Poisson Distributionn

Chucky Chung

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1. PMF

λx e−λ
f (x) = , x = 0, 1, 2, ...
x!

2. Sum to 1.

∑ ∑
∞
λx e−λ ∑
∞
λx
−λ
f (x) = =e = e−λ eλ = 1
x∈Sx x=0
x! x=0
x!

3. Expected value

E[X k ]

∑
= xk f (x)
x∈Sx

∑
∞
λx e−λ
= xk
x=0
x!

∑
∞ x −λ
kλ e
= x
x=1
x!

∑
∞
λy+1 e−λ
= (y + 1)k
y=0
(y + 1)!

∑
∞
λy e−λ
=λ (y + 1)k−1
y=0
y!

= λ[E(X + 1)k−1 ]

E[X] = λE[X + 1]0 = λE[1] = λ

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(Remark) We can also use the factorial moment to generate the expected value

and variance. Please see Appendix a.

4. Variance

E[X 2 ]

= λ[E(X + 1)1 ]

= λ(E[X] + 1)

= λ2 + λ

V ar(X)

= E[X 2 ] − E[X]2

= (λ2 + λ) − λ2 = λ

5. MGF

M (t)

∑
= etx f (x)
x∈Sx

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 ∑
∞
λx e−λ
= etx
x=0
x!

∑
∞
(et λ)x
−λ
=e
x=0
x!

= e−λ eλe
t

= eλ(e −1)
t

= exp[λet − 1]

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Appendix A. Show the expected value and variance from factorial moment.

E[(X)r ]

∑
= f (x)(x)r
x∈Sx

∑
∞
λx e−λ
= (x)r
x=0
x!

∑
∞
λx e−λ
= (x)r
x=r
x!

∑
∞
λx−r e−λ
= λr
x=r
(x − r)!

∑
∞
λy e−λ
= λr
y=0
y!

= λr

E[X] = E[(X)1 ] = λ

V ar[X] = E[(X)2 ] + E[X] − E[X 2 ] = λ2 + λ − λ2 = λ