14/03/2011

1
The Binomial and Poisson
Probability Distributions
This presentation is given as supplementary information to
help us to understand the origin of the Binomial and Poisson
probability mass distributions.
You can download this presentation (and check for updates) from
http://www1.gantep.edu.tr/~andrew/eee283/BinomialPoisson2pp.pdf
Dr Andrew Beddall
Version 2 (14/03/2011)
Content
- Permutations and Combinations
- The Binomial Coefficient
- Probability (set theory)
- Probability (experiment)
- Distributions of Outcomes
- Bernoulli Trials
- The Binomial pmf
- The Poisson pmf
Note: n! = n(n-1)(n-2)(n-3)...(1) for n>0
and 0! = 1.
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Permutations and Combinations
are the arrangement of elements under different rules.
We are interested in counting how many arrangements there are.
Take a set of n=3 elements {A,B,C}
If we dont allow repetition of elements,
and if order counts, then there are
3! = 6 permutations:
If we now form arrangements with two
elements and if order counts, then there
are 3!/(3-2)! = 6/1 = 6 permutations:
If order does not count then there are
3!/2!(3-2)! = 6/2(1) = 3 combinations:
we will investigate each case in more detail next ....
ABC BAC CAB
ACB BCA CBA
ABC BAC CAB
ACB BCA CBA
ABC BAC CAB
ACB BCA CBA
3
Permutations and Combinations are the arrangement of elements.
We are interested in counting how many arrangements there are.
PERMUTATIONS:
arrangements where
order is counted
COMBINATIONS:
arrangements where
order is not counted
repetition
is counted
repetition
is not counted
repetition
is not counted
repetition
is counted
For a set of n
elements,
select k
elements
there are
n
k
permutations.
For a set of n
elements,
select k
elements
there are
(n+k-1)!
k!(n-1)!
combinations.
For a set of n
elements there are
n! permutations.
Select k elements
there are
P(n,k) = n! / (n-k)!
permutations.
For a set of n
elements there is
one combination.
Select k elements
there are
C(n,k) = P(n,k) / k!
= n! / k!(n-k)!
combinations.
We will not
study this case.
This result (the binomial
coefficient) is important.
Examples for each arrangement type
will be given in the following pages.
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PERMUTATIONS: arrangements where order is counted
repetition (of elements)
is counted
For a set of n elements, select k elements
there are n
k
permutations.
AAAA AAAB AAAC AAAD AABA AABB AABC AABD AACA AACB AACC AACD AADA AADB AADC AADD
ABAA ABAB ABAC ABAD ABBA ABBB ABBC ABBD ABCA ABCB ABCC ABCD ABDA ABDB ABDC ABDD
ACAA ACAB ACAC ACAD ACBA ACBB ACBC ACBD ACCA ACCB ACCC ACCD ACDA ACDB ACDC ACDD
ADAA ADAB ADAC ADAD ADBA ADBB ADBC ADBD ADCA ADCB ADCC ADCD ADDA ADDB ADDC ADDD
BAAA BAAB BAAC BAAD BABA BABB BABC BABD BACA BACB BACC BACD BADA BADB BADC BADD
BBAA BBAB BBAC BBAD BBBA BBBB BBBC BBBD BBCA BBCB BBCC BBCD BBDA BBDB BBDC BBDD
BCAA BCAB BCAC BCAD BCBA BCBB BCBC BCBD BCCA BCCB BCCC BCCD BCDA BCDB BCDC BCDD
BDAA BDAB BDAC BDAD BDBA BDBB BDBC BDBD BDCA BDCB BDCC BDCD BDDA BDDB BDDC BDDD
CAAA CAAB CAAC CAAD CABA CABB CABC CABD CACA CACB CACC CACD CADA CADB CADC CADD
CBAA CBAB CBAC CBAD CBBA CBBB CBBC CBBD CBCA CBCB CBCC CBCD CBDA CBDB CBDC CBDD
CCAA CCAB CCAC CCAD CCBA CCBB CCBC CCBD CCCA CCCB CCCC CCCD CCDA CCDB CCDC CCDD
CDAA CDAB CDAC CDAD CDBA CDBB CDBC CDBD CDCA CDCB CDCC CDCD CDDA CDDB CDDC CDDD
DAAA DAAB DAAC DAAD DABA DABB DABC DABD DACA DACB DACC DACD DADA DADB DADC DADD
DBAA DBAB DBAC DBAD DBBA DBBB DBBC DBBD DBCA DBCB DBCC DBCD DBDA DBDB DBDC DBDD
DCAA DCAB DCAC DCAD DCBA DCBB DCBC DCBD DCCA DCCB DCCC DCCD DCDA DCDB DCDC DCDD
DDAA DDAB DDAC DDAD DDBA DDBB DDBC DDBD DDCA DDCB DDCC DDCD DDDA DDDB DDDC DDDD
Example 1: take the set of n=4 elements { A, B, C, D }
Select k=4 elements there are 4
4
= 256 permutations.
We allow repetition of elements, there is no repetition of the arrangement
i.e. each arrangement is unique.
5
AA AB AC AD
BA BB BC BD
CA CB CC CD
DA DB DC DD
Example 2: take the set of n=4 elements { A, B, C, D }
Select k=2 elements there are 4
2
= 16 permutations.
Take the 256 arrangements, keep only the first two elements,
remove repeated arrangements:
AAAA AAAB AAAC AAAD AABA AABB AABC AABD AACA AACB AACC AACD AADA AADB AADC AADD
ABAA ABAB ABAC ABAD ABBA ABBB ABBC ABBD ABCA ABCB ABCC ABCD ABDA ABDB ABDC ABDD
ACAA ACAB ACAC ACAD ACBA ACBB ACBC ACBD ACCA ACCB ACCC ACCD ACDA ACDB ACDC ACDD
ADAA ADAB ADAC ADAD ADBA ADBB ADBC ADBD ADCA ADCB ADCC ADCD ADDA ADDB ADDC ADDD
BAAA BAAB BAAC BAAD BABA BABB BABC BABD BACA BACB BACC BACD BADA BADB BADC BADD
BBAA BBAB BBAC BBAD BBBA BBBB BBBC BBBD BBCA BBCB BBCC BBCD BBDA BBDB BBDC BBDD
BCAA BCAB BCAC BCAD BCBA BCBB BCBC BCBD BCCA BCCB BCCC BCCD BCDA BCDB BCDC BCDD
BDAA BDAB BDAC BDAD BDBA BDBB BDBC BDBD BDCA BDCB BDCC BDCD BDDA BDDB BDDC BDDD
CAAA CAAB CAAC CAAD CABA CABB CABC CABD CACA CACB CACC CACD CADA CADB CADC CADD
CBAA CBAB CBAC CBAD CBBA CBBB CBBC CBBD CBCA CBCB CBCC CBCD CBDA CBDB CBDC CBDD
CCAA CCAB CCAC CCAD CCBA CCBB CCBC CCBD CCCA CCCB CCCC CCCD CCDA CCDB CCDC CCDD
CDAA CDAB CDAC CDAD CDBA CDBB CDBC CDBD CDCA CDCB CDCC CDCD CDDA CDDB CDDC CDDD
DAAA DAAB DAAC DAAD DABA DABB DABC DABD DACA DACB DACC DACD DADA DADB DADC DADD
DBAA DBAB DBAC DBAD DBBA DBBB DBBC DBBD DBCA DBCB DBCC DBCD DBDA DBDB DBDC DBDD
DCAA DCAB DCAC DCAD DCBA DCBB DCBC DCBD DCCA DCCB DCCC DCCD DCDA DCDB DCDC DCDD
DDAA DDAB DDAC DDAD DDBA DDBB DDBC DDBD DDCA DDCB DDCC DDCD DDDA DDDB DDDC DDDD
We allow repetition of elements,
but exclude repetitions of arrangements.
Gives:
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PERMUTATIONS: arrangements where order is counted
repetition (of elements)
is not counted
For a set of n elements there are n! permutations.
And if we select k elements
there are P(n,k) = n! / (n-k)! Permutations.
We do not allow repetition of
elements, but different ordering
of the elements is counted.
Example 1:
Take the set of n=3 elements
{ A, B, C } there are
n! = 3! = 6 permutations:
ABC BAC CAB
ACB BCA CBA
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Example 2 (more elements):
Take the set of n=4 elements
{ A, B, C, D } there are
n! = 4! = 24 permutations.
We do not allow repetition of elements, but the order of the elements is counted.
ABCD ABDC ACBD ACDB ADBC ADCB
BACD BADC BCAD BCDA BDAC BDCA
CABD CADB CBAD CBDA CDAB CDBA
DABC DACB DBAC DBCA DCAB DCBA
Explanation:
First select an element: there are 4 choices
select another element: there are 3 choices
select another element: there are 2 choices
select another element: there is 1 choice.
there are (4)(3)(2)(1) = 4! = 24 permutations
in general for n elements their are n! permutations
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Example 3 (select k elements):
Take the set of n=4 elements { A, B, C, D }
Select k=2 elements
there are
P(n,k) = n! / (n-k)!
= 4!/(4-2)!
= 24 / 2
= 12 permutations.
Explanation:
First select an element: there are 4 choices
select another element: there are 3 choices
Thats all.
there are (4)(3) = 12 permutations.
In general that is
(n)(n-1)(n-2)... k terms
= n!/(n-k)! permutations
We do not allow repetition of
elements, but the order of the
elements is counted.
ABCD ABDC ACBD ACDB ADBC ADCB
BACD BADC BCAD BCDA BDAC BDCA
CABD CADB CBAD CBDA CDAB CDBA
DABC DACB DBAC DBCA DCAB DCBA
keep only the first two elements,
remove repeated arrangements.
AB AC AD
BA BC BD
CA CB CD
DA DB DC
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Example 4 (more elements):
Take the set of n=5 elements
{ A, B, C, D, E }
There are 5! = 120 permutations.
Select k=2 elements
there are (5)(4) = 20, i.e.
P(n,k) = n! / (n-k)!
= 5!/(5-2)!
= 20 permutations.
ABCDE ABCED ABDCE ABDEC ABECD ABEDC
ACBDE ACBED ACDBE ACDEB ACEBD ACEDB
ADBCE ADBEC ADCBE ADCEB ADEBC ADECB
AEBCD AEBDC AECBD AECDB AEDBC AEDCB
BACDE BACED BADCE BADEC BAECD BAEDC
BCADE BCAED BCDAE BCDEA BCEAD BCEDA
BDACE BDAEC BDCAE BDCEA BDEAC BDECA
BEACD BEADC BECAD BECDA BEDAC BEDCA
CABDE CABED CADBE CADEB CAEBD CAEDB
CBADE CBAED CBDAE CBDEA CBEAD CBEDA
CDABE CDAEB CDBAE CDBEA CDEAB CDEBA
CEABD CEADB CEBAD CEBDA CEDAB CEDBA
DABCE DABEC DACBE DACEB DAEBC DAECB
DBACE DBAEC DBCAE DBCEA DBEAC DBECA
DCABE DCAEB DCBAE DCBEA DCEAB DCEBA
DEABC DEACB DEBAC DEBCA DECAB DECBA
EABCD EABDC EACBD EACDB EADBC EADCB
EBACD EBADC EBCAD EBCDA EBDAC EBDCA
ECABD ECADB ECBAD ECBDA ECDAB ECDBA
EDABC EDACB EDBAC EDBCA EDCAB EDCBA
AB BA CA DA EA
AC BC CB DB EB
AD BD CD DC EC
AE BE CE DE ED
We do not allow repetition of elements, but the order of the elements is counted.
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COMBINATIONS: arrangements where order is not counted
Repetition (of elements)
is not counted
For a set of n elements there is one combination.
Select k elements there are
C(n,k) = P(n,k) / k! = n! / k!(n-k)! combinations.
Example 1:
Take the set of n=4 elements { A, B, C, D }
We do not allow repetition of elements,
and the order of the elements is not
counted; so there is only one combination,
i.e.
Select k=2 elements, there are
C(n,k) = P(n,k) / k!
= n! / k!(n-k)! = 4!/2!(4-2)!
= 6 combinations.
We divide by k! because there are k!
ways we can order the combinations
but order is not counted.
ABCD ABDC ACBD ACDB ADBC ADCB
BACD BADC BCAD BCDA BDAC BDCA
CABD CADB CBAD CBDA CDAB CDBA
DABC DACB DBAC DBCA DCAB DCBA
AB BA CA DA
AC BC CB DB
AD BD CD DC
4! = 24 permutations
P(4,2) =
(4)(3) = 12
permutations
C(4,2) =
(4)(3)/2! = 6
combinations
AB
AC BC
AD BD CD
ABCD
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Example 2 (more elements):
Take the set of n=5
elements { A, B, C, D, E }
Select k=2 elements
We do not allow repetition of elements, and the order of the elements is not counted.
ABCDE ABCED ABDCE ABDEC ABECD ABEDC
ACBDE ACBED ACDBE ACDEB ACEBD ACEDB
ADBCE ADBEC ADCBE ADCEB ADEBC ADECB
AEBCD AEBDC AECBD AECDB AEDBC AEDCB
BACDE BACED BADCE BADEC BAECD BAEDC
BCADE BCAED BCDAE BCDEA BCEAD BCEDA
BDACE BDAEC BDCAE BDCEA BDEAC BDECA
BEACD BEADC BECAD BECDA BEDAC BEDCA
CABDE CABED CADBE CADEB CAEBD CAEDB
CBADE CBAED CBDAE CBDEA CBEAD CBEDA
CDABE CDAEB CDBAE CDBEA CDEAB CDEBA
CEABD CEADB CEBAD CEBDA CEDAB CEDBA
DABCE DABEC DACBE DACEB DAEBC DAECB
DBACE DBAEC DBCAE DBCEA DBEAC DBECA
DCABE DCAEB DCBAE DCBEA DCEAB DCEBA
DEABC DEACB DEBAC DEBCA DECAB DECBA
EABCD EABDC EACBD EACDB EADBC EADCB
EBACD EBADC EBCAD EBCDA EBDAC EBDCA
ECABD ECADB ECBAD ECBDA ECDAB ECDBA
EDABC EDACB EDBAC EDBCA EDCAB EDCBA
5! = 120 permutations
P(5,4) = (5)(4) = 20 permutations
C(5,2) = n! / k!(n-k)! = 5!/2!(5-2)!
= 120/12 = 10 combinations
AB
AC BC
AD BD CD
AE BE CE DE
AB BA CA DA EA
AC BC CB DB EB
AD BD CD DC EC
AE BE CE DE ED
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The Binomial Coefficient
The number of combinations C(n,k) where
order is not counted and repetition (of elements) is not counted
is called the Binomial Coefficient.
See http://en.wikipedia.org/wiki/Binomial_coefficient
Sometimes this is written as which reads n select k.
It is sometimes more convenient to evaluate as a ratio of k terms:
e.g.
13
k terms
Some properties:
And remember n! = n(n-1)(n-2)(n-3)...(1) for n>0
and 0! = 1.
The Binomial Coefficient is an important tool in probability.
In the following pages we develop probability and use the
binomial coefficient to form distributions of probabilities.
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A throw of a die
Let set S = {1, 2, 3, 4, 5, 6} and P(S) = {, , , , , }
Let event A = {4}, i.e. the outcome 4, and so the probability P(A) = .
Probability (set theory)
In set theory we can define a set S of all possible outcomes of a
random process, and assign to the outcomes a set of probabilities P.
Example:
the throw of a die
15
Now consider throwing two dice
What is the probability of two 4s?
Solution:
there is one such outcome in 36
and so the probability is 1/36.
The set of all possible outcomes is:
{11,12,13,14,15,16,21,22,23,24,25,26,31,32,33,34,35,36,
41,42,43,44,45,46,51,52,53,54,55,56,61,62,63,64,65,66}
i.e. 6
2
= 36 permutations (order is counted).
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Now consider throwing three dice
The set of all possible
outcomes is:
There are
6
3
= 216 permutations
(order is counted).
Now what is the probability
of obtaining exactly two 4s?
Solution:
there are 15 such
outcomes out of 216, so
the probability
P(k=2) = 15/216.
Note that: P(k=0) = 125/216, P(k=1) = 75/216, P(k=2) = 15/216, P(k=3) = 1/216
{111 112 113 114,115,116,
121,122,123,124,125,126,
131,132,133,134,135,136,
141,142,143,144,145,146,
151,152,153,154,155,156,
161,162,163,164,165,166,
211,212,213,214,215,216,
221,222,223,224,225,226,
231,232,233,234,235,236,
241,242,243,244,245,246,
251,252,253,254,255,256,
261,262,263,264,265,266,
311,312,313,314,315,316,
321,322,323,324,325,326,
331,332,333,334,335,336,
341,342,343,344,345,346,
351,352,353,354,355,356,
361,362,363,364,365,366,
411,412,413,414,415,416,
421,422,423,424,425,426,
431,432,433,434,435,436,
441,442,443,444,445,446,
451,452,453,454,455,456,
461,462,463,464,465,466,
511,512,513,514,515,516,
521,522,523,524,525,526,
531,532,533,534,535,536,
541,542,543,544,545,546,
551,552,553,554,555,556,
561,562,563,564,565,566,
611,612,613,614,615,616,
621,622,623,624,625,626,
631,632,633,634,635,636,
641,642,643,644,645,646,
651,652,653,654,655,656,
661,662,663,664,665,666}
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Probability (experiment)
If a random process is repeated n times (i.e. there are n trials) and event A
occurs n(A) times then the probability of event A is defined as a relative
frequency below:
number of occurrences of event A
number of trials
A basic property
of probability is:
n(A)=0 n(A)=n
no outcomes all outcomes
are event A are event A
P(A) approaches the true probability
as n approaches infinity.
Example experiment where a die is thrown n
times (n trials) and event A = {4}.
n n(A) P(A) = n(A)/n
1 1 1.0
10 2 0.2
1000 161 0.161
10
9
166,676,643
0.166676643
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//
// Computer simulation of the statistics of throwing a die.
//
#include <iostream>
#include <cstdlib>
int main() {
const int n = 1000000000; // Number of trials
int m = 0; // Number of "4"s
for (int i=0; i<n; i++) { // Perform n trials
int a = rand() % 6 + 1; // Outcomes 1, 2, 3, 4, 5 and 6.
if (a==4) m++; // Count the number of "4"s.
}
std::cout << n << " " << m << " " << double(m)/n << std::endl;
}
Output:
1000000000 166667244 0.166667244 P(4) = 1/ 5.99998 (12.1 seconds)
Of course we cannot throw a die 10
9
times;
the experiment is a computer simulation:
19
//
// Computer simulation of the statistics of throwing three die.
//
#include <iostream>
#include <cstdlib>
int main() {
const int n = 1000000000; // Number of trials
int k[4] = {0}; // Number of "4"s 0,1,2 or 3
for (int i=0; i<n; i++) { // Perform n trials
int m=0;
for (int j=0; j<3; j++) { // Loop over the three dice
int a = rand() % 6 + 1; // Outcomes 1, 2, 3, 4, 5 and 6.
if (a==4) m++; // Count the number of "4"s.
}
k[m]++;
}
for (int i=0; i<4; i++)
std::cout << "k=" << i << " P(k)="
<< double(k[i])/n << std::endl;
}
Output:
k=0 P(k)=0.578697
k=1 P(k)=0.347231
k=2 P(k)=0.069445
k=3 P(k)=0.004627
(37.7 seconds)
The program is rewritten here to find the probability of outcomes
when three dice are thrown:
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Distributions of Outcomes (three dice)
Lets look again at the outcomes of the experiment
We can seen that the probability of k outcomes is distributed between 0 and n.
The total probability is 0.578697+0.347231+0.069445+0.004627 = 1;
that is all outcomes have been considered.
Four pages back we listed all possible permutations and found the probability
of obtaining exactly two 4s is 15/216 = 0.069444 which is what we see above.
But how can we calculate such probabilities without forming and counting huge
lists of outcomes, or performing experiments?
The solution lies with the theory of Bernoulli Trials and the Binomial Coefficient ...
k=0 P(k) = 0.578697
k=1 P(k) = 0.347231
k=2 P(k) = 0.069445
k=3 P(k) = 0.004627
Sum = 1.000000
0 1 2 3
P(k)
k
0.6
0.4
0.2
0.0
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Bernoulli Trials
A Bernoulli trial has only two possible outcomes,
for example outcome A and outcome B (which is not A).
The probability of outcome A ocurring k-times in n trials can be
calculated as follows:
One possible outcome is: A
1
.A
2
.A
3
....A
k
. B
1
.B
2
.B
3
....B
n-k
k terms n-k terms
The probability of this outcome is
P(A
1
A
2
A
3
.. ..A
k
B
1
B
2
B
3
.. ..B
n-k
)
= P(A
1
)P(A
2
)P(A
3
)...P(A
k
) . P(B
1
)P(B
2
)P(B
3
)....P(B
n-k
)
= P(A)
k
. (1-P(A))
n-k
assuming P(A
i
) are all equal.
=
k
(1- )
n-k
where P(A) = and P(B) = 1-
There are a number of ways we can obtain k outcomes ....
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We have one possible outcome: A
1
.A
2
.A
3
....A
k
. B
1
.B
2
.B
3
....B
n-k
The number of ways we can obtain k outcomes can be considered by counting
the combinations where we do not allow repetition of elements, and the order
of the elements is not counted.
This is n,k combinations and is described by the Binomial Coefficient:
For example:
for (n=3,k=2) = 3!/2!(1!) = 3 : A
1
A
2
B
1
, A
1
B
1
A
2
, B
1
A
1
A
2

And for :
A
1
A
2
B
1
B
2
B
3
, B
1
A
1
A
2
B
2
B
3
, B
1
B
2
A
1
A
2
B
3
, B
1
B
2
B
3
A
1
A
2
, A
1
B
1
A
2
B
2
B
3
,
B
1
A
1
B
2
A
2
B
3
, B
1
B
2
A
1
B
3
A
2
, A
1
B
1
B
2
A
2
B
3
, B
1
A
1
B
2
B
3
A
2
, A
1
B
1
B
2
B
3
A
2

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k terms
The Binomial pmf
Combining Bernoulli trials and the Binomial coefficient we get:
This discrete distribution (a function of k) is the Binomial probability mass
function. It describes the distribution of probabilities of k out of n outcomes
given that the probability of an outcome is .
For example throw of three dice, the probability of obtaining exactly two 4s:
This is the value we calculated earlier by forming and counting the list of all
outcomes, and by experiments.
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Experiment
A die is thrown 5 times and the number, k, of outcomes 4 is recorded.
This is repeated n = 100,000,000 times to obtain the probability of k-outcomes.
k n(k) n(k) / n Binomial
0 40,188,405 0.401884 0.401878
1 40,191,089 0.401910 0.401878
2 16,075,721 0.160757 0.160751
3 3,210,682 0.032107 0.032150
4 321,285 0.003213 0.003215
5 12,818 0.000128 0.000129
total 100,000,000 1.000000 1.000000
0 1 2 3 4 5
k
0.4
0.3
0.2
0.1
0.0
= 1/6
We can see that experiment and theory are in good agreement,
i.e. the Binomial p.m.f gives the distribution of k out of n outcomes.
http://www1.gantep.edu.tr/~andrew/eee283/src/cpp/bernoulli_dice.cpp
http://www1.gantep.edu.tr/~andrew/eee283/src/cpp/binomial_pmf.cpp
25
Note that the mean number of outcomes of these distributions is
mean = n, also variance
2
= n (1-) (o =\
2
), skewness = (1-2)/o
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Example
A department purchases a box of 16 switches.
If there is a 5% chance of each switch being defective,
what is the probability that there are less than three
defective switches in the box?
Solution:
We should use the Binomial pmf with n=16 and = 0.05 and we want P(k<3).
Remember that the Binomial pmf provides a distribution of probabilities,
so P(k<3) = P(k=0) + P(k=1) + P(k=2)
= 1 (0.05)
0
(0.95)
16
+ 16 (0.05)
1
(0.95)
15
+ 16(15)/2 (0.05)
2
(0.95)
14
= 0.957
there is 95.7% chance of less than three defective switches.
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The Poisson pmf
A large number of rare random processes (large n, small )
We often experience random events that are the result of a large number of
processes each with a small probability of an outcome.
For example:
- The number of radioactive decays per minute
(very large number of nuclei, very low prob. of a nuclei decaying).
- The number of web hits per second
(very large number of web users, low prob. of visiting the website).
- The number of phone calls to a help line per hour.
(very large number of phone users, low prob. of each phoning).
In such case, calculating the Binomial pmf is numerically difficult;
however, it can be approximated by the Poisson pmf:
Where is the mean
number of outcomes.
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Derivation of the Poisson pmf from the Binomial pmf
In the Binomial pmf set n large, and small k << n
Binomial
k terms
Poisson pmf
Binomial pmf
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For convenience the Poisson pmf is often used in place of the binomial pmf.
But remember it is an approximation (though sometimes a good one).
Consider the example of throwing 5 dice.
What is the probability of obtaining two 4s?
We should use the Binomial pmf with n=5 and k=2 and = 1/6,
Now lets try the Poisson approximation with = n = 5/6:
This Poisson approximation has an error of about -6%.
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Properties (the Binomial pmf properties with the limit 0, and =n)
mean = variance
2
= (o =\
2
= \ ) skewness = 1/o
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Example
100 million people access a web site (at a random time) once a year.
What is the probability of the web site receiving more than 3 hits in a one-second period?
Solution:
We have n = 10
8
, and = 1 / (365 24 3600) = 3.171 10
-8
per second.
We can use the Poisson pmf with = n = 3.171
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We want P(k > 3)
= 1 P(k s 3)
= 1 [ P(k=0) + P(k=1) + P(k=2) + P(k=3) ]
= 1 [(3.171
0
/ 0!
+ 3.171
1
/ 1!
+ 3.171
2
/ 2!
+ 3.171
3
/ 3!) e
-3.171
]
= 1 [0.608981] = 0. 39102 ~ 39%
0 1 2 3 4 5 6 7 8 . . . .
0.20
0.15
0.10
0.05
0.00
k
The sum of the terms in this infinite distribution rapidly
converges to 1 (the sum of the first 8 terms is 0.994) .