The Poisson Distribution

Arnab Bhattacharyya
MIT Junior Lab (Dated: 10/02/2003) In this paper, we describe the theory of Poisson statistics. The issues and topics presented here are widely applicable to many random processes in nature. In our experiment, we explore the statistics of random events both by physical observations and by computer simulations. In particular, we observe the statistical properties of -ray radiation incident on a scintillation counter. The results obtained from this experiment are then compared to results from a Monte Carlo simulation of Poisson processes.

1.

INTRODUCTION

Random processes play a fundamental role in our physical world. Although the system in consideration might be following deterministic classical mechanics, the large number of particles in our macroscopic universe leads to statistical variations in virtually every natural phenomenon. Random variables in nature usually have a probability distribution in the set of values they achieve. This probability distribution function varies in form for dierent kinds of systems. For example, the distribution of the number of heads after a total number of N coin tosses is peaked at N/2, whereas the probability for surviving a game of Russian roulette decreases exponentially with the number of rounds played. In this paper, we examine a particular kind of probability distribution, the Poisson distribution, that arises very frequently in physical measurements.

n N . In general, without the approximations in the last clause of the previous sentence, one has the simple binomial distribution: P (n) = N! pn (1 p)N n n!(N n)! (1)

When the conditions for the Poisson distribution are true, we can justiably make the following approximations: P (n) = N! 1 pn (1 p)N n n! (N n)! 1 N! pn ep(N n) n! (N n)! 1 N n pn epN n! n e = n! (2) (3)

(4)

2.

THEORETICAL DISCUSSION

The Poisson distribution is a frequency distribution for a discrete random variable. It describes the probability P (n) that an event characterized by a probability p independently occurs n times in N trials, where p 1 and where

Electronic

address: abhatt@mit.edu

where we have substituted = N p, the mean value for n. Thus, we see that the probability distribution is entirely independent of the probability for an individual occurrence. However, the Poisson distribution is valid only for constant p and for events that are uncorrelated with each other. The conditions described above for a Poisson distribution arise in a wide range of elds. The Poisson distribution is often used to describe the number of occurences of events in a time interval. For a given time interval t, we can slice it into small intervals of length t. Then, it is naturally true that the probability that an event occurs in a t interval is very small, while t/t is very large. Each time interval t can then be

2 regarded as independent trials and N = t/t is the number of such trials. Then, we see that the Poisson distribution applies. Other examples also abound. The distributions for the number of stars in a volume of space, the number of cars that pass in front of a road sign, the number of mutations in a given stretch of DNA, and the number of soldiers killed by horse-kicks each year in the corps of the Prussian cavalry (an example made famous by an 1896 book of Ladislaus Bortkiewicz) are all roughly Poisson. In each of these cases, the events are mostly independent and the probability of occurence is largely constant. Another important example is that the error in the counts for a given bin in a histogram follows a Poisson distribution. As we shall see below, this means that we can nd the error bars for a histogram after having taken just one set of measurements (in other words, just knowing the mean value for the count at each bin). The last statement can be justied by the fact that the standard deviation of data from a Poisson process is dependent only on the mean of the data. More mathematically, we nd that

3.

EXPERIMENTAL OBSERVATIONS 3.1. -ray radiation counts

n =
n=0

n n e = e = n! n! n=0

(5)

and also, more unexpectedly that,

=
n=0

n!

=
n=0

(n + 1)

n e n! (6)

= ( + 1)

Then, the variance is n2 n 2 = , and so, the standard deviation of data in a random Poisson process is simply the square root of the mean. As a nal comment in this section, we note that as the mean becomes large, the Poisson process more and more closely approximates a Gaussian distribution. Its important to note that this is not a special case of the central limit theorem, which states that the distribution of the mean approaches a Gaussian distribution as the sample size tends to innity.

In our experiment, the random process was the incidence of -rays on a phosphorescent crystal. As observed in the earlier section, such a random process follows a Poisson distribution. Our basic experimental setup was as follows. A source of -ray radiation, in our case, sodium22, was placed in front of a scintillator counter. The particles from this source impinged on a crystal of sodium iodide. The photons from the phophorescence next hit the photocathode of the photomultiplier. The photoelectrically emitted electrons from the photocathode cascaded through a series of electrodes (called dynodes) to create a measureable current. Finally, this current was amplied with a preamplier and an amplier to produce a pulse that could be measured by a counter. So, our counts of pulses being output from the amplier reected the photons being radiated by the sodium source. We measured the counts for mean rates of approximately 1 sec1 , 10 sec1 , and 100 sec1 . The histogram plots with superimposed Poisson curves are shown on the next page. As can be seen from these plots, the histograms most denitely are Poisson. Furthermore, the variation in the shapes of the Poisson curves are very nicely illustrated here. When the mean is about 1, the distribution looks almost exponential. When the mean increases to 100, the curve is almost Gaussian. Although error bars are not shown on the histogram, as we mentioned above, the standard error on each of the histogram bins is about the square root of the height of the bin.

3.2.

Monte Carlo experiment

To further verify the experimental results, we also performed computer simulations of the Poisson processes using the means above. The

3 simulation was a Monte Carlo simulation, where we use the computers (pseudo)random number generator together with our knowledge of the distribution function to create the specied distribution of numbers. To be specic, given a value of and a random number y, the Monte Carlo simulator for the Poisson distribution nds the smallest value of x for which Pp (X) > y where
x

Pp (x) =
x =0

p(x )

(7)

where p(x) is the Poisson probability distribution. The value of x thus found is the desired simulated variate fo the Poisson process. Such a simulation was done with the aid of a MATLAB script, and the results can be compared to both the theoretical model as well as the experimentally determined values. The simulated curves are also attached.

4.

CONCLUSION

We conclude with the fact that the Poisson curve is validated very well by our experiments, both physical and computational. The experiment with the radiation counts particularly well illustrates the facts that the Poisson distribution is found wherever we have independent events with nonvarying probability of occurence.

FIG. 1: Experimentally determined distributions with superimposed theoretical curves

FIG. 2: Monte Carlo simulations with superimposed theoretical curves