X > 3) 0 0.1353
1 0.2707
= P(X = 4) + P(X = 5) + ……… 2 0.2707
3 0.1804
= 1 – P(X ≤ 3)
↓ ↓
= 1 - 0.8571 7 0.0034
↓ ↓
=0.1429
∑P(X) ≈ 15
1
The Poisson Experiment - Example
• Calculate the probability that four viruses will be
found in four weeks
• μ = 2 x 4 = 8 in four weeks

P( X  4)
e8 84

4!
 0.0573
16
The Poisson Experiment - Example
• Calculate the probability that two or less than two
viruses will be found in two weeks
• μ = 2 x 2 = 4 in two weeks
P( X  2)
 P( X  0)  P ( X  1)  P ( X  2)
4 0 4 1 4 2
e 4 e 4 e 4
  
0! 1! 2!
 0.0183  0.0733  0.2381
 0.2381 17
The Poisson Experiment

• Mean and standard deviation of Poisson


random variable

  E( X )  

    Var ( X )  
2

18
The Poisson Experiment - Example

– What is the expected number of viruses on the


notebook per week?

  E( X )    2

– What is the standard deviation for the number of


viruses on the notebook per week?

    Var ( X )    2  1.41
2

19
Tutorial
1. The mean number of typing errors in a
document is 1.5 per page. Find the probability
that on a page chosen at random there are
(i) no mistakes,
For λ = 1.5 gives P(0 mistakes) = 0.2231.

(ii) more than 2 mistakes


P(more than 2 mistakes) = 1 - P( up to 2 mistakes)
= 1 - 0.8088
= 0.1912.

20
Tutorial
2. Airline passengers dealer sells on average 4 car batteries
per week.
(a) What is the probability that the dealer will sell more than 2
batteries in a given week?
(b) If the dealer has 3 batteries in stock at the beginning of a
week, what is probability that the dealer will run out of stock
in that week?

21
Tutorial
X ~ P() ;  = 4 per week

4 0 4 1 4 2
1. P(X  2) = e 4 e 4 e 4  0.01832  0.07326  0.14653  0.2381
0! 1! 2!

𝑃 𝑋 > 2 = 1 − 𝑃 𝑋 ≤ 2 = 1 − 0.2381 = 0.7619

2. Dealer will run out of stock if 4 or more batteries are sold per week

𝑃 𝑋 ≥ 4 = 1−𝑃 𝑋 ≤ 3 = 1− 𝑃 0 +𝑃 1 +𝑃 2 +𝑃 3 = 0,5665

22
Tutorial
Avonford Town Football Club recorded the number of goals scored in each
one of their 30 matches in one season as follows:
Goals, x 0 1 2 3 4 >4

Frequency, 12 12 4 1 1 0
f

Calculate the mean


Calculate the variance
State whether the conditions for using the Poison distribution apply.
Calculate the expected frequencies for Poison distribution having the
same mean number of goals per match.
Comment on the fit.

23
Tutorial
Solution
n=30 𝑥𝑓 = 27 , 30 𝑥 2 𝑓 = 53
𝑥𝑓 27
(a) 𝑥 = = =0.9
𝑛 30
2 𝑥 2 𝑓−𝑛𝑥 2 53−30(9)2
(b) 𝑠 = = =0.9897
𝑛−1 29
(c) It is reasonable to assume that:
-The goal are scored independently
- The goal are scored at random
- the probability of scoring a goal is constant from one match to the next.
- the value of the mean is close to the value of the variance. Hence the Poison distribution can be expected to
provide reasonably good model.

24
25
Tutorial
d) Table for mean =0.9

Goal Probability Goal Probability Expected


frequency
0 0.4066 0 0.4066 12.2
0 or 1 0.7725 1 0.7725-0.4966=0. 3659 11.0
0 or 1 or 2 0.9371 2 0.9371-0.7725=0.1646 4.9
0 or 1 or 2 or 3 0.9865 3 0.9865-0.9371=0.0494 1.5
0 or 1 or 2 or 3 or 4 0.9977 4 0.9977-0.9865=0.012 0.3

(e) The fit is very good, as might be expected with the mean and
variance so close together.

26
Tutorial
This table is showing comparisons

Goals, x 0 1 2 3 4 >4
Frequency, f 12 12 4 1 1 0
Theoretical 12.3 11.0 4.9 1.5 0.3 0
frequency

27

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