The poisson distribution

Syllabus A2 Statistic

Poisson distribution: X ∼ P o(λ)

Events occur singly, randomly and independently,
at consistent rate in a given interval of space/time

Has discrete values with mean proportional to

different interval

No fixed range of value, extreme values can be

happened, but the chance is insignificant

The mean and variance,σ 2 are approximately

equal

⟹ Poison distribution has only 1 parameter ⭐ λ>0

⭐ P (X = r) = e −λ λ
r

r!
,λ > ⭐ E(X = r) = n × P (X =
r)
0

Factorize e−λ first r is the number of times event happens

Poisson approximation for binomial distribution:

⭐ ⭐
n must be large enough to ensure:
Use anywhere possible
n> n.p<5
50

The poisson distribution 1

 ⭐ ⟹ X ∼ B(n, p)
P o(n.p)
becomes
X∼ ⭐ λ = μB =
n.pb

The values are discrete so < can't estimate to ≤ like continuous values

Normal approximation for poisson distribution:

⭐
λ must be big enough to ensure:
Accuracy of this approximation improves as λ λ > 15
increases

⭐ ⟹ X ∼ P o(λ)
N(λ, λ)
becomes
X∼ ⭐ λ = μ = Var(X)

Keep in mind that normal distribution only find area to its left, P (X≤a)

Continuity correction: correct μ right after approximating

X = a ⟹ a − 0.5 ≤ X ≤ a + 0.5
If inequality has equal sign it in:

"Add area" otherwise "minus area"

Add 0.5 or minus 0.5 depends on which will make the area bigger or smaller

If value is a range: a <x≤b

Evaluate sides 1 by 1, if inequality has equal sign, "add area" otherwise "minus
area"

x < a and x ≤ b
Add 0.5 or minus 0.5 depends on which will make the area bigger or smaller

Hypothesis testing for poisson distribution:

Use approximation anywhere possible

Same method as hypothesis testing for others distribution

The poisson distribution 2

The poisson distribution 3