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Poisson Distribution This occurs when we are counting the number of successes in some given interval (time, space). The properties of the Poisson Distribution are: (a) The average number of successes (λ,μ) occurring in the interval is known. (b) Occurrences are independent. (c) Occurrences are random and the probability of a single success is proportional to the interval length. (d) The probability of more than one occurrence is small compared to the probability of one success in a small interval. If X is a random variable representing the number of successes in a given interval and λ is the average e x number of successes then P(X = x) = x = 0, 1, 2, … x! [ Note: the mean for the Poisson R.V. = λ and the variance is also λ (s.d. = ) ] Examples when the Poisson Distribution arises: 1. The number of phone calls arriving at an exchange in a given time interval. 2. Typing errors on a page of an author’s manuscript. 3. The number of faults in a computer’s circuitry over a period of a month. 4. The number of deaths from horsekicks in an army corps over a period of one year. Problems Using the Poisson Distribution Example 1: The average number of days school is closed due to snow during the winter in a certain city is 4. What is the probability that the schools in this city will close for 6 days during a winter? Ans: Let X be a random variable representing the number of days schools will be closed. Then X is a Poisson R.V. with λ = 4. We want P(X = 6) e 4 6 P(X = 6) = 6! Σ Pg 81 = 0.1042 (check tables) Example 2: During weekdays a garage owner counts the number of cars and finds that on average there are 10 every hour. What is the probability that during a particular ¼ hour there will be some cars on his driveway? Ans: Let X be a random variable representing the number of cars on the driveway in a ¼ hour interval. Then X is Poisson with λ = 10 ÷ 4 = 2.5 We want P(X > 0) P(X > 0) = 1 – P(X = 0) or e 2.5 2.5 0 = 1 – 0.0821 (tables) or P(X = 0) = 0! = 0.9179 = e-2.5 Example 3: (Inverse Problems) In samples of milk taken from a bulk transportation vehicle, 40% proved to have no bacterial spores. Estimate the mean number of spores per sample, and hence find the probability of a randomly selected sample containing 2 spores. Ans: Let X be a random variable representing the number of spores per sample. Then X is Poisson with λ unknown. (a) P(X = 0) = 0.4 e-λ = 0.4 e 0 = 0.4 -λln e = ln 0.4 0! e-λ = 0.4 -λ = ln 0.4 λ = 0.92 (looking backwards in tables) or λ = 0.92 e 2 2! 0.4 0.846 = 2 = 0.17 (b) P(X = 2) = Poisson Approximation to the Binomial If in a binomial problem we have π very small (or very close to 1 – some texts also say n large), then we can approximate the distribution with a Poisson random variable. Example: 2% of items produced by a factory are defective. What is the probability that in a sample of 200 we get: (a) 3 defectives (b) At least one defective Ans: Let X be a R.V. representing the number of defectives. Then X is Binomial with n = 100, π = 0.02. Since π is small we can approximate by a Poisson R.V., Y with: λ = nπ = 200 0.02 =4 (i) P(X = 3) ≈ P(Y = 3) e x = ,x=3 x! = 0.1954 (tables) (ii) P(X ≥ 1) = 1 – P(X = 0) ≈ 1 – P(Y = 0) = 1 – 0.0183 = 0.9817 Σ Pg 119