Poisson Distribution
Poisson Distribution
Introduction
In the previous chapters, we have discussed the probability of particular
events.
In many problems the ordinary laws of probability do not help to compute the
probability of an event.
For example if a coin is tossed 20 times, the number of possible outcomes
will be
suppose we have to find the probability of getting heads.
Practically it its difficult to write down the sample space. Hence ordinary
law(s) of probability do not help to answer this question.
Introduction
• Thus a special type of method is needed to find the required
probability.
• In such cases binomial distribution helps to find the probability of
required event.
• In addition to this there are occasions where the number of trails is
very large and the probability of occurrence of an event is very small.
In such cases binomial distribution takes a new form known as
Poisson distribution.
• It may be remembered that both binomial and Poisson distributions are
discrete type of distributions.
Poisson Distribution
Experiments yielding numerical values of a random variable X, the number of
outcomes occurring during a given time interval or in a specified region, are
often called as Poisson experiments. The given time interval may be of any
length, such as a minute, a day, a week or a year.
Examples:
i) The number of accidents per year in a particular factory.
ii) The number of faults in a length of cable.
iii) The number of cars crossing a bridge per hour in country side.
Poisson Distribution
The number X of outcomes occurring in a Poisson experiment is called a
Poisson random variable and its probability distribution is called Poisson
distribution. The Poisson probability distribution depends on , the average
number of outcomes occurring in a given time interval and is given by
for
Where is a positive real number and
This distribution was first developed by French mathematician Simeon D.
Poisson (1781-1840).
Note: A Poisson random variable has a (countably) infinite number of
possible values that are all non negative integars.
Theorem
Prove that Poisson distribution is a probability distribution.
Proof: we have to show that sum of the probabilities is equal to 1, that is,
Now,
Proof:
The Mean and Variance of a Poisson Random
Variable
And
Thus,
Hence,
Example 04
In a thin copper wire, suppose that the number of flaws follows a Poisson
distribution with a mean of 2.3 flaws per millimeter,
i) Determine the probability of exactly two flaws in 1 millimeter of wire.
ii) Determine the probability of 10 flaws in 5 millimetres of wire.
iii) Determine the probability of at least one flaw in 2 millimeter of wire.
Solution: i) Let denote the number of flaws in one millimeter of wire then,
ii) Average number of flaws per millimeter of wire is 2.3. Then the average
number of flaws in 5 millimetre of wire is 2.3(5)=11.5
Thus,
Solution
iii) Let denote the number of flaws in two millimeter of wire.
Hence,
Poisson Approximation to the Binomial Theorem
When n is large, the binomial probability formula can be impractical to use
because of computational difficulties. Therefore, methods have been developed
that permit us to approximate binomial probability using formulas that are easy
to work with. One of those methods employs the Poisson probability formula
and applies when n is large and p is small (as a rule of thumb, we will require
that and ).
In such cases we use Poisson distribution with parameter to approximate the
binomial distribution.
Hence,
Example 05
Ten percent of tools produced in a certain manufacting process turn out to
be defective. Find the probability that in a sample of 10 tools chosen at
random
i) Exactly two will be defective.
ii) More than one will be defective.
Solution: Probability of defective tools and given
Using Poisson Probability formula
Where
i)
Solution
ii)
Where,
Hence