Note 04

Poisson Distributions
12
Poisson Distributions

1 n
= 2.7182 is known as the base of the
Poisson distribution. The number e = lim 1 +
n
n
natural logarithm (or, called Napiers number), and is associated with the Taylor series

e =
X
xk
k=0
k!
(3)
The Poisson distribution with parameter ( > 0) has the frequency function
p(k) = e
k
,
k!
k = 0, 1, 2, . . .
By applying (3) we can immediately see the following:
p(k) = e
k=0
X
k
k=0
k!
= e e = 1.
Example 1. Suppose that the number of typographical errors per page has a Poisson distribution
with parameter = 0.5. Find the probability that there is at least one error on a single page.
Poisson approximation to binomial distribution. The Poisson distribution can be used as an
approximation for a binomial distribution with parameter (n, p) when n is large and p is small enough
so that np is a moderate number . Let = np. Then the binomial frequency function becomes

k

n!
k
n!
n
nk k
p(k) =
=
1
1
1
k!(n k)! n
n
k! (n k)!nk
n
n
k
k
1 e 1 = e
as n .
k!
k!
Example 2. Suppose that the a microchip is defective with probability 0.02. Find the probability
that a sample of 100 microchips will contain at most 1 defective microchip.
Expectation and variance of Poisson distribution. Let Xn , n = 1, 2, . . ., be a sequence of
binomial random variables with parameter (n, /n). Then we regard the limit of the sequence as a
Poisson random variable Y , and use the limit to find E[Y ] and Var(Y ). Thus, we obtain
E[Xn ] =

Var(Xn ) = 1
n
E[Y ] =
Var(Y ) =
as n ;
as n .
Sum of independent Poisson random variables. The sum of independent Poisson random variables is a Poisson random variable: If X and Y are independent Poisson random variables with respective parameters 1 and 2 , then Z = X + Y is distributed as the Poisson distribution with parameter
1 + 2 . [Rough explanation. Suppose that Xn and Yn are independent binomial random variables
with respective parameter (kn , pn ) and (ln , pn ) for each n = 1, 2, . . .. Then the sum Xn + Yn of the
random variables has the binomial distribution with parameter (kn + ln , pn ). By letting kn pn 1
and ln pn 2 with kn , ln and pn 0, the respective limits of Xn and Yn are Poisson random
variables X and Y with respective parameters 1 and 2 . Moreover, the limit of Xn + Yn is the sum
of the random variables X and Y , and has a Poisson distribution with parameter 1 + 2 .]
Page 12
Math 3470/October 13, 2010
Worksheet No.4
13
Worksheet No.4
Exercise Assignment.
1. Exercises 2.3: 2.3-7, 9, 11.
Problems.
1. The probability of being dealt a royal straight flush (ace, king, queen, jack, and ten of the same
suit) in poker is about 1.5 106 . Suppose that an avid poker player sees 100 hands a week, 52
weeks a year, for 20 years.
(a) What is the probability that she never sees a royal straight flush dealt?
(b) What is the probability that she sees at least two royal straight flushes dealt?
2. Professor Rice was told that he has only 1 chance in 10,000 of being trapped in a much-maligned
elevator in the mathematics building. If he goes to work 5 days a week, 52 weeks a year, for 10
years and always rides the elevator up to his office when he first arrives. What is the probability
that he will never be trapped? That he will be trapped once? Twice? Assume that the outcomes
on all the days are mutually independent.
3. Suppose that a rare disease has an incidence of 1 in 1000. Assuming that members of the
population are affected independently, find the probability of k cases in a population of 100, 000
for k = 0, 1, 2.
4. Suppose that in a city the number of suicides can be approximated by a Poisson random variable
with = 0.33 per month.
(a) What is the probability of two suicides in one month?
(b) What is the average number of suicides in one year? What is the distribution for the number
of suicides per year?
Computer Project. Improvised explosive devices (IEDs) are planted in a city block of 25 square
miles (exactly a 5 5-miles square). For every week the number of newly found IEDs in this block
is approximated by a Poisson distribution with = 10, and the locations of these IEDs are scattered
uniformly over the city block. Suppose that you are responsible for sweeping and clearing the south-west
corner of 2 2-mile square block every week.
1. Develop the simulation to count the number of IDEs in your area, and run it for 50 weeks to
generate a random sample. Draw the relative frequency histogram from the random sample.
2. Calculate mean() and var() of the random sample. How many IDEs in average do you expect
to discover in your area for a particular week?
3. Let X be the number of IDEs planted in your area in a week. Discuss what distribution best
approximates the random variable X, and how you can identify the value of parameter associated
with this distribution.
4. If = 20, how many IDEs do you expect to discover in your area for a particular week?
Page 13
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Poisson Distributions

By applying (3) we can immediately see the following:

Math 3470/October 13, 2010

Math 3470/October 13, 2010

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