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1.

Exploratory Data Analysis


1.3. EDA Techniques
1.3.6. Probability Distributions
1.3.6.6. Gallery of Distributions

1.3.6.6.19. Poisson Distribution

Probability The Poisson distribution is used to model the


Mass number of events occurring within a given time
Function interval.

The formula for the Poisson probability mass


function is
−λ x
e λ
p(x; λ) =  for x = 0, 1, 2, ⋯
x!

λ is the shape parameter which indicates the


average number of events in the given time
interval.

The following is the plot of the Poisson probability


density function for four values of λ.

Cumulative The formula for the Poisson cumulative


Distribution probability function is
Function
−λ i
x e λ
F (x; λ) = ∑
i=0 i!
The following is the plot of the Poisson cumulative
distribution function with the same values of λ as
the pdf plots above.

Percent The Poisson percent point function does not exist


Point in simple closed form. It is computed numerically.
Function Note that because this is a discrete distribution
that is only defined for integer values of x, the
percent point function is not smooth in the way the
percent point function typically is for a continuous
distribution.

The following is the plot of the Poisson percent


point function with the same values of λ as the pdf
plots above.

Common Mean λ
Statistics Mode For non-integer λ, it is the largest
integer less than λ. For integer λ, x
= λ and x = λ - 1 are both the mode.
Range 0 to ∞


Standard √λ
Deviation
Coefficient of 1

Variation √λ

Skewness 1

√λ

Kurtosis 3 +
1

Parameter The maximum likelihood estimator of λ is


Estimation
~
λ = X̄

where X̄ is the sample mean.

Software Most general purpose statistical software


programs support at least some of the probability
functions for the Poisson distribution.

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