Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

The Poisson Distribution

Bernd Schroder

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Introduction

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Introduction
Some counting processes occur over time or they rely on
another continuous parameter.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Introduction
Some counting processes occur over time or they rely on
another continuous parameter.
1. The number of times a given web page is hit in a certain
period of time is a random variable.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Introduction
Some counting processes occur over time or they rely on
another continuous parameter.
1. The number of times a given web page is hit in a certain
period of time is a random variable.
2. The number of calls to customer support of a company in a
certain period of time is a random variable.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Introduction
Some counting processes occur over time or they rely on
another continuous parameter.
1. The number of times a given web page is hit in a certain
period of time is a random variable.
2. The number of calls to customer support of a company in a
certain period of time is a random variable.
3. The number of radioactive particles registered in a Geiger
counter over a certain period of time is a random variable.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Introduction
Some counting processes occur over time or they rely on
another continuous parameter.
1. The number of times a given web page is hit in a certain
period of time is a random variable.
2. The number of calls to customer support of a company in a
certain period of time is a random variable.
3. The number of radioactive particles registered in a Geiger
counter over a certain period of time is a random variable.
But whats the sample space and how do we assign
probabilities?

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Introduction
Some counting processes occur over time or they rely on
another continuous parameter.
1. The number of times a given web page is hit in a certain
period of time is a random variable.
2. The number of calls to customer support of a company in a
certain period of time is a random variable.
3. The number of radioactive particles registered in a Geiger
counter over a certain period of time is a random variable.
But whats the sample space and how do we assign
probabilities? Well actually sidestep the sample space issue

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Introduction
Some counting processes occur over time or they rely on
another continuous parameter.
1. The number of times a given web page is hit in a certain
period of time is a random variable.
2. The number of calls to customer support of a company in a
certain period of time is a random variable.
3. The number of radioactive particles registered in a Geiger
counter over a certain period of time is a random variable.
But whats the sample space and how do we assign
probabilities? Well actually sidestep the sample space issue
(its complicated)

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Introduction
Some counting processes occur over time or they rely on
another continuous parameter.
1. The number of times a given web page is hit in a certain
period of time is a random variable.
2. The number of calls to customer support of a company in a
certain period of time is a random variable.
3. The number of radioactive particles registered in a Geiger
counter over a certain period of time is a random variable.
But whats the sample space and how do we assign
probabilities? Well actually sidestep the sample space issue
(its complicated) and well focus on the probabilities.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Introduction
Some counting processes occur over time or they rely on
another continuous parameter.
1. The number of times a given web page is hit in a certain
period of time is a random variable.
2. The number of calls to customer support of a company in a
certain period of time is a random variable.
3. The number of radioactive particles registered in a Geiger
counter over a certain period of time is a random variable.
But whats the sample space and how do we assign
probabilities? Well actually sidestep the sample space issue
(its complicated) and well focus on the probabilities. For
visualization, we assume the process occurs over time.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
-

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s

s s

x0 = 0

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

xn = T

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

x1

s s

xn = T

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

x1 x2

s s

xn = T

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1 x2 x3

xn = T

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1 x2 x3 x4

xn = T

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1 x2 x3 x4 x5

xn = T

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1 x2 x3 x4 x5 x6

xn = T

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1 x2 x3 x4 x5 x6

xn = T

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1 x2 x3 x4 x5 x6

xn1 xn = T

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

s s

x1 x2 x3 x4 x5 x6

xn1 xn = T

That means there is a > 0 so that the probability that an event

occurs in a given time interval is p = .

n

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

s s

x1 x2 x3 x4 x5 x6

xn1 xn = T

That means there is a > 0 so that the probability that an event

occurs in a given time interval is p = . We keep this

n
independent of the number of subintervals.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

s s

x1 x2 x3 x4 x5 x6

xn1 xn = T

That means there is a > 0 so that the probability that an event

occurs in a given time interval is p = . We keep this

n
independent of the number of subintervals. That way, if we
double the number of intervals, for each interval the probability
of an event occurring is divided by 2.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

s s

x1 x2 x3 x4 x5 x6

xn1 xn = T

That means there is a > 0 so that the probability that an event

occurs in a given time interval is p = . We keep this

n
independent of the number of subintervals. That way, if we
double the number of intervals, for each interval the probability
of an event occurring is divided by 2.
These assumptions are realistic

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

s s

x1 x2 x3 x4 x5 x6

xn1 xn = T

That means there is a > 0 so that the probability that an event

occurs in a given time interval is p = . We keep this

n
independent of the number of subintervals. That way, if we
double the number of intervals, for each interval the probability
of an event occurring is divided by 2.
These assumptions are realistic for hits on web pages

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

s s

x1 x2 x3 x4 x5 x6

xn1 xn = T

That means there is a > 0 so that the probability that an event

occurs in a given time interval is p = . We keep this

n
independent of the number of subintervals. That way, if we
double the number of intervals, for each interval the probability
of an event occurring is divided by 2.
These assumptions are realistic for hits on web pages, for
customer support calls received
Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Take the time interval and cut it up into n subintervals. Assume

that an event is equally likely to occur in any of the subintervals.
s
x0 = 0

s s

x1 x2 x3 x4 x5 x6

xn1 xn = T

That means there is a > 0 so that the probability that an event

occurs in a given time interval is p = . We keep this

n
independent of the number of subintervals. That way, if we
double the number of intervals, for each interval the probability
of an event occurring is divided by 2.
These assumptions are realistic for hits on web pages, for
customer support calls received, for radioactive particles
registered.
Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.
s

Bernd Schroder
The Poisson Distribution

s s

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.
s

s s

x0 = 0

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1 x2

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1 x2 x3

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1 x2 x3 x4

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1 x2 x3 x4 x5

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1 x2 x3 x4 x5 x6

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1 x2 x3 x4 x5 x6

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1 x2 x3 x4 x5 x6

xn1

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.
s
x0 = 0

Bernd Schroder
The Poisson Distribution

s s

x1 x2 x3 x4 x5 x6

xn1 xn = T

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

We will also assume that no two events can happen in the same
interval.
For a sufficiently small time scale (large n) this is realistic in the
above examples.
s
x0 = 0

s s

x1 x2 x3 x4 x5 x6

xn1 xn = T

Plus, we could argue that within time intervals of a certain

length only one event can be registered.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that the interval we investigate has n

subintervals

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that the interval we investigate has n

subintervals so that the probability an event occurs in a

subinterval is p =
n

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that the interval we investigate has n

subintervals so that the probability an event occurs in a

subinterval is p = and that at most one event occurs in each

n
subinterval,

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that the interval we investigate has n

subintervals so that the probability an event occurs in a

subinterval is p = and that at most one event occurs in each

n
subinterval, the probability that x events occur overall is given
by the binomial distribution.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that the interval we investigate has n

subintervals so that the probability an event occurs in a

subinterval is p = and that at most one event occurs in each

n
subinterval, the probability that x events occur overall is given
by the binomial distribution.
b(x; n, p)

Bernd Schroder
The Poisson Distribution

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Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that the interval we investigate has n

subintervals so that the probability an event occurs in a

subinterval is p = and that at most one event occurs in each

n
subinterval, the probability that x events occur overall is given
by the binomial distribution.
 
n x
b(x; n, p) =
p (1 p)nx
x

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that the interval we investigate has n

subintervals so that the probability an event occurs in a

subinterval is p = and that at most one event occurs in each

n
subinterval, the probability that x events occur overall is given
by the binomial distribution.
 
n!
n x
b(x; n, p) =
p (1 p)nx =
x
(n x)!x!

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that the interval we investigate has n

subintervals so that the probability an event occurs in a

subinterval is p = and that at most one event occurs in each

n
subinterval, the probability that x events occur overall is given
by the binomial distribution.
 
x
n!
n x
b(x; n, p) =
p (1 p)nx =
x
(n x)!x! nx

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that the interval we investigate has n

subintervals so that the probability an event occurs in a

subinterval is p = and that at most one event occurs in each

n
subinterval, the probability that x events occur overall is given
by the binomial distribution.
 


x
n!
nx
n x
nx
b(x; n, p) =
p (1 p)
=
1
x
(n x)!x! nx
n

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that the interval we investigate has n

subintervals so that the probability an event occurs in a

subinterval is p = and that at most one event occurs in each

n
subinterval, the probability that x events occur overall is given
by the binomial distribution.
 


x
n!
nx
n x
nx
b(x; n, p) =
p (1 p)
=
1
x
(n x)!x! nx
n
nx



n!
x
n n
1

=
(n x)!nx x!
n

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that the interval we investigate has n

subintervals so that the probability an event occurs in a

subinterval is p = and that at most one event occurs in each

n
subinterval, the probability that x events occur overall is given
by the binomial distribution.
 


x
n!
nx
n x
nx
b(x; n, p) =
p (1 p)
=
1
x
(n x)!x! nx
n
nx



n!
x
n n
1

=
(n x)!nx x!
n
n

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that the interval we investigate has n

subintervals so that the probability an event occurs in a

subinterval is p = and that at most one event occurs in each

n
subinterval, the probability that x events occur overall is given
by the binomial distribution.
 


x
n!
nx
n x
nx
b(x; n, p) =
p (1 p)
=
1
x
(n x)!x! nx
n
nx



n!
x
n n
1

=
(n x)!nx x!
n
x

n
1
x!

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that the interval we investigate has n

subintervals so that the probability an event occurs in a

subinterval is p = and that at most one event occurs in each

n
subinterval, the probability that x events occur overall is given
by the binomial distribution.
 


x
n!
nx
n x
nx
b(x; n, p) =
p (1 p)
=
1
x
(n x)!x! nx
n
nx



n!
x
n n
1

=
(n x)!nx x!
n
x

n
e
1
x!

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Under the assumptions that the interval we investigate has n

subintervals so that the probability an event occurs in a

subinterval is p = and that at most one event occurs in each

n
subinterval, the probability that x events occur overall is given
by the binomial distribution.
 


x
n!
nx
n x
nx
b(x; n, p) =
p (1 p)
=
1
x
(n x)!x! nx
n
nx



n!
x
n n
1

=
(n x)!nx x!
n
x

n
e
1
x!
(We let n because cutting up the original time interval was
just a way to get the model.)
Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Definition.

Bernd Schroder
The Poisson Distribution

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Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Definition. A random variable is said to have a Poisson

distribution with parameter > 0

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Definition. A random variable is said to have a Poisson

distribution with parameter > 0 if and only if its probability
e x
mass function is p(x; ) =
x!

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Definition. A random variable is said to have a Poisson

distribution with parameter > 0 if and only if its probability
e x
mass function is p(x; ) =
x!
This really is a probability mass function, because of the series
representation of the exponential function

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Definition. A random variable is said to have a Poisson

distribution with parameter > 0 if and only if its probability
e x
mass function is p(x; ) =
x!
This really is a probability mass function, because of the series

x
representation of the exponential function: e = .
x=0 x!

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. The number of calls a certain customer support

department receives in any given 5 minute interval is Poisson
distributed with = 2.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. The number of calls a certain customer support

department receives in any given 5 minute interval is Poisson
distributed with = 2. What is the probability that at most 3
calls are received in the next 5 minutes?

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. The number of calls a certain customer support

department receives in any given 5 minute interval is Poisson
distributed with = 2. What is the probability that at most 3
calls are received in the next 5 minutes?
p(0; 2)

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. The number of calls a certain customer support

department receives in any given 5 minute interval is Poisson
distributed with = 2. What is the probability that at most 3
calls are received in the next 5 minutes?
p(0; 2) + p(1; 2)

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. The number of calls a certain customer support

department receives in any given 5 minute interval is Poisson
distributed with = 2. What is the probability that at most 3
calls are received in the next 5 minutes?
p(0; 2) + p(1; 2) + p(2; 2)

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. The number of calls a certain customer support

department receives in any given 5 minute interval is Poisson
distributed with = 2. What is the probability that at most 3
calls are received in the next 5 minutes?
p(0; 2) + p(1; 2) + p(2; 2) + p(3; 2)

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. The number of calls a certain customer support

department receives in any given 5 minute interval is Poisson
distributed with = 2. What is the probability that at most 3
calls are received in the next 5 minutes?
p(0; 2) + p(1; 2) + p(2; 2) + p(3; 2) = 0.857

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. The number of calls a certain customer support

department receives in any given 5 minute interval is Poisson
distributed with = 2. What is the probability that at most 3
calls are received in the next 5 minutes?
p(0; 2) + p(1; 2) + p(2; 2) + p(3; 2) = 0.857
(Used a Poisson distribution table to look up p(x 3; 2), which
is just a value of the cumulative distribution function.)

Bernd Schroder
The Poisson Distribution

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Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

For large values of n, the Poisson distribution can be used to

approximate binomial probabilities.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

For large values of n, the Poisson distribution can be used to

approximate binomial probabilities.
Example.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

For large values of n, the Poisson distribution can be used to

approximate binomial probabilities.
Example. Suppose the probability of a missing page in an
individual book a certain manufacturer makes is 0.1.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

For large values of n, the Poisson distribution can be used to

approximate binomial probabilities.
Example. Suppose the probability of a missing page in an
individual book a certain manufacturer makes is 0.1. What is
the probability that a batch of 200 books has at most 10 books
with a page missing?

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

For large values of n, the Poisson distribution can be used to

approximate binomial probabilities.
Example. Suppose the probability of a missing page in an
individual book a certain manufacturer makes is 0.1. What is
the probability that a batch of 200 books has at most 10 books
with a page missing?
Using a Poisson distribution, we have that

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

For large values of n, the Poisson distribution can be used to

approximate binomial probabilities.
Example. Suppose the probability of a missing page in an
individual book a certain manufacturer makes is 0.1. What is
the probability that a batch of 200 books has at most 10 books
with a page missing?
Using a Poisson distribution, we have that

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

For large values of n, the Poisson distribution can be used to

approximate binomial probabilities.
Example. Suppose the probability of a missing page in an
individual book a certain manufacturer makes is 0.1. What is
the probability that a batch of 200 books has at most 10 books
with a page missing?
Using a Poisson distribution, we have that
= np

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

For large values of n, the Poisson distribution can be used to

approximate binomial probabilities.
Example. Suppose the probability of a missing page in an
individual book a certain manufacturer makes is 0.1. What is
the probability that a batch of 200 books has at most 10 books
with a page missing?
Using a Poisson distribution, we have that
= np = 200 0.1

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

For large values of n, the Poisson distribution can be used to

approximate binomial probabilities.
Example. Suppose the probability of a missing page in an
individual book a certain manufacturer makes is 0.1. What is
the probability that a batch of 200 books has at most 10 books
with a page missing?
Using a Poisson distribution, we have that
= np = 200 0.1 = 20.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

For large values of n, the Poisson distribution can be used to

approximate binomial probabilities.
Example. Suppose the probability of a missing page in an
individual book a certain manufacturer makes is 0.1. What is
the probability that a batch of 200 books has at most 10 books
with a page missing?
Using a Poisson distribution, we have that
= np = 200 0.1 = 20.
Now from a Poisson distribution table, p(x 10; 20) 0.011.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

For large values of n, the Poisson distribution can be used to

approximate binomial probabilities.
Example. Suppose the probability of a missing page in an
individual book a certain manufacturer makes is 0.1. What is
the probability that a batch of 200 books has at most 10 books
with a page missing?
Using a Poisson distribution, we have that
= np = 200 0.1 = 20.
Now from a Poisson distribution table, p(x 10; 20) 0.011.
With a CAS we obtain B(10; 200, 0.1) 0.008.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Theorem.

Bernd Schroder
The Poisson Distribution

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Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Theorem. Let X be a Poisson distributed random variable.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Theorem. Let X be a Poisson distributed random variable.

Then E(X) = and V(X) = .

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Theorem. Let X be a Poisson distributed random variable.

Then E(X) = and V(X) = .
Proof.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Theorem. Let X be a Poisson distributed random variable.

Then E(X) = and V(X) = .
Proof.
E(X)

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Theorem. Let X be a Poisson distributed random variable.

Then E(X) = and V(X) = .
Proof.
e x
E(X) = x
x!
x=0

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Theorem. Let X be a Poisson distributed random variable.

Then E(X) = and V(X) = .
Proof.

e x
e x
=
E(X) = x
x!
x=0
x=1 (x 1)!

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Theorem. Let X be a Poisson distributed random variable.

Then E(X) = and V(X) = .
Proof.

e x
e x
=
E(X) = x
x!
x=0
x=1 (x 1)!

= e

x1

(x 1)!

x=1

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Theorem. Let X be a Poisson distributed random variable.

Then E(X) = and V(X) = .
Proof.

e x
e x
=
E(X) = x
x!
x=0
x=1 (x 1)!

= e

Bernd Schroder
The Poisson Distribution

x1
j

(x 1)! = e j!
x=1
j=0

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Theorem. Let X be a Poisson distributed random variable.

Then E(X) = and V(X) = .
Proof.

e x
e x
=
E(X) = x
x!
x=0
x=1 (x 1)!

= e

x1
j

(x 1)! = e j!
x=1
j=0

= e e

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Theorem. Let X be a Poisson distributed random variable.

Then E(X) = and V(X) = .
Proof.

e x
e x
=
E(X) = x
x!
x=0
x=1 (x 1)!

= e

x1
j

(x 1)! = e j!
x=1
j=0

= e e =

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

 
E X2

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

 
E X2
=

Definition

x2
x=0

Bernd Schroder
The Poisson Distribution

Examples

Expected Value/Variance

The Poisson Process

e x
x!

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

 
E X2
=

Definition

x
x=0

Bernd Schroder
The Poisson Distribution

x
2e

x!

Examples

Expected Value/Variance

The Poisson Process

e x
e x
= x(x 1)
+x
x!
x!
x=0
x=0

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

 
E X2
=

Definition

x
x=0

Bernd Schroder
The Poisson Distribution

x
2e

x!

x(x 1)
x=2

Examples

Expected Value/Variance

The Poisson Process

e x
e x
= x(x 1)
+x
x!
x!
x=0
x=0

e x
+
x!

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

 
E X2
=

Definition

x
x=0

Bernd Schroder
The Poisson Distribution

x
2e

x!

x(x 1)
x=2

Examples

Expected Value/Variance

The Poisson Process

e x
e x
= x(x 1)
+x
x!
x!
x=0
x=0

e x
x2
+ = e 2
+
x!
x=2 (x 2)!

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

 
E X2
=

Definition

x
x=0

Examples

x
2e

x!

x(x 1)
x=2

Expected Value/Variance

The Poisson Process

e x
e x
= x(x 1)
+x
x!
x!
x=0
x=0

e x
x2
+ = e 2
+
x!
x=2 (x 2)!

k
+
k=0 k!

= e 2

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

 
E X2
=

Definition

x
x=0

Examples

x
2e

x!

x(x 1)
x=2

Expected Value/Variance

The Poisson Process

e x
e x
= x(x 1)
+x
x!
x!
x=0
x=0

e x
x2
+ = e 2
+
x!
x=2 (x 2)!

k
+ = e 2 e +
k!
k=0

= e 2

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

 
E X2
=

Definition

x
2e

x=0

Examples

x!

x(x 1)
x=2

Expected Value/Variance

The Poisson Process

e x
e x
= x(x 1)
+x
x!
x!
x=0
x=0

e x
x2
+ = e 2
+
x!
x=2 (x 2)!

k
+ = e 2 e +
k!
k=0

= e 2
= 2 +

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

 
E X2
=

Definition

x
2e

x=0

Examples

x!

x(x 1)
x=2

Expected Value/Variance

The Poisson Process

e x
e x
= x(x 1)
+x
x!
x!
x=0
x=0

e x
x2
+ = e 2
+
x!
x=2 (x 2)!

k
+ = e 2 e +
k!
k=0

= e 2
= 2 +
V(X)

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

 
E X2
=

Definition

x
x=0

Examples

x
2e

x!

x(x 1)
x=2

Expected Value/Variance

The Poisson Process

e x
e x
= x(x 1)
+x
x!
x!
x=0
x=0

e x
x2
+ = e 2
+
x!
x=2 (x 2)!

k
+ = e 2 e +
k!
k=0

= e 2

= 2+ 
V(X) = E X 2 E (X)2

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

 
E X2
=

Definition

x
x=0

Examples

x
2e

x!

x(x 1)
x=2

Expected Value/Variance

The Poisson Process

e x
e x
= x(x 1)
+x
x!
x!
x=0
x=0

e x
x2
+ = e 2
+
x!
x=2 (x 2)!

k
+ = e 2 e +
k!
k=0

= e 2

= 2+ 
V(X) = E X 2 E (X)2 = 2 + 2

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

 
E X2
=

Definition

x
x=0

Examples

x
2e

x!

x(x 1)
x=2

Expected Value/Variance

The Poisson Process

e x
e x
= x(x 1)
+x
x!
x!
x=0
x=0

e x
x2
+ = e 2
+
x!
x=2 (x 2)!

k
+ = e 2 e +
k!
k=0

= e 2

= 2+ 
V(X) = E X 2 E (X)2 = 2 + 2 =

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

 
E X2
=

Definition

x
x=0

Examples

x
2e

x!

x(x 1)
x=2

Expected Value/Variance

The Poisson Process

e x
e x
= x(x 1)
+x
x!
x!
x=0
x=0

e x
x2
+ = e 2
+
x!
x=2 (x 2)!

k
+ = e 2 e +
k!
k=0

= e 2

= 2+ 
V(X) = E X 2 E (X)2 = 2 + 2 =

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Extending to Arbitrary Intervals

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Extending to Arbitrary Intervals

A Poisson process is a stochastic process with the following
properties.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Extending to Arbitrary Intervals

A Poisson process is a stochastic process with the following
properties.
1. There is an > 0 so that for a short interval t the
probability of one event is t + o(t).

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Extending to Arbitrary Intervals

A Poisson process is a stochastic process with the following
properties.
1. There is an > 0 so that for a short interval t the
probability of one event is t + o(t).
2. The probability of more than one event is o(t).

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Extending to Arbitrary Intervals

A Poisson process is a stochastic process with the following
properties.
1. There is an > 0 so that for a short interval t the
probability of one event is t + o(t).
2. The probability of more than one event is o(t).
3. The number of events in an interval t is independent of
the number received in other intervals.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Extending to Arbitrary Intervals

A Poisson process is a stochastic process with the following
properties.
1. There is an > 0 so that for a short interval t the
probability of one event is t + o(t).
2. The probability of more than one event is o(t).
3. The number of events in an interval t is independent of
the number received in other intervals.
In a Poisson process with parameter , the probability of k
events in an interval of length t is Poisson distributed with
parameter = t.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Extending to Arbitrary Intervals

A Poisson process is a stochastic process with the following
properties.
1. There is an > 0 so that for a short interval t the
probability of one event is t + o(t).
2. The probability of more than one event is o(t).
3. The number of events in an interval t is independent of
the number received in other intervals.
In a Poisson process with parameter , the probability of k
events in an interval of length t is Poisson distributed with
parameter = t.
Pk (t) = et

Bernd Schroder
The Poisson Distribution

(t)k
.
k!

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Particles are registered by a Geiger counter at an

average rate of 2 particles per second.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Particles are registered by a Geiger counter at an

average rate of 2 particles per second. Find the probability that
4 or more particles are registered in a given second.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Particles are registered by a Geiger counter at an

average rate of 2 particles per second. Find the probability that
4 or more particles are registered in a given second.
The probability of registering a particle in a time interval is
proportional to the length t of the interval

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Particles are registered by a Geiger counter at an

average rate of 2 particles per second. Find the probability that
4 or more particles are registered in a given second.
The probability of registering a particle in a time interval is
proportional to the length t of the interval, so its t.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Particles are registered by a Geiger counter at an

average rate of 2 particles per second. Find the probability that
4 or more particles are registered in a given second.
The probability of registering a particle in a time interval is
proportional to the length t of the interval, so its t. For
really short time intervals, the probability of registering two
particles is zero

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Particles are registered by a Geiger counter at an

average rate of 2 particles per second. Find the probability that
4 or more particles are registered in a given second.
The probability of registering a particle in a time interval is
proportional to the length t of the interval, so its t. For
really short time intervals, the probability of registering two
particles is zero (particles will arrive at different times

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Particles are registered by a Geiger counter at an

average rate of 2 particles per second. Find the probability that
4 or more particles are registered in a given second.
The probability of registering a particle in a time interval is
proportional to the length t of the interval, so its t. For
really short time intervals, the probability of registering two
particles is zero (particles will arrive at different times, counter
must reset).

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Particles are registered by a Geiger counter at an

average rate of 2 particles per second. Find the probability that
4 or more particles are registered in a given second.
The probability of registering a particle in a time interval is
proportional to the length t of the interval, so its t. For
really short time intervals, the probability of registering two
particles is zero (particles will arrive at different times, counter
must reset). The number of particles received in a time
interval does not depend on the past.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Particles are registered by a Geiger counter at an

average rate of 2 particles per second. Find the probability that
4 or more particles are registered in a given second.
The probability of registering a particle in a time interval is
proportional to the length t of the interval, so its t. For
really short time intervals, the probability of registering two
particles is zero (particles will arrive at different times, counter
must reset). The number of particles received in a time
interval does not depend on the past. So this is a Poisson
process with = 2 and interval length t = 1.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Particles are registered by a Geiger counter at an

average rate of 2 particles per second. Find the probability that
4 or more particles are registered in a given second.
The probability of registering a particle in a time interval is
proportional to the length t of the interval, so its t. For
really short time intervals, the probability of registering two
particles is zero (particles will arrive at different times, counter
must reset). The number of particles received in a time
interval does not depend on the past. So this is a Poisson
process with = 2 and interval length t = 1.
P(X 4)

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Particles are registered by a Geiger counter at an

average rate of 2 particles per second. Find the probability that
4 or more particles are registered in a given second.
The probability of registering a particle in a time interval is
proportional to the length t of the interval, so its t. For
really short time intervals, the probability of registering two
particles is zero (particles will arrive at different times, counter
must reset). The number of particles received in a time
interval does not depend on the past. So this is a Poisson
process with = 2 and interval length t = 1.
P(X 4) = 1 P0 (1) P1 (1) P2 (1) P3 (1)

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Particles are registered by a Geiger counter at an

average rate of 2 particles per second. Find the probability that
4 or more particles are registered in a given second.
The probability of registering a particle in a time interval is
proportional to the length t of the interval, so its t. For
really short time intervals, the probability of registering two
particles is zero (particles will arrive at different times, counter
must reset). The number of particles received in a time
interval does not depend on the past. So this is a Poisson
process with = 2 and interval length t = 1.
P(X 4) = 1 P0 (1) P1 (1) P2 (1) P3 (1)
20
21
22
23
= 1 e2 e2 e2 e2
0!
1!
2!
3!
Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Particles are registered by a Geiger counter at an

average rate of 2 particles per second. Find the probability that
4 or more particles are registered in a given second.
The probability of registering a particle in a time interval is
proportional to the length t of the interval, so its t. For
really short time intervals, the probability of registering two
particles is zero (particles will arrive at different times, counter
must reset). The number of particles received in a time
interval does not depend on the past. So this is a Poisson
process with = 2 and interval length t = 1.
P(X 4) = 1 P0 (1) P1 (1) P2 (1) P3 (1)
20
21
22
23
= 1 e2 e2 e2 e2 0.1429
0!
1!
2!
3!
Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Driving along a road, trees are seen to be kudzu

infested at an average rate of 3 trees per quarter mile.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Driving along a road, trees are seen to be kudzu

infested at an average rate of 3 trees per quarter mile. Find the
probability of encountering a kudzu free half mile stretch.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Driving along a road, trees are seen to be kudzu

infested at an average rate of 3 trees per quarter mile. Find the
probability of encountering a kudzu free half mile stretch.
The probability of seeing an infested tree over a stretch of road
is proportional to the length s of the stretch of road

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Driving along a road, trees are seen to be kudzu

infested at an average rate of 3 trees per quarter mile. Find the
probability of encountering a kudzu free half mile stretch.
The probability of seeing an infested tree over a stretch of road
is proportional to the length s of the stretch of road, so its
s.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Driving along a road, trees are seen to be kudzu

infested at an average rate of 3 trees per quarter mile. Find the
probability of encountering a kudzu free half mile stretch.
The probability of seeing an infested tree over a stretch of road
is proportional to the length s of the stretch of road, so its
s. For really short lengths s, the probability of two infested
trees is 0.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Driving along a road, trees are seen to be kudzu

infested at an average rate of 3 trees per quarter mile. Find the
probability of encountering a kudzu free half mile stretch.
The probability of seeing an infested tree over a stretch of road
is proportional to the length s of the stretch of road, so its
s. For really short lengths s, the probability of two infested
trees is 0. (How many trees are 1 in apart?)

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Driving along a road, trees are seen to be kudzu

infested at an average rate of 3 trees per quarter mile. Find the
probability of encountering a kudzu free half mile stretch.
The probability of seeing an infested tree over a stretch of road
is proportional to the length s of the stretch of road, so its
s. For really short lengths s, the probability of two infested
trees is 0. (How many trees are 1 in apart?) The number of
infested trees on any given quarter mile is assumed to be
independent of the number on previous stretches of road.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Driving along a road, trees are seen to be kudzu

infested at an average rate of 3 trees per quarter mile. Find the
probability of encountering a kudzu free half mile stretch.
The probability of seeing an infested tree over a stretch of road
is proportional to the length s of the stretch of road, so its
s. For really short lengths s, the probability of two infested
trees is 0. (How many trees are 1 in apart?) The number of
infested trees on any given quarter mile is assumed to be
independent of the number on previous stretches of road. So
this is a Poisson process with = 12, if we use miles as the
unit

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Driving along a road, trees are seen to be kudzu

infested at an average rate of 3 trees per quarter mile. Find the
probability of encountering a kudzu free half mile stretch.
The probability of seeing an infested tree over a stretch of road
is proportional to the length s of the stretch of road, so its
s. For really short lengths s, the probability of two infested
trees is 0. (How many trees are 1 in apart?) The number of
infested trees on any given quarter mile is assumed to be
independent of the number on previous stretches of road. So
this is a Poisson process with = 12, if we use miles as the
unit, and the length is s = 1/2.

Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Driving along a road, trees are seen to be kudzu

infested at an average rate of 3 trees per quarter mile. Find the
probability of encountering a kudzu free half mile stretch.
The probability of seeing an infested tree over a stretch of road
is proportional to the length s of the stretch of road, so its
s. For really short lengths s, the probability of two infested
trees is 0. (How many trees are 1 in apart?) The number of
infested trees on any given quarter mile is assumed to be
independent of the number on previous stretches of road. So
this is a Poisson process with = 12, if we use miles as the
unit, and the length is s = 1/2.
P(X = 0)
Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Driving along a road, trees are seen to be kudzu

infested at an average rate of 3 trees per quarter mile. Find the
probability of encountering a kudzu free half mile stretch.
The probability of seeing an infested tree over a stretch of road
is proportional to the length s of the stretch of road, so its
s. For really short lengths s, the probability of two infested
trees is 0. (How many trees are 1 in apart?) The number of
infested trees on any given quarter mile is assumed to be
independent of the number on previous stretches of road. So
this is a Poisson process with = 12, if we use miles as the
unit, and the length is s = 1/2.
 
1
P(X = 0) = P0
2
Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Driving along a road, trees are seen to be kudzu

infested at an average rate of 3 trees per quarter mile. Find the
probability of encountering a kudzu free half mile stretch.
The probability of seeing an infested tree over a stretch of road
is proportional to the length s of the stretch of road, so its
s. For really short lengths s, the probability of two infested
trees is 0. (How many trees are 1 in apart?) The number of
infested trees on any given quarter mile is assumed to be
independent of the number on previous stretches of road. So
this is a Poisson process with = 12, if we use miles as the
unit, and the length is s = 1/2.


 
1 0
1 12
1
2
P(X = 0) = P0
= e12 2
2
0!
Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Driving along a road, trees are seen to be kudzu

infested at an average rate of 3 trees per quarter mile. Find the
probability of encountering a kudzu free half mile stretch.
The probability of seeing an infested tree over a stretch of road
is proportional to the length s of the stretch of road, so its
s. For really short lengths s, the probability of two infested
trees is 0. (How many trees are 1 in apart?) The number of
infested trees on any given quarter mile is assumed to be
independent of the number on previous stretches of road. So
this is a Poisson process with = 12, if we use miles as the
unit, and the length is s = 1/2.


 
1 0
1 12
1
2
P(X = 0) = P0
= e12 2
= e6
2
0!
Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science

Motivation

Derivation

Definition

Examples

Expected Value/Variance

The Poisson Process

Example. Driving along a road, trees are seen to be kudzu

infested at an average rate of 3 trees per quarter mile. Find the
probability of encountering a kudzu free half mile stretch.
The probability of seeing an infested tree over a stretch of road
is proportional to the length s of the stretch of road, so its
s. For really short lengths s, the probability of two infested
trees is 0. (How many trees are 1 in apart?) The number of
infested trees on any given quarter mile is assumed to be
independent of the number on previous stretches of road. So
this is a Poisson process with = 12, if we use miles as the
unit, and the length is s = 1/2.


 
1 0
1 12
1
2
P(X = 0) = P0
= e12 2
= e6 0.002479.
2
0!
Bernd Schroder
The Poisson Distribution

logo1
Louisiana Tech University, College of Engineering and Science