Questions tagged [poisson-distribution]

A discrete distribution defined on the non-negative integers that has the property that the mean is equal to the variance.

Overview

A discrete random variable $X$ has a Poisson distribution indexed by a parameter $\lambda$ if it has probability mass function

$$ P(X = x) = \frac{ \lambda^x e^{-\lambda} }{x!} \quad \text{for } x>0 $$

One property of the Poisson distribution is that $\mathrm{E}(X) = \mathrm{Var}(X) = \lambda$.

The Poisson distribution is used to model situations where there is a rate of occurrence associated with an event. For example, it used prominently in Physics to model "counting experiments" like the number of photons arriving at a telescope, or the number of radioactive counts recorded by a Geiger counter.

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Simple approximation of Poisson cumulative distribution in long tail?

I want to decide the capacity $C$ of a table so that it has residual odds less than $2^{-p}$ to overflow for given $p\in[40\dots 120]$, assuming the number of entries follows a Poisson law with a given expectancy $E\in[10^3\dots 10^{12}]$. Ideally,…
fgrieu
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How representative is Poisson distribution of the distribution of events in reality?

I've always wondered how good a 'fit' is the Poisson distribution to the events we observe in reality. Almost always I've seen it be used for modeling occurrence of events. (For example, arrival of cars in a parking garage or the number or messages…
PhD
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Interpreting coefficients for Poisson regression

I don't understand how to interpret the coefficient from a Poisson regression relative to the coefficient from an OLS regression. Suppose I have time series data, my left-hand side variable is number of games won per year, and my main right-hand…
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Calculating the probability of a rare event

I've read in the news that the last month five pedestrians died from a population of 500,000 Remembering that it is a poisson problem (the famous prussian horse kicks by Ladislaus Bortewicz). I fired up R to understand the probability ppois(5*12, 3,…
Roland Kofler
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Why is the first postulate of the Poisson process that $\lambda dt$ is the probability of exactly one event in $[t,t+dt]$?

From the pdf of the Poisson distribution I would expect $\Pr(x=1)$ to be $$\lambda dt \cdot \exp(-\lambda dt)$$ I can see that as $dt$ gets very small, $\exp(-\lambda dt)$ becomes close to $1$, and so suggests $\lambda dt$, but I don't see why in…
Tom
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Solving Poisson probability problem using only other known probabilities

Suppose $X_t\sim Poisson(\lambda t)$. I'm looking at an exercise problem where two probability statements are given, and the exercise is to algebraically determine the value of a third probability: $P(X_1=1)=0.36788$ $P(X_2=3)=0.18405$ $P(X_1=2)=\…
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Poisson regression for change in count following an event

I have a count of sickness absences before and after an accident, and I want to find out whether an accident increases the sickness absences differently in different groups. I'm trying to formulate a Poisson model for this, but I'm not sure if I'm…
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"near-birthday problem" example of Poisson paradigm

I have an example from page 460 of the textbook Introduction to Probability (second edition) by Blitzstein and Hwang: For example, suppose there are 14 people in a room. How likely is it that there are two people with the same birthday or birthdays…
Dom Fomello
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Poisson distribution: why does time between events follow an exponential distribution?

I was reading an article, and came across the following: Purchase count follows a Poisson distribution with rate λ. In other words, the timing of these purchases is somewhat random, but the rate (in counts/unit time) is constant. In turn, this…
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Why should the variance equal the mean in Poisson regression?

I am using Poisson regression to relate road crash data to road geometric characteristics. Why should the variance equal the mean in Poisson regression? Thanks in advance
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Is a random sample of a Poisson distribution also Poisson distributed?

Car analogy: Assume the traffic (number of cars per hour) on a road has a Poisson distribution, and the time between cars has the matching exponential distribution. If the chance of each car being red is independent from both time and the color of…
MSalters
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Help interpreting "poisson process" calculations from a paper

I'm reviewing a paper. It records the number of deaths in a population of a country due to drug related causes. The authors have calculated 5 year moving averages to better examine trends. They then also calculated a confidence interval they call…
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Bacteria split each second according to a Poisson distribution, what is the distribution of the number of bacteria at some time $n$?

Each bacteria splits each second into some number of bacteria that is Poisson distributed with the same parameter for all bacteria. All the splits are not correlated. What would be the distribution of bacteria after $n$ seconds if we start with only…
mrepic1123
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Is the rate parameter of a Poisson distribution a shape parameter or a location parameter?

In the few sources I've come across which characterize the rate parameter in a Poisson distribution, they described it as a shape parameter. Wouldn't it be more accurate to describe it as a location parameter, since the rate parameter of a Poisson…
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Poisson Distribution CI - are the limits scalable?

I have a rate of injury = 3 per 196 hours of exercise. Based on poisson distribution, 95% confidence interval for the 3 is 0.62 to 8.77 If I re-scale my data to be rate of injury per 1000 hours of exercise, what happens the confidence interval? Is…
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