The Binomial and Poisson

Probability Distributions
This presentation is given as supplementary information to
help us to understand the origin of the Binomial and Poisson
probability mass distributions.

You can download this presentation (and check for updates) from

http://www1.gantep.edu.tr/~andrew/eee283/BinomialPoissonLong.pdf

Dr Andrew Beddall
Version 3 (07/10/2013)
Content
- Permutations and Combinations
- The Binomial Coefficient
- Probability (set theory)
- Probability (experiment)
- Distributions of Outcomes
- Bernoulli Trials
- The Binomial pmf
- The Poisson pmf

Note: n! = n(n-1)(n-2)(n-3)...(1) for n>0

and 0! = 1.

2
Permutations and Combinations
are the arrangement of elements under different rules.
We are interested in counting how many arrangements there are.

Take a set of n=3 elements {A,B,C}

If we dont allow repetition of elements, ABC BAC CAB
and if order counts, then there are
3! = 6 permutations:
ACB BCA CBA

If we now form arrangements with two ABC BAC CAB

elements and if order counts, then there
are 3!/(3-2)! = 6/1 = 6 permutations: ACB BCA CBA

If order does not count then there are ABC BAC CAB
3!/2!(3-2)! = 6/2(1) = 3 combinations: ACB BCA CBA
we will investigate each case in more detail next ....
3
Permutations and Combinations are the arrangement of elements.
We are interested in counting how many arrangements there are.

PERMUTATIONS: COMBINATIONS:
arrangements where arrangements where
order is counted order is not counted
repetition repetition repetition repetition
is counted is not counted is not counted is counted
For a set of nFor a set of n For a set of n For a set of n
elements, elements there are elements there is elements,
select k n! permutations. one combination. select k
elements Select k elements Select k elements elements
there are there are there are there are
nk P(n,k) = n! / (n-k)! C(n,k) = P(n,k) / k! (n+k-1)!
permutations. permutations. = n! / k!(n-k)! k!(n-1)!
combinations. combinations.
Examples for each arrangement type This result (the binomial We will not
will be given in the following pages. coefficient) is important. study this case.
4
 PERMUTATIONS: arrangements where order is counted

repetition (of elements) For a set of n elements, select k elements

is counted there are nk permutations.

Example 1: take the set of n=4 elements { A, B, C, D }

Select k=4 elements there are 44 = 256 permutations.
AAAA AAAB AAAC AAAD AABA AABB AABC AABD AACA AACB AACC AACD AADA AADB AADC AADD
ABAA ABAB ABAC ABAD ABBA ABBB ABBC ABBD ABCA ABCB ABCC ABCD ABDA ABDB ABDC ABDD
ACAA ACAB ACAC ACAD ACBA ACBB ACBC ACBD ACCA ACCB ACCC ACCD ACDA ACDB ACDC ACDD
ADAA ADAB ADAC ADAD ADBA ADBB ADBC ADBD ADCA ADCB ADCC ADCD ADDA ADDB ADDC ADDD
BAAA BAAB BAAC BAAD BABA BABB BABC BABD BACA BACB BACC BACD BADA BADB BADC BADD
BBAA BBAB BBAC BBAD BBBA BBBB BBBC BBBD BBCA BBCB BBCC BBCD BBDA BBDB BBDC BBDD
BCAA BCAB BCAC BCAD BCBA BCBB BCBC BCBD BCCA BCCB BCCC BCCD BCDA BCDB BCDC BCDD
BDAA BDAB BDAC BDAD BDBA BDBB BDBC BDBD BDCA BDCB BDCC BDCD BDDA BDDB BDDC BDDD
CAAA CAAB CAAC CAAD CABA CABB CABC CABD CACA CACB CACC CACD CADA CADB CADC CADD
CBAA CBAB CBAC CBAD CBBA CBBB CBBC CBBD CBCA CBCB CBCC CBCD CBDA CBDB CBDC CBDD
CCAA CCAB CCAC CCAD CCBA CCBB CCBC CCBD CCCA CCCB CCCC CCCD CCDA CCDB CCDC CCDD
CDAA CDAB CDAC CDAD CDBA CDBB CDBC CDBD CDCA CDCB CDCC CDCD CDDA CDDB CDDC CDDD
DAAA DAAB DAAC DAAD DABA DABB DABC DABD DACA DACB DACC DACD DADA DADB DADC DADD
DBAA DBAB DBAC DBAD DBBA DBBB DBBC DBBD DBCA DBCB DBCC DBCD DBDA DBDB DBDC DBDD
DCAA DCAB DCAC DCAD DCBA DCBB DCBC DCBD DCCA DCCB DCCC DCCD DCDA DCDB DCDC DCDD
DDAA DDAB DDAC DDAD DDBA DDBB DDBC DDBD DDCA DDCB DDCC DDCD DDDA DDDB DDDC DDDD

We allow repetition of elements, there is no repetition of the arrangement

i.e. each arrangement is unique. 5
Example 2: take the set of n=4 elements { A, B, C, D }
Select k=2 elements there are 42 = 16 permutations.
Take the 256 arrangements, keep only the first two elements,
remove repeated arrangements:
AAAA AAAB AAAC AAAD AABA AABB AABC AABD AACA AACB AACC AACD AADA AADB AADC AADD
ABAA ABAB ABAC ABAD ABBA ABBB ABBC ABBD ABCA ABCB ABCC ABCD ABDA ABDB ABDC ABDD
ACAA ACAB ACAC ACAD ACBA ACBB ACBC ACBD ACCA ACCB ACCC ACCD ACDA ACDB ACDC ACDD
ADAA ADAB ADAC ADAD ADBA ADBB ADBC ADBD ADCA ADCB ADCC ADCD ADDA ADDB ADDC ADDD
BAAA BAAB BAAC BAAD BABA BABB BABC BABD BACA BACB BACC BACD BADA BADB BADC BADD
BBAA BBAB BBAC BBAD BBBA BBBB BBBC BBBD BBCA BBCB BBCC BBCD BBDA BBDB BBDC BBDD
BCAA BCAB BCAC BCAD BCBA BCBB BCBC BCBD BCCA BCCB BCCC BCCD BCDA BCDB BCDC BCDD
BDAA BDAB BDAC BDAD BDBA BDBB BDBC BDBD BDCA BDCB BDCC BDCD BDDA BDDB BDDC BDDD
CAAA CAAB CAAC CAAD CABA CABB CABC CABD CACA CACB CACC CACD CADA CADB CADC CADD
CBAA CBAB CBAC CBAD CBBA CBBB CBBC CBBD CBCA CBCB CBCC CBCD CBDA CBDB CBDC CBDD
CCAA CCAB CCAC CCAD CCBA CCBB CCBC CCBD CCCA CCCB CCCC CCCD CCDA CCDB CCDC CCDD
CDAA CDAB CDAC CDAD CDBA CDBB CDBC CDBD CDCA CDCB CDCC CDCD CDDA CDDB CDDC CDDD
DAAA DAAB DAAC DAAD DABA DABB DABC DABD DACA DACB DACC DACD DADA DADB DADC DADD
DBAA DBAB DBAC DBAD DBBA DBBB DBBC DBBD DBCA DBCB DBCC DBCD DBDA DBDB DBDC DBDD
DCAA DCAB DCAC DCAD DCBA DCBB DCBC DCBD DCCA DCCB DCCC DCCD DCDA DCDB DCDC DCDD
DDAA DDAB DDAC DDAD DDBA DDBB DDBC DDBD DDCA DDCB DDCC DDCD DDDA DDDB DDDC DDDD

Gives: AA AB AC AD We allow repetition of elements,

BA BB BC BD
CA CB CC CD
but exclude repetitions of arrangements.
DA DB DC DD
6
 PERMUTATIONS: arrangements where order is counted
For a set of n elements there are n! permutations.
repetition (of elements)
And if we select k elements
is not counted
there are P(n,k) = n! / (n-k)! Permutations.

Example 1:
Take the set of n=3 elements
{ A, B, C } there are We do not allow repetition of
n! = 3! = 6 permutations: elements, but different ordering
of the elements is counted.
ABC BAC CAB
ACB BCA CBA

7
Example 2 (more elements):
Take the set of n=4 elements ABCD ABDC ACBD ACDB ADBC ADCB
BACD BADC BCAD BCDA BDAC BDCA
{ A, B, C, D } there are CABD CADB CBAD CBDA CDAB CDBA
n! = 4! = 24 permutations. DABC DACB DBAC DBCA DCAB DCBA

Explanation:
First select an element: there are 4 choices
select another element: there are 3 choices
select another element: there are 2 choices
select another element: there is 1 choice.
there are (4)(3)(2)(1) = 4! = 24 permutations
in general for n elements their are n! permutations

We do not allow repetition of elements, but the order of the elements is counted.

8
Example 3 (select k elements):
Take the set of n=4 elements { A, B, C, D }
Select k=2 elements
keep only the first two elements,
there are
remove repeated arrangements.
P(n,k) = n! / (n-k)!
= 4!/(4-2)! ABCD ABDC ACBD ACDB ADBC ADCB
= 24 / 2 BACD BADC BCAD BCDA BDAC BDCA
= 12 permutations. CABD CADB CBAD CBDA CDAB CDBA
DABC DACB DBAC DBCA DCAB DCBA
Explanation:
First select an element: there are 4 choices
select another element: there are 3 choices AB AC AD
BA BC BD
Thats all.
CA CB CD
there are (4)(3) = 12 permutations. DA DB DC
In general that is
(n)(n-1)(n-2)... k terms We do not allow repetition of
= n!/(n-k)! permutations elements, but the order of the
elements is counted.
9
 Example 4 (more elements):
ABCDE ABCED ABDCE ABDEC ABECD ABEDC
Take the set of n=5 elements ACBDE ACBED ACDBE ACDEB ACEBD ACEDB
{ A, B, C, D, E } ADBCE ADBEC ADCBE ADCEB ADEBC ADECB
AEBCD AEBDC AECBD AECDB AEDBC AEDCB
There are 5! = 120 permutations. BACDE BACED BADCE BADEC BAECD BAEDC
BCADE BCAED BCDAE BCDEA BCEAD BCEDA
BDACE BDAEC BDCAE BDCEA BDEAC BDECA
Select k=2 elements
BEACD BEADC BECAD BECDA BEDAC BEDCA
there are (5)(4) = 20, i.e. CABDE CABED CADBE CADEB CAEBD CAEDB
P(n,k) = n! / (n-k)! CBADE CBAED CBDAE CBDEA CBEAD CBEDA
= 5!/(5-2)! CDABE CDAEB CDBAE CDBEA CDEAB CDEBA
CEABD CEADB CEBAD CEBDA CEDAB CEDBA
= 20 permutations.
DABCE DABEC DACBE DACEB DAEBC DAECB
DBACE DBAEC DBCAE DBCEA DBEAC DBECA
AB BA CA DA EA DCABE DCAEB DCBAE DCBEA DCEAB DCEBA
AC BC CB DB EB DEABC DEACB DEBAC DEBCA DECAB DECBA
AD BD CD DC EC EABCD EABDC EACBD EACDB EADBC EADCB
AE BE CE DE ED EBACD EBADC EBCAD EBCDA EBDAC EBDCA
ECABD ECADB ECBAD ECBDA ECDAB ECDBA
EDABC EDACB EDBAC EDBCA EDCAB EDCBA

We do not allow repetition of elements, but the order of the elements is counted.
10
 COMBINATIONS: arrangements where order is not counted
For a set of n elements there is one combination.
Repetition (of elements) Select k elements there are
is not counted C(n,k) = P(n,k) / k! = n! / k!(n-k)! combinations.

Example 1: 4! = 24 permutations
Take the set of n=4 elements { A, B, C, D }
ABCD ABDC ACBD ACDB ADBC ADCB
We do not allow repetition of elements, BACD BADC BCAD BCDA BDAC BDCA
and the order of the elements is not CABD CADB CBAD CBDA CDAB CDBA
counted; so there is only one combination, DABC DACB DBAC DBCA DCAB DCBA
i.e. ABCD
AB BA CA DA
Select k=2 elements, there are P(4,2) =
AC BC CB DB
(4)(3) = 12
C(n,k) = P(n,k) / k! AD BD CD DC
permutations
= n! / k!(n-k)! = 4!/2!(4-2)!
= 6 combinations.
AB C(4,2) =
We divide by k! because there are k! AC BC (4)(3)/2! = 6
ways we can order the combinations AD BD CD combinations
but order is not counted.
11
 Example 2 (more elements):
Take the set of n=5 5! = 120 permutations
elements { A, B, C, D, E } ABCDE ABCED ABDCE ABDEC ABECD ABEDC
Select k=2 elements ACBDE ACBED ACDBE ACDEB ACEBD ACEDB
ADBCE ADBEC ADCBE ADCEB ADEBC ADECB
AEBCD AEBDC AECBD AECDB AEDBC AEDCB
P(5,4) = (5)(4) = 20 permutations BACDE BACED BADCE BADEC BAECD BAEDC
AB BA CA DA EA BCADE BCAED BCDAE BCDEA BCEAD BCEDA
BDACE BDAEC BDCAE BDCEA BDEAC BDECA
AC BC CB DB EB
BEACD BEADC BECAD BECDA BEDAC BEDCA
AD BD CD DC EC CABDE CABED CADBE CADEB CAEBD CAEDB
AE BE CE DE ED CBADE CBAED CBDAE CBDEA CBEAD CBEDA
CDABE CDAEB CDBAE CDBEA CDEAB CDEBA
CEABD CEADB CEBAD CEBDA CEDAB CEDBA
AB DABCE DABEC DACBE DACEB DAEBC DAECB
AC BC DBACE DBAEC DBCAE DBCEA DBEAC DBECA
AD BD CD DCABE DCAEB DCBAE DCBEA DCEAB DCEBA
AE BE CE DE DEABC DEACB DEBAC DEBCA DECAB DECBA
EABCD EABDC EACBD EACDB EADBC EADCB
C(5,2) = n! / k!(n-k)! = 5!/2!(5-2)! EBACD EBADC EBCAD EBCDA EBDAC EBDCA
= 120/12 = 10 combinations ECABD ECADB ECBAD ECBDA ECDAB ECDBA
EDABC EDACB EDBAC EDBCA EDCAB EDCBA

We do not allow repetition of elements, and the order of the elements is not counted.
12
The Binomial Coefficient
The number of combinations C(n,k) where
order is not counted and repetition (of elements) is not counted
is called the Binomial Coefficient.
See http://en.wikipedia.org/wiki/Binomial_coefficient

Sometimes this is written as which reads n select k.

It is sometimes more convenient to evaluate as a ratio of k terms:

k terms

e.g.

13
Some properties:

And remember n! = n(n-1)(n-2)(n-3)...(1) for n>0

and 0! = 1.

The Binomial Coefficient is an important tool in probability.

In the following pages we develop probability and use the

binomial coefficient to form distributions of probabilities.

14
Probability (set theory)
In set theory we can define a set S of all possible outcomes of a
random process, and assign to the outcomes a set of probabilities P.

Example: A throw of a die

the throw of a die

Let set S = {1, 2, 3, 4, 5, 6} and P(S) = {, , , , , }

Let event A = {4}, i.e. the outcome 4, and so the probability P(A) = .

15
Now consider throwing two dice

The set of all possible outcomes is:

{11,12,13,14,15,16,21,22,23,24,25,26,31,32,33,34,35,36,
41,42,43,44,45,46,51,52,53,54,55,56,61,62,63,64,65,66}
i.e. 62 = 36 permutations (order is counted).

What is the probability of two 4s?

Solution:
there is one such outcome in 36
and so the probability is 1/36.

16
Now consider throwing three dice
The set of all possible
outcomes is:
There are
63 = 216 permutations
(order is counted).
Now what is the probability
of obtaining exactly two 4s?
Solution:
there are 15 such
outcomes out of 216, so
the probability
P(k=2) = 15/216.
Note that: P(k=0) = 125/216, P(k=1) = 75/216, P(k=2) = 15/216, P(k=3) = 1/216
{111 112 113 114,115,116, 411,412,413,414,415,416,
121,122,123,124,125,126, 421,422,423,424,425,426,
131,132,133,134,135,136, 431,432,433,434,435,436,
141,142,143,144,145,146, 441,442,443,444,445,446,
151,152,153,154,155,156, 451,452,453,454,455,456,
161,162,163,164,165,166, 461,462,463,464,465,466,
211,212,213,214,215,216, 511,512,513,514,515,516,
221,222,223,224,225,226, 521,522,523,524,525,526,
231,232,233,234,235,236, 531,532,533,534,535,536,
241,242,243,244,245,246, 541,542,543,544,545,546,
251,252,253,254,255,256, 551,552,553,554,555,556,
261,262,263,264,265,266, 561,562,563,564,565,566,
311,312,313,314,315,316, 611,612,613,614,615,616,
321,322,323,324,325,326, 621,622,623,624,625,626,
331,332,333,334,335,336, 631,632,633,634,635,636,
341,342,343,344,345,346, 641,642,643,644,645,646,
351,352,353,354,355,356, 651,652,653,654,655,656,
361,362,363,364,365,366, 661,662,663,664,665,666}
17
Probability (experiment)
If a random process is repeated n times (i.e. there are n trials) and event A
occurs n(A) times then the probability of event A is defined as a relative
frequency below:
number of occurrences of event A
number of trials

P(A) approaches the true probability

as n approaches infinity.

A basic property Example experiment where a die is thrown n

of probability is: times (n trials) and event A = {4}.
n n(A) P(A) = n(A)/n
1 1 1.0
10 2 0.2
n(A)=0 n(A)=n
no outcomes all outcomes 1000 161 0.161
are event A are event A 109 166,676,643 0.166676643

18
Of course we cannot throw a die 109 times,
the experiment is a computer simulation:
//
// Computer simulation of the statistics of throwing a die.
//
#include <iostream>
#include <cstdlib>
int main() {
const int n = 1000000000; // Number of trials
int m = 0; // Number of "4"s

for (int i=0; i<n; i++) { // Perform n trials

int a = rand() % 6 + 1; // Random outcomes 1,2,3,4,5,6.
if (a==4) m++; // Count the number of "4"s.
}
std::cout << n << " " << m << " " << double(m)/n << std::endl;
}

Output:
1000000000 166667244 0.166667244 P(4) = 1/ 5.99998 (11 seconds)

19
The same simulation in MATLAB (108 die throws)

%
% Computer simulation of the statistics of throwing a die.
%
format long
n = 100000000; % Number of trials
A = randi(6,n,1); % Random outcomes 1,2,3,4,5,6
m = sum(A==4); % Count the number of "4"s.

disp(n)
disp(m)
disp(m/n)

Output:
100000000 16669207 0.16669207 P(4) = 1/ 5.9991

20
The program is rewritten here to find the probability of outcomes
when three dice are thrown:
//
// Computer simulation of the statistics of throwing three die.
//
#include <iostream>
#include <cstdlib>
int main() {
const int n = 1000000000; // Number of trials
int k[4] = {0}; // Number of "4"s 0,1,2 or 3
for (int i=0; i<n; i++) { // Perform n trials
int m=0;
for (int j=0; j<3; j++) { // Loop over the three dice
int a = rand() % 6 + 1; // Random outcomes 1,2,3,4,5,6
if (a==4) m++; // Count the number of "4"s.
}
k[m]++;
}
Output:
k=0 P(k)=0.578697
for (int i=0; i<4; i++) k=1 P(k)=0.347231
std::cout << "k=" << i << " P(k)=" k=2 P(k)=0.069445
<< double(k[i])/n << std::endl; k=3 P(k)=0.004627
} (29 seconds)

21
The same simulation in MATLAB (108 die throws)

%
% Computer simulation of the statistics of throwing three die.
%
format long
n = 10000000; % Number of trials
A = randi(6,n,3)==4; % Random outcomes 1,2,3,4,5,6
sum( A(:,1)+A(:,2)+A(:,3) ==0 )/ n
sum( A(:,1)+A(:,2)+A(:,3) ==1 )/ n
sum( A(:,1)+A(:,2)+A(:,3) ==2 )/ n
sum( A(:,1)+A(:,2)+A(:,3) ==3) / n

Output:
k=0 P(k)=0.578886
k=1 P(k)=0.347049
k=2 P(k)=0.069463
k=3 P(k)=0.004602

22
Distributions of Outcomes (three dice)
Lets look again at the outcomes of the experiment P(k)
k=0 P(k) = 0.578697 0.6

k=1 P(k) = 0.347231 0.4

k=2 P(k) = 0.069445
0.2
k=3 P(k) = 0.004627
Sum = 1.000000 0.0 k
0 1 2 3
We can seen that the probability of k outcomes is distributed between 0 and n.
The total probability is 0.578697+0.347231+0.069445+0.004627 = 1;
that is all outcomes have been considered.
Four pages back we listed all possible permutations and found the probability
of obtaining exactly two 4s is 15/216 = 0.069444 which is what we see above.
But how can we calculate such probabilities without forming and counting huge
lists of outcomes, or performing experiments?
The solution lies with the theory of Bernoulli Trials and the Binomial Coefficient ...

23
Bernoulli Trials
A Bernoulli trial has only two possible outcomes,
for example outcome A and outcome B (which is not A).
The probability of outcome A ocurring k-times in n trials can be
calculated as follows:
One possible outcome is: A1.A2.A3....Ak . B1.B2.B3....Bn-k

k terms n-k terms

The probability of this outcome is
P(A1 A2 A3.. ..Ak B1 B2 B3.. ..Bn-k)
= P(A1)P(A2)P(A3)...P(Ak) . P(B1)P(B2)P(B3)....P(Bn-k)

= P(A)k . (1-P(A))n-k assuming P(Ai) are all equal.

= k (1- ) n-k where P(A) = and P(B) = 1-

There are a number of ways we can obtain k outcomes ....
24
We have one possible outcome: A1.A2.A3....Ak . B1.B2.B3....Bn-k
The number of ways we can obtain k outcomes can be considered by counting
the combinations where we do not allow repetition of elements, and the order
of the elements is not counted.
This is n,k combinations and is described by the Binomial Coefficient:

k terms

For example:
for (n=3,k=2) = 3!/2!(1!) = 3 A1A2B1 , A1B1A2 , B1A1A2

And for

A1A2B1B2B3 , B1A1A2B2B3 , B1B2A1A2B3 , B1B2B3A1A2 , A1B1A2B2B3 ,

B1A1B2A2B3 , B1B2A1B3A2 , A1B1B2A2B3 , B1A1B2B3A2 , A1B1B2B3A2

25
The Binomial pmf
Combining Bernoulli trials and the Binomial coefficient we get:

This discrete distribution (a function of k) is the Binomial probability mass

function. It describes the distribution of probabilities of k out of n outcomes
given that the probability of an outcome is .

For example throw of three dice, the probability of obtaining exactly two 4s:

This is the value we calculated earlier by forming and counting the list of all
outcomes, and by experiments.

26
 Experiment
A die is thrown 5 times and the number, k, of outcomes 4 is recorded.
This is repeated n = 100,000,000 times to obtain the probability of k-outcomes.

k n(k) n(k) / n Binomial

0 40,188,405 0.401884 0.401878 = 1/6
0.4
1 40,191,089 0.401910 0.401878
2 16,075,721 0.160757 0.160751 0.3

3 3,210,682 0.032107 0.032150 0.2

4 321,285 0.003213 0.003215 0.1

5 12,818 0.000128 0.000129 0.0 k

0 1 2 3 4 5
total 100,000,000 1.000000 1.000000

We can see that experiment and theory are in good agreement,

i.e. the Binomial p.m.f gives the distribution of k out of n outcomes.
http://www1.gantep.edu.tr/~andrew/eee283/src/cpp/bernoulli_dice.cpp
http://www1.gantep.edu.tr/~andrew/eee283/src/cpp/binomial_pmf.cpp
27
Note that the mean number of outcomes of these distributions is
mean = n, also variance 2 = n (1-) ( =2), skewness = (1-2)/
28
Example
A department purchases a box of 16 switches.
If there is a 5% chance of each switch being defective,
what is the probability that there are less than three
defective switches in the box?
Solution:
We should use the Binomial pmf with n=16 and = 0.05 and we want P(k<3).
Remember that the Binomial pmf provides a distribution of probabilities,
so P(k<3) = P(k=0) + P(k=1) + P(k=2)
= 1 (0.05)0 (0.95)16

+ 16 (0.05)1 (0.95)15

+ 16(15)/2 (0.05)2 (0.95)14

= 0.957
there is 95.7% chance of less than three defective switches.
29
The Poisson pmf
A large number of rare random processes (large n, small )
We often experience random events that are the result of a large number of
processes each with a small probability of an outcome.
For example:
- The number of radioactive decays per minute
(very large number of nuclei, very low prob. of a nuclei decaying).
- The number of web hits per second
(very large number of web users, low prob. of visiting the website).
- The number of phone calls to a help line per hour.
(very large number of phone users, low prob. of each phoning).
In such case, calculating the Binomial pmf is numerically difficult;
however, it can be approximated by the Poisson pmf:

Where is the mean

number of outcomes.

30
Derivation of the Poisson pmf from the Binomial pmf
In the Binomial pmf set n large, and small k << n

Binomial pmf

Binomial
k terms

Poisson pmf

31
For convenience the Poisson pmf is often used in place of the binomial pmf.
But remember it is an approximation (though sometimes a good one).

Consider the example of throwing 5 dice.

What is the probability of obtaining two 4s?

We should use the Binomial pmf with n=5 and k=2 and = 1/6,

Now lets try the Poisson approximation with = n = 5/6:

This Poisson approximation has an error of about -6%.

32
Properties (the Binomial pmf properties with the limit 0, and =n)
mean = variance 2 = ( =2 = ) skewness = 1/
33
Example
100 million people access a web site (at a random time) once a year.
What is the probability of the web site receiving more than 3 hits in a one-second period?
Solution:
We have n = 108 , and = 1 / (365 24 3600) = 3.171 10-8 per second.
We can use the Poisson pmf with = n = 3.171

The sum of the terms in this infinite distribution rapidly

converges to 1 (the sum of the first 8 terms is 0.994) .
We want P(k > 3)
0.20
= 1 P(k 3)
0.15
= 1 [ P(k=0) + P(k=1) + P(k=2) + P(k=3) ]
0.10
= 1 [(3.1710 / 0!
0.05
+ 3.1711 / 1!
0.00 k + 3.1712 / 2!
0 1 2 3 4 5 6 7 8 .... + 3.1713 / 3!) e-3.171 ]
= 1 [0.608981] = 0. 39102 39%
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