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Poisson Distribution

Poisson Distribution

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Published by: K.Prasanth Kumar on Dec 18, 2010
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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:
Non central moments (about zero): 
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 
Central moments (about mean):
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:

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