Public View
Suggest
Download this page (.md) Download entire wiki (.zip)
Clone entire wiki

poisson distribution

Let’s say we want to know what is the chance of having an event occurring k times in a unit time, on average, this event happens at a rate of \lambda per unit time.
“What’s the probability that there are k earthquakes in the 1 year if there’s on average 2 earthquakes in 1 year?”
where:
events have to be independent probability of sucess in each trial doesn’t vary constituents λ—count of events per time X \sim Poi(\lambda) requirements the probability mass function:

\begin{equation} P(X=k) = e^{-\lambda} \frac{\lambda^{k}}{k!} \end{equation}

additional information properties of poisson distribution expected value: \lambda variance: \lambda derivation We divide the event into infinitely small buckets and plug into a binomial distribution, to formulate the question:
“what’s the probability of large n number samples getting k events with probability of \frac{\lambda}{n} of events”

\begin{equation} P(X=k) = \lim_{n \to \infty} {n \choose k} \left(\frac{\lambda}{n}\right)^{k}\left(1- \frac{\lambda}{n}\right)^{n-k} \end{equation}

and then do algebra.
And because of this, when you have a large n for your binomial distribution, you can just use a poisson distribution, where \lambda = np.
adding poisson distribution For independent A, B

\begin{equation} A+B \sim Poi(\lambda_{A}+ \lambda_{B}) \end{equation}

MLE for poisson distribution \begin{equation} \lambda = \frac{1}{n} \sum_{i=1}^{n} x_{i} \end{equation}
yes, that’s just the sample mean

[[curator]]
I'm the Curator. I can help you navigate, organize, and curate this wiki. What would you like to do?