Poisson distribution

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This editable Main Article is under development and subject to a disclaimer.

[edit intro]

The Poisson distribution is any member of a class of discrete probability distributions named after Simeon Denis Poisson.

It is well suited for modeling various physical phenomena.

## Contents

* 1 A basic introduction to the concept
* 1.1 Example
* 1.2 Formal definition
* 1.3 Characteristics of the Poisson distribution
* 2 See also
* 3 References

## A basic introduction to the concept[edit]

### Example[edit]

Certain events happen at unpredictable intervals. But for some reason, no matter how recent or long ago last event was, the probability that another event will occur within the next hour is exactly the same (say, 10%). The same holds for any other time interval (say, second). Moreover, the number of events within any given time interval is statistically independent of numbers of events in other intervals that do not overlap the given interval. Also, two events never occur simultaneously.

Then the number of events per day is Poisson distributed.

### Formal definition[edit]

Let X be a stochastic variable taking non-negative integer values with probability density function

P(X=k)=f(k)=e−λλkk!.

Then X follows the Poisson distribution with parameter λ.

### Characteristics of the Poisson distribution[edit]

If X is a Poisson distribution stochastic variable with parameter λ, then

* The expected value E[X]=λ
* The variance Var[X]=λ

## See also[edit]

* Binomial distribution
* Exponential distribution
* Probability distribution
* Probability
* Probability theory

## References[edit]