Fundamentals 19

Figure 1.12. An example of the probability mass distribution for a geometric distribution.

Poisson distribution
This distribution was first introduced by Siméon Denis Poisson and published together with
his probability theory (1837).
A practical application of this distribution was made by Władysław Bortkiewicz in 1898
when he was given the task of investigating the number of soldiers in the Prussian army who
were accidentally killed by horse kicks. This investigation led to the Poisson distribution and
according to some researchers to the field of reliability engineering.20
If the random variable X takes values at points k = 0, 1, 2, … with the probability

λk −λ
P( k) = e λ>0 (1.43)
k!

then we say that this random variable has a Poisson distribution (Figure 1.13).
The expected value and the variance are identical and

E(X) = λ σ2(X) = λ (1.44)

If we are interested in the probability distribution of the number of failures of a given type
in a given time interval and the events that occur create a memoryless stream of arrivals, then
the probability distribution of this random variable is given by formula (1.43).
By observing the process of the operation of belt conveyors in mining, we can easily deter-
mine that the mean time between two neighbouring failures is long compared to the mean
time of repair. Thus, it is usually presumed that the operation process from a reliability point
of view is described by the Poisson process of which the probability of the occurrence of k
failures in time t is given by formula (1.43) where the parameter is λt (t – time).
The Poisson distribution can also be applied to systems with a large number of possible
events, each of which is rare and the process of occurring events can usually be described by
the Poisson process. The Poisson distribution is sometimes called a ‘Poissonian’.

1.2.6 Probability distributions of continuous random variables

Uniform distribution
The uniform distribution, sometimes also known as the rectangular distribution, is a distribu-
tion that has a constant probability.

20
Vide: http://en.wikipedia.org/wiki/Poisson_distribution#cite_note-4.

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