Poisson Distribution
Suppose that the number of cars that goes past the gates of Heathfiled Secondary school in London, between 8.00 am and 8.15 am on a week day is 15. If this rate remains the same during the
morning peak hours - - 8 am till 9 am - one can safely assume that the number of cars goes past the gate of this particular school between 8.15 am and 8.30 am as 15 as well. Moreover, the number of cars that goes past between,
8.15 am and 8.45 am can be assumed as 2 x 15 = 30 and between 8.15 am and 9.00 am as 3 x 15 = 45. In a situation of this kind, the parameter the number of cars going past the school in 15
minutes can be a basis for a statistics model. It is Poisson Distribution.
As you can see the parameter depends on the time interval - the greater the time interval , the greater the parameter.
Similarly, the parameter can be confined to
space as well. For instance, the number of bacteria in 5ml of water in a bucket, is a case in point - the greater the volume, the greater the number of bacteria.
In situations of this nature, the outcomes can be modelled by Poisson Distribution.
Poisson Distribution can be defined as follows:
X ~ Po(λ)
P( X = r ) = e-λλr / r!
Is Poisson a true distribution ?
Let's say the values of success - r - are 0, 1, 2, 3, 4, ...........n
So, the corresponding probabilities - e-λλr / r! - are e-λλ0 / 0!, e-λλ1 / 1!,
e-λλ2 / 2!, e-λλ3 / 3!
etc. The following table summarizes the distribution:
| t | P(X = r) |
| 0 | e-λλ0 / 0! |
| 1 | e-λλ1 / 1! |
| 2 | e-λλ2 / 2! |
| 3 | e-λλ3 / 3! |
| -- | ------------ |
| -- | ------------ |
| n | e-λλn / n! |
So, Σ (P X = r) = Σ e-λλr / r! = e-λ[(λ0/0!) + (λ1/1!) + .... + (λn/n!)]
= e-λ[eλ] = e0 = 1
[the red part comes from the expansion of the exponential function, ex].
Since the sum of probabilities adds up to 1, this is a true probability distribution.
Check list for Poisson Distribution
- The probability of a certain event is constant in an interval based on
space or time
- The Poisson parameter is proportional to the length of the interval
Situations where Poisson Distribution model does not work:
- Modelling the number of cars going past a particular school during 8.30 am and 9.00 am on a week day and the at weekends - the parameter is not the same
- Modelling the number of bacteria in a bucket of water, when it is under observation with a certain anti-biotic - the parameter changes by the minute
You can use the following calculator in the calculations of Poisson Distribution.
E.g.1
The number of bacteria found in 5ml of water in a bucket is 8. Calculate the following probabilities:
1) Having not a single bacteria
2) Having exactly two bacteria
3) Having two or fewer bacteria
4) Having more than 3 bacteria
λ = 8
1) P(r = 0) = e-880 / 0! = 0.0003
2) P(r = 2) = e-882 / 2! = 0.0107
3) P(r < = 2) = e-880 / 0! + e-881 / 1! + e-882 / 2! = 0.0003 + 0.0027 + 0.0107 = 0.0137
4) P(r > 3) = 1- P(r < = 2) = 1- 0137 = 0.9863
E.g.2
When Angelina types in an article in Word, she makes, on average, 3 spelling mistakes in a single page. She has to type in an article consisting of 3 pages. Find the following probabilities:
1) Making no spelling mistakes in the whole article
2) Making just two mistakes
3) Making 2 or fewer mistakes
4) Making more than 3 mistakes
Since we are considering three pages - the new space - λ = 3 * 3= 9
1) P(r = 0) = e-990 / 0! = 0.0001
2) P(r = 2) = e-992 / 2! = 0.005
3) P(r < = 2) = e-990 / 0! + e-991 / 1! + e-992 / 2! = 0.0001 + 0.0011 + 0.0107 = 0.0119
4) P(r > 3) = 1- P(r < = 2) = 1- 0119 = 0.9881
Expectation and Variance of Poisson Distribution
If X ~ Po(λ)
E(X) = λ Var(X) = λ