Probability and Statistics

EEF 271e

Ibraheem Shayea
Electronics and Communication Engineering Department,
Faculty of Electrical and Electronics Engineering
İstanbul Teknik Üniversitesi - İTÜ
 Syllabus 09

Discrete Probability Distributions

Part D
Poisson Distribution
Lecture Objectives
What you should Learn from this Lecture ?

❑ Understanding :
o Concept of Poisson distribution
o PMF of Poisson distribution Function
o CDF of Poisson distribution Function
o Mean
o Median
o Variance
o Standard Deviation
o Practice some Examples
Outline

❖ Concept of Poisson distribution

❖ PMF of Poisson distribution

❖ CDF of Poisson distribution

❖ Mean of Poisson distribution

❖ Variance of Poisson distribution

❖ Standard Deviation of Poisson distribution

Concept of Poisson distribution
Concept of Poisson distribution
Definition

Poisson Distribution models the probability of a given number of

events occurring in a fixed interval of time or space, assuming
constant mean rate and independent occurrences.

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Concept of Poisson distribution
Definition

Poisson Distribution is a discrete probability distribution that models

the number of times an event occurs in a fixed interval of time or space, given
that:
1.The events occur independently of one another.
2.The average rate (events per interval) is constant.
3.Two events can't happen at the exact same instant.

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Concept of Poisson Distribution
Probability of Each Trial

In a Poisson Distribution, there's no fixed probability for each trial

like in a binomial distribution. Instead, it models the number of events in
a given interval.

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Concept of Poisson Distribution
Application

Poisson Distribution applies to modelling rare events like call

arrivals, or system failures over fixed intervals.

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Concept of Poisson Distribution
Application

Poisson Distribution is used to model how often rare events

happen in a fixed time or space, like calls or system failures .

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Concept of Poisson Distribution
Applications
Examples
Some key examples of Poisson Distribution:
o Number of customer calls received by a call centre per hour.
o Emails received by a person in an hour.
o Faults in a manufacturing process per meter of fabric.
o Patients arriving at an emergency room per night.
o Typos per page in a printed book.

These are all events that occur independently and randomly over a fixed interval.
PMF of Poisson Distribution
PMF of Poisson Distribution
PMF for Poisson Distribution
Probability Mass Function (PMF) of the Poisson Distribution gives
the probability of observing exactly 𝒙 events in a fixed interval, with a
known average rate λ (mean number of events per interval).The PMF is:

𝝀𝒙 𝒆 −𝝀
𝒑 𝒙, 𝝀 =
𝒙!

where
o 𝒑 𝒙, 𝝀 the PMF for Poisson Distribution
o 𝒙 the number of events (0, 1, 2, … )
o 𝝀 the average rate of occurrence (mean)
o e the Euler's number (≈2.718)
PMF of Poisson Distribution
PMF of Poisson Distribution
Fig. illustrates the PMF of Poisson Distribution with different 𝝀 values.

Fig. Example of PMF of Poisson Distribution

PMF of Poisson Distribution
Matlab function for PMF of Poisson Distribution
Matlab function for PMF of a Poisson Distribution

y = poisspdf(x, lambda);
Example

clc
clear all
close all

lambda = 0.5;
x = (0:10);
y = poisspdf(x, lambda);
CDF of Poisson Distribution
CDF of Poisson Distribution
CDF for Poisson Distribution
The CDF of the Poisson distribution gives the probability that the
number of events is less than or equal to a given value, based on a fixed average
rate.
𝑭(𝒙) = 𝑷(𝑿 ≤ 𝒙)
CDF is derived from PMF

𝐹(𝑥) = ෍ 𝑝𝑋 𝑥
𝑥=−∞

𝐹 𝑥 is the CDF for a Poisson Distribution

𝑝𝑋 𝑥 is the PMF for a Poisson Distribution 17
CDF of Poisson Distribution
CDF for Poisson Distribution

CDF is derived from PMF and given by :

∞ ∞
𝝀𝒙 𝒆 −𝝀
𝑭(𝒙) = 𝑷(𝑿 ≤ 𝒙) = ෍ 𝒑 𝒙, 𝝀 = ෍
𝒙!
𝑥= 0 𝑥=0

where
o 𝐩 𝐱, 𝛌 the PMF for Poisson Distribution
o 𝒙 the number of events (0, 1, 2, …)
o 𝝀 the average rate of occurrence (mean)
o e the Euler's number (≈2.718)m
CDF of Poisson Distribution
Matlab function for CDF of Poisson Distribution

Matlab function for CDF of Poisson Distribution

F = poisscdf(x, lambda);

where
o 𝑥 the number of events (0, 1, 2, …)

o 𝜆 lambda, the average rate of occurrence (mean)

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Mean of Poisson Distribution
Mean of Poisson Distribution
Mean

The mean 𝝁𝑿 of Poisson Distribution random variable X, can be

derived from by :

𝑀𝑒𝑎𝑛 = 𝐸 𝑋 = ෍ 𝑥 𝑝𝑋 𝑥
𝑥=−∞

𝒑𝑿 𝒙 is the PMF of a Poisson Distribution

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Mean of Poisson Distribution
Mean

The mean 𝝁𝑿 (or expected value) of a Poisson distribution is given by:

𝑀𝑒𝑎𝑛 = 𝐸 𝑋 = 𝝁𝑿 = 𝜆

where
𝜆 lambda, the average rate of occurrence (events per interval).

So, in a Poisson Distribution, the mean and the parameter λ are the same.
Variance of Poisson Distribution
Variance
Variance
The variance of a r.v. X, denoted by 𝜎𝑋2 or 𝑉𝑎𝑟(𝑋),is defined by:

Thus

Note from definition that:

Variance
Variance for Poisson Distribution
❖ The PMF for Poisson Distribution is defined as follows:

𝜆𝑥 𝑒 −𝜆
𝑝 𝑥, 𝜆 =
𝑥!

where
o 𝒑 𝒙, 𝝀 the PMF for Poisson Distribution
o 𝒙 the number of events (0, 1, 2, …)
o 𝝀 the average rate of occurrence (mean)
o e the Euler's number (≈2.718)
Variance
Variance for Poisson Distribution
❖ The PMF for Poisson Distribution is defined as follows:

𝜆𝑥 𝑒 −𝜆
𝑝 𝑥, 𝜆 =
𝑥!

𝜎𝑋2 = ෍ 𝑥𝑘 − 𝜇𝑥 2 𝑝𝑋 𝑥𝑘
𝑘=0

𝑛
𝜆𝑥 𝑒 −𝜆
𝜎𝑋2 = ෍ 𝑥𝑘 − 𝜇𝑥 2
𝑥!
𝑘=0 26
Variance
Variance for Poisson Distribution

❖ The Variance for Poisson Distribution can be calculated by:

𝜎𝑋2 = 𝑉𝑎𝑟(𝑋) = 𝜆

where
𝜆 lambda, the average rate of occurrence (events per interval).

This unique property, mean equals variance is a key

characteristic of the Poisson Distribution. 27
Standard Deviation
Standard Deviation
Standard Deviation
Standard Deviation is the square root of the Variance (𝜎𝑋2 ). Thus,
Standard Deviation of the Poisson Distribution Function is calculated by
the following Eq.:

𝝈𝑿 = 𝝈𝟐𝑿 = 𝝀

where
𝜆 lambda, the average rate of occurrence (events per interval).

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The End

Thank You