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Poisson Distribution

# Poisson Distribution

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12/10/2012

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Poisson D istribution
Poisson distribution is a discrete probability distribution, which is thelimiting case of the binomial distribution under certain conditions.

1.When n is very indefinitely very large2.Probability of success is very small.
3.
np =
λ
is finite,
+
R
λ
Def:
A discrete random variable X is said to be follow a Poisson distribution if theprobability mass function is given by
====
..........3,2,1,0, !);()(
x xe x P  x X  p
x
λ λ
λ
Where e = 2.7183 and
0
>
λ
Here
λ
is called the
parameter

of the Poisson distribution.
Examples where the Poisson distribution is used (or) Applications of Poissondistribution:
This distribution is used to describe the behavior of the rare events like1.The number of blind born per year in a large city.2.The number of printing mistakes per page in a large volume of a book.3.The number of air pockets in a glass sheet.4.The number of accidents occurred annually at a busy crossing of city.5.The number of defective articles produced by a quality machine.6.This is widely used in waiting lines or queuing problems in management studies.7.It has wide applications in industrial quality control.8.In determining the number of deaths in a given period by a rare disease.
The sum of the probabilities of the Poisson distribution is unity i.e.
=
=
0
1);(
x
x P
λ
Proof:
For a Poisson distribution the probability mass function is given by
====
..........3,2,1,0, !);()(
x xe x P  x X  p
x
λ λ
λ
Now,
=
0
);(
x
x P
λ
=
=
0
!
x x
xe
λ
λ
=
=
0
!
x x
xe
λ
λ
=
++++
...........!3!2!1!0
3210
λ λ λ λ
λ
e
=
λ λ
ee
=1
Siméon Denis Poisson(1781-1840)France

Mean and Variance of Poisson distribution
:

For a Poisson distribution the probability mass function is given by
====
..........3,2,1,0, !);()(
x xe x P  x X  p
x
λ λ
λ
Now,Mean = E(X)=
=
0
);(
x
x P  x
λ
=
=
0
!
x x
xe x
λ
λ
=
=
01
)!1(
x x
x x xe
λλ
λ
=
=
11
)!1(
x x
xe
λ λ
λ
=
++++
...........!3!2!1!0
3210
λ λ λ λ  λ
λ
e
=
λ λ
λ
ee
=
λ
Mean of the Poisson distribution is
λ
Variance = V(X) =
22
)]([)(
E  X  E
=
22
][)(
λ
X  E
……… (1)[
Mean of the Poisson distribution is
λ
]From (1)
=
)(
2
X  E

=
02
);(
x
x P  x
λ
=
=
02
!
x x
xe x
λ
λ
=
=
+
0
!])1([
x x
xe x x x
λ
λ
=
=
0
!)1(
x x
xe x x
λ
λ
+
=
0
!
x x
xe x
λ
λ
=
=
122
)!2)(1( )1(
x x
x x x x xe
λ λ
λ
+
λ
[
Mean of the Poisson distribution is
λ
]=
=
222
)!2(
x x
xe
λ λ
λ
+
λ
=
λ λ λ λ λ  λ
λ
+++++
...........!3!2!1!0
3210 2
e
=
λ λ
λ λ
+
ee
2

=
)(
2
X  E

+
2
λ
λ
……………… (2)Putting (2) in (1) we getV(X) =
22
][)(
λ
X  E
=
+
2
λ
λ
-
2
λ
=
λ
Variance of the Poisson distribution is
λ
Note
: In Poisson distribution the mean and variance are equal i.e.
λ

Moments of the Poisson distribution:
λ  µ
===
)(
11
X   E Mean

λ λ  µ
+==
2212
)(
X  E
λ λ λ  µ
++==
23313
3)(
X  E
λ λ λ λ  µ
+++==
2344 14
76)(
X  E
0
1
=
µ

λ  µ
==
Variance
2
λ  µ
=
3
λ λ  µ
+=
24
3
Skew ness of Poisson Distribution:
Measure of Skew ness of Poisson distribution is given by
λ λ λ  µ  µ β
1
3232231
===
Kurtosis of Poisson Distribution:
Measure of Kurtosis of Poisson distribution is given by
λ λ λ λ  µ  µ β
133
222242
+=+==
Note:
1)
Since Skew ness =
λ
1
>0, Poisson distribution is always

positively skewed
.
2)
Since Kurtosis =
λ
13
+
>3, Poisson distribution is always

Leptokurtic
Recursion formula:
If X is a Poisson variate with p.m.f
===
..........3,2,1,0, !)(
x xe x X  P
x
λ
λ
And
===
..........3,2,1,0, )!1()1(
1
x xe x X   P
x
λ
λ
Now,
x xe xe x X   P  x X   P
x x
λ λ λ
λ λ
====
)!1(!)1()(
1

)1()(
===
x X   P  x x X   P
λ
Prove that the Poisson distribution is the limiting case of binomial distributionstating the required conditions.Sol: