6 Questions
What is the Poisson distribution primarily used to model?
Count data
What is the average rate of events in the Poisson distribution?
λ
What is the relationship between the mean and variance of the Poisson distribution?
Variance equals the mean
What is the mode of the Poisson distribution when λ is an integer?
λ
Which distribution is the Poisson distribution a limiting case of?
Binomial distribution
What is an application of the Poisson distribution?
Analyzing the number of accidents in a given period
Study Notes
Definition
The Poisson distribution is a discrete probability distribution that models the number of events occurring in a fixed interval of time or space, where the events occur independently and at a constant average rate.
Key Characteristics
- Discrete distribution
- Models count data (number of events)
- Events occur independently
- Events occur at a constant average rate (λ)
- Variance equals the mean (λ)
Formula
The probability mass function of the Poisson distribution is:
P(X = k) = (e^(-λ) * (λ^k)) / k!
where:
- P(X = k) is the probability of k events occurring
- e is the base of the natural logarithm
- λ is the average rate of events (expected value)
- k is the number of events
Properties
- Mean: λ
- Variance: λ
- Mode: λ (when λ is an integer)
- Skewness: 1 / √λ
- Kurtosis: 1 / λ
Applications
- Modeling the number of defects in a manufacturing process
- Analyzing the number of accidents or errors in a given period
- Modeling the number of customers arriving at a service facility
- Analyzing the number of mutations in a DNA sequence
Relationship with Other Distributions
- The Poisson distribution is a limiting case of the binomial distribution
- The Poisson distribution is a special case of the negative binomial distribution
- The Poisson distribution is related to the exponential distribution and the gamma distribution
Poisson Distribution
- Models the number of events occurring in a fixed interval of time or space
- Events occur independently and at a constant average rate (λ)
Key Characteristics
- Discrete distribution that models count data (number of events)
- Events occur independently and at a constant average rate (λ)
- Variance equals the mean (λ)
Formula
- Probability mass function: P(X = k) = (e^(-λ) * (λ^k)) / k!
- k is the number of events, λ is the average rate of events (expected value), e is the base of the natural logarithm
Properties
Mean and Variance
- Mean: λ
- Variance: λ
Mode, Skewness, and Kurtosis
- Mode: λ (when λ is an integer)
- Skewness: 1 / √λ
- Kurtosis: 1 / λ
Applications
- Modeling defects in manufacturing processes
- Analyzing accidents or errors in a given period
- Modeling customer arrivals at service facilities
- Analyzing mutations in DNA sequences
Relationship with Other Distributions
- Limiting case of the binomial distribution
- Special case of the negative binomial distribution
- Related to the exponential and gamma distributions
A discrete probability distribution that models the number of events occurring in a fixed interval of time or space, where the events occur independently and at a constant average rate.
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