Discrete probability

distributions
The Poisson distributions
 Introduction to the Poisson Distribution

• Poisson distribution is for counts—if

events happen at a constant rate over
time, the Poisson distribution gives
the probability of X number of events
occurring in time T.
Poisson Mean and Variance

For a Poisson
• Mean   random variable, the
variance and mean
are the same!

 Variance and Standard

Deviation
 
2

 
where  = expected number of hits in a
given time period
Poisson Distribution, example
The Poisson distribution models counts, such as the number of new cases of SARS that occur in
women in New England next month.
The distribution tells you the probability of all possible numbers of new cases, from 0 to infinity.
If X= # of new cases next month and X ~ Poisson (), then the probability that X=k (a particular
count) is:

k 
e
p( X  k ) 
k!
 Poisson Distribution
The Poisson distribution is used to model the
number of events occurring within a given time
interval. The formula for the Poisson
probability density (mass) function is
 x
e 
p( x ) 
x!
 is the shape parameter which indicates the
average number of events in the given time
interval.
Some events are rather rare - they don't
happen that often. For instance, car
accidents are the exception rather than the
rule. Still, over a period of time, we can say
something about the nature of rare events.

An example is the improvement of traffic

safety, where the government wants to know
whether seat belts reduce the number of
death in car accidents. Here, the Poisson
distribution can be a useful tool to answer
questions about benefits of seat belt use.
Other phenomena that often follow a Poisson
distribution are death of infants, the number of
misprints in a book, the number of customers
arriving, and the number of activations of a
Geiger counter.
The distribution was derived by
the French mathematician
Siméon Poisson in 1837, and
the first application was the
description of the number of
deaths by horse kicking in the
Prussian army.
Example
Arrivals at a bus-stop follow a
Poisson distribution with an average
of 4.5 every quarter of an hour.
Obtain a barplot of the distribution
(assume a maximum of 20 arrivals in
a quarter of an hour) and calculate
the probability of fewer than 3 arrivals
in a quarter of an hour.
The probabilities of 0 up to 2 arrivals can
be calculated directly from the formula

e  x
with  =4.5
p( x ) 
x!
4.5 0
e 4.5
p(0)  So p(0) = 0.01111
0!
Exponential distribution
Characteristics of the exponential distribution
■ It is a continuous distribution.
■ It is a family of distributions.
■ It is skewed to the right.
■ The x values range from zero to infinity.
■ Its apex is always at x = 0.
■ The curve steadily decreases as x gets larger.
Mean and Standard Desviation
Probabilities of the Exponential Distribution
Example
• A manufacturing firm has been involved in statistical quality control
for several years.
• As part of the production process, parts are randomly selected and
tested.
• From the records of these tests, it has been established that a
defective part occurs in a pattern that is Poisson distributed on the
average of 1.38 defects every 20 minutes during production runs.
• Use this information to determine the probability that less than 15
minutes will elapse between any two defects.
Solution
Usando Excel
Solution
Example
• Use the probability density formula to sketch the graphs of the
following exponential distribution
• Lamda=2
Solution
Exercise 1
Exercise 2
Exercise 3