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# POISSON DISTRIBUTION (DISCRETE) O

Poisson Process
 No. of occurrences of an event in intervals of time/space.
 Occurrences occur one at a time.
 No. occurrences in a given interval is dependent only on the width
of the interval, not on the starting point.
 No. of occurrences in different (non-overlapping) intervals are
random & independent of each other, but the long-run average is a
constant, designated by λ.

## If X denotes the number of occurrences in an interval, then

it is possible that X follows a Poisson distribution.

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Operations Research TAPMI, Term 2, B2010-12, Oct - Dec 2010 Prof. Ajith Kumar
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POISSON DISTRIBUTION (DISCRETE) O
The probability that there will be k occurrences of the event in
any randomly picked interval, P(X = k):
where k = 0, 1, 2, 3, …. 
Probability mass function

λk e-λ
P(X = k) = ---------
k!
k = 0,1, 2,… 

Mean, E(X) = λ

Variance, V(X) = λ

## (this must actually be a spike chart) Source: Wikipedia

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Operations Research TAPMI, Term 2, B2010-12, Oct - Dec 2010 Prof. Ajith Kumar

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DATA DISTRIBUTIONS – EXERCISE 4 O
It is found that the number of cars arriving at a toll
plaza in any period of time follows a Poisson
distribution. The average in a 4-min period is 3.85.
 What are the mean and standard deviation of this
distribution?
 What is the probability that the number of cars that arrive
at the plaza in the period 10:12 am – 10:24 am is (a)
exactly 0, exactly 1, and so on until exactly 8 (b) ≤ 0, ≤ 1,
≤ 2 and so on until ≤ 8 and (c) > 8.
 Theoretically speaking, what is the max no. of cars that
can arrive in this period?
Operations Research TAPMI, Term 2, B2010-12, Oct - Dec 2010 Prof. Ajith Kumar 16

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EXPONENTIAL DISTRIBUTION (CONTINUOUS) O
Probability density function
PDF
f(x) = λ e-λx x ≥ 0
0; x<0
CDF
F(x) = 0; x<0
1 – e-λx x ≥ 0

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Mean, E(X) = ----
λ Source: Wikipedia

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Variance, V[X] = ----2
λ
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Operations Research TAPMI, Term 2, B2010-12, Oct - Dec 2010 Prof. Ajith Kumar

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EXPONENTIAL – POISSON RELATIONSHIP O
When occurrences of an event (across time/space)
follows a Poisson process, then:
 The number of occurrences of the event in a fixed
interval follows a Poisson distribution (with mean =
l); and,
 The “gap” between successive occurrences follows
the exponential distribution with mean = 1 / l.

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Operations Research TAPMI, Term 2, B2010-12, Oct - Dec 2010 Prof. Ajith Kumar

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DATA DISTRIBUTIONS – EXERCISE 5 O
An absent-minded scientist forgot to switch OFF the
bulb in his house, while going on a tour for exactly
149 days. The scientist had switched ON the bulb
exactly 1 day before leaving. He also knew that the
life of the bulb follows an exponential distribution with
a mean of 3500 hours. What is the probability that…
 …the bulb has burnt out when he returns?
 …the bulb is still burning when he returns?
 …if it is known to be burning when he returns (and is not
switched OFF after he returns), it will continue burning for
(A) exactly another 10 days (B) at least another 10 days (C)
at least another 3600 hours?
Operations Research TAPMI, Term 2, B2010-12, Oct - Dec 2010 Prof. Ajith Kumar 19

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EXPONENTIAL DISTRIBUTION (CONTINUOUS) O
Markovian property
The exponential distribution is a memory-less
distribution.
P (x > a + b | x > a) = P (x > b)

HW
Prove that the above equality holds in the case of
the exponential distribution.
Hint:
 Start with the Bayes’ theorem of conditional probability.

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Operations Research TAPMI, Term 2, B2010-12, Oct - Dec 2010 Prof. Ajith Kumar