Course: Probability and Statistics

Instructor: Adnan Aslam

April 07, 2015

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

1/9

Poisson Distribution
Example
Assume that the number of cars passing a certain point on the G. T. Road
at the average rate of 120 cars per hour. What is the probability
(i). that in a one minute interval, between 1 and 5 cars, both
inclusive will pass the point,
(ii). that at two successive, non-overlapping 1 minute interval
between 1 and 5 cars, both inclusive will pass the point.

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

2/9

Poisson Distribution
Example
Assume that the number of cars passing a certain point on the G. T. Road
at the average rate of 120 cars per hour. What is the probability
(i). that in a one minute interval, between 1 and 5 cars, both
inclusive will pass the point,
(ii). that at two successive, non-overlapping 1 minute interval
between 1 and 5 cars, both inclusive will pass the point.
Example
Assume that molecules of a rare gas argon occur at the average rate of 3
molecules per cubic foot of air.
(i) What is the probability of one molecule of argon in a cubic
foot sample of air.
(ii) How much sample of air we should take to have so that the
probability of at least one molecule is at least 0.99.
Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

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Poisson Distribution
The Poisson random variable has a tremendous range of applications
in diverse areas because it may be used as an approximation for a
binomial random variable with parameters (n, p) when n is large and
p is small enough so that np is of moderate size.

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

3/9

Poisson Distribution
The Poisson random variable has a tremendous range of applications
in diverse areas because it may be used as an approximation for a
binomial random variable with parameters (n, p) when n is large and
p is small enough so that np is of moderate size.
A model usually used for determining probabilities associated with the

random variable the number of successes within the continuous

time interval of given length or within the region of space of given
size is the Poisson probability function.

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

3/9

Poisson Distribution
The Poisson random variable has a tremendous range of applications
in diverse areas because it may be used as an approximation for a
binomial random variable with parameters (n, p) when n is large and
p is small enough so that np is of moderate size.
A model usually used for determining probabilities associated with the

random variable the number of successes within the continuous

time interval of given length or within the region of space of given
size is the Poisson probability function.
Many phenomena are observed over time and space, just as the

binomial distribution is characterized by the number n of repeated

independent Bernoulli trials with p as probability of success in a single
trial.

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

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Note:
If we observe a Poisson process for a unit interval of time (or length
etc.), the number of successes that occur is a random variable.

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

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Note:
If we observe a Poisson process for a unit interval of time (or length
etc.), the number of successes that occur is a random variable.
Assuming that they occur at a constant rate does not imply that

exactly successes occur in a unit interval but rather the expected

number of successes that occurs per unit interval is .

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

4/9

Note:
If we observe a Poisson process for a unit interval of time (or length
etc.), the number of successes that occur is a random variable.
Assuming that they occur at a constant rate does not imply that

exactly successes occur in a unit interval but rather the expected

number of successes that occurs per unit interval is .
is called the parameter of the Poisson distribution.

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

4/9

Note:
If we observe a Poisson process for a unit interval of time (or length
etc.), the number of successes that occur is a random variable.
Assuming that they occur at a constant rate does not imply that

exactly successes occur in a unit interval but rather the expected

number of successes that occurs per unit interval is .
is called the parameter of the Poisson distribution.

Note:
The Poisson random variable with parameter is a random variable
that approximates a binomial random variable with parameters n and
p when n is large, p is small, and = np.

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

4/9

Note:
If we observe a Poisson process for a unit interval of time (or length
etc.), the number of successes that occur is a random variable.
Assuming that they occur at a constant rate does not imply that

exactly successes occur in a unit interval but rather the expected

number of successes that occurs per unit interval is .
is called the parameter of the Poisson distribution.

Note:
The Poisson random variable with parameter is a random variable
that approximates a binomial random variable with parameters n and
p when n is large, p is small, and = np.
Since such a binomial random variable has expected value np = and

variance np(1 p) = (1 p) (since p is small), it would seem

that both the expected value and the variance of a Poisson random
variable would equal its parameter .
Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

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Poisson Random Variable

In a Poisson process with parameter , where is the expected number of
successes in a unit continuous interval (of time, length or space), the
number of successes X in an interval of interest t is called a Poisson
random variable. The range of the Poisson random variable X is

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

5/9

Poisson Random Variable

In a Poisson process with parameter , where is the expected number of
successes in a unit continuous interval (of time, length or space), the
number of successes X in an interval of interest t is called a Poisson
random variable. The range of the Poisson random variable X is
RX = {0, 1, 2, 3, }
Thus X is a discrete random variable and as such must have a probability
mass function.

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

5/9

Poisson Random Variable

In a Poisson process with parameter , where is the expected number of
successes in a unit continuous interval (of time, length or space), the
number of successes X in an interval of interest t is called a Poisson
random variable. The range of the Poisson random variable X is
RX = {0, 1, 2, 3, }
Thus X is a discrete random variable and as such must have a probability
mass function.
Some Poisson random variable
Some random variables for which the Poisson probability model has been
used to compute probabilities are:
the number of calls coming into a telephone switchboard during a

period of time of fixed length,

the number of atoms disintegrating in a fixed time interval, from a

radioactive substance, etc.

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

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Poisson Probability Mass Function

The Poisson probability distribution with parameter , where > 0, is
specified by the probability mass function
 e x
for x = 0, 1, 2,
x!
f (x) = P(X = x) = b(x; ) =
0
elsewhere

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

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Poisson Probability Mass Function

The Poisson probability distribution with parameter , where > 0, is
specified by the probability mass function
 e x
for x = 0, 1, 2,
x!
f (x) = P(X = x) = b(x; ) =
0
elsewhere
Theorem
The probability f (x) that a Poisson process with expected rate of success
per unit interval , will result x successes is given by
f (x) = P(X = x) = b(x; ) =

Adnan Aslam ()

e x
for x = 0, 1, 2,
x!

Course: Probability and Statistics

April 07, 2015

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Example
A sectary makes 4 mistakes per page on the average. What is the
probability that she makes
(i). no mistake,
(ii). more than one mistake on the next page she types?

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

7/9

Example
A sectary makes 4 mistakes per page on the average. What is the
probability that she makes
(i). no mistake,
(ii). more than one mistake on the next page she types?

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

7/9

Geometric Distribution

Geometric Distribution
Suppose that independent trials, each having a probability p, 0 < p < 1, of
being a success, are performed until a success occurs. If we let X equal
the number of trials required, then
f (x) = P(X = x) = g (x; p) = (1 p)x1 p,

x = 1, 2, ...

This follows because, in order for X to equal x, it is necessary and

sufficient that the first (x 1) trials are failures and the xth trial is a
success.
Any random variable X whose probability mass function is given by above
equation is said to be a geometric random variable with parameter p.

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

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Since

X
x=0

f (x) =

X
x=0

P(X = x) = p

X
(1 p)x1 = p
x=0

1
= 1.
1 (1 p)

it follows that, with probability 1, a success will eventually occur.

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

9/9

Since

X
x=0

f (x) =

X
x=0

P(X = x) = p

X
(1 p)x1 = p
x=0

1
= 1.
1 (1 p)

it follows that, with probability 1, a success will eventually occur.

Example
If the probability is 0.05 that a certain kind of measuring device will show
excessive drift, what is the probability that the sixth measuring device
tested will be the first to show excessive drift?

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

9/9

Since

X
x=0

f (x) =

X
x=0

P(X = x) = p

X
(1 p)x1 = p
x=0

1
= 1.
1 (1 p)

it follows that, with probability 1, a success will eventually occur.

Example
If the probability is 0.05 that a certain kind of measuring device will show
excessive drift, what is the probability that the sixth measuring device
tested will be the first to show excessive drift?
Hint
Substitute x = 6 and p = 0.05 into the formula for the geometric
distribution.

Adnan Aslam ()

Course: Probability and Statistics

April 07, 2015

9/9