Lect 7 Poisson

Lecture 7
7
AAOC C111: PROBABILITY &
STATISTICS
BITS-PILANI HYDERABAD CAMPUS
Presented by
Dr. M.S. Radhakrishnan
Email: msr@bits-hyderabad.ac.in
Lecture 7
Poisson Distribution
Article 3.8
Text Book: J. SUSAN MILTON and
JESSE C. ARNOLD, Introduction to
Probability and Statistics, Tata McGraw-
Hill Edition, Fourth Reprint 2008.
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 2
In this lecture we look at
• Poisson distribution
• Poisson approximation to Binomial
distribution
• Poisson Process

The Poisson Distribution
A discrete random variable X is said to have
a Poisson distribution if its density is
  x
f ( x;  )  P( X  x)  e
x!
x = 0, 1, 2, …
Here  > 0 .
Thus the Poisson distribution has one
parameter  > 0.
It is clear that all these probabilities are > 0.
Sum of all these probabilities equals

 x 
 x
e
x0

x!
e 
 x!
x 0
 
 e e  1.
Hence the above is a valid density.

Mean of a Poisson Distribution

 = E[X]   x  P[ X  x]
x 0

 x
 xe 
x1 x!

 x 1
 e 
 ( x 1)!
x 1
 
 e e

Variance of a Poisson Distribution
E[X2] = E[X(X-1)] + E[X]


E[X(X-1)]   x( x  1)  P[ X  x]
x 0

 x
  x( x  1)  e 
x 2 x!

 x 2
2  
 ( x  2)!   e e 
2  2
 e
x 2
Hence Variance of X
= E[X2] – {E[X]}2
   2 2


MGF of the Poisson Distribution
mgf of X = MX(t) = E[etX]
 
 x
  e P( X  x) tx
 e e tx  
x 0 x 0 x!
 e 
x
 t
  et
e 
 e e
x 0 x!
 ( et 1)
e (valid for all t)
Let X be a r.v. having Poisson
distribution with parameter  > 0.
Thus
  x
f ( x;  )  P( X  x)  e
x!
x = 0, 1, 2, …
 x
Now  0 as x  .
x!

Hence P[ X = x] becomes smaller and smaller
as x becomes larger and larger.
In other words, P[ X = x] is small when x

is large.
Hence Poisson model is fitted to those
events where Probability of large number of
occurrences is small.

For example, the number of deaths due to
horse kick in a cavalry on any one day,
the number of accidents at a busy road
junction in a big city during a chosen
hour etc. are all random variables that can
assumed to follow the Poisson Law.
The parameter  can be approximated

by the average number of deaths, or the
average number of accidents etc.
Mode of a Poisson Distribution
P[ X  x  1] 
 >=< 1
P[ X  x] x 1
if  >=< x + 1; i.e. if x <=>  - 1

Thus the Poisson probabilities P[X = x]
increase so long as x <  - 1 and decrease if

x >  - 1.
We consider two cases:  is an integer and
 is not an integer.
Case (i)  is an integer
In this case, we have
P(X =0) < P(X = 1) < P(X = 2) < ….
< P(X =  -2) < P(X =  -1)
=P(X = ) > P(X =  +1) > P(X =  +2) > …
Hence in this case, P(X=x) is greatest when
x =  - 1 or x = .
Case (ii)  is an not an integer
Let m = [ ] , the largest integer < 
Hence  - 1 < m < 
In this case, we have
P(X =0) < P(X = 1) < P(X = 2) < ….
< P(X = m -1) < P(X = m)
> P(X = m + 1) > P(X = m +2) > …
Hence in this case, P(X=x) is greatest when
x = m, the largest integer < 
=3
0.224
0.168
0.15 0.100
0.05
0.05 0.02 0.008
0 1 2 3 4 5 6 7 8
P[X = x] is largest when x = 2 or x = 3

 = 2.5
0.256 0.213
0.205
0.133
0.082 0.066
0.0270.01
0.003
0 1 2 3 4 5 6 7 8
P[X = x] is largest when x = [2.5] = 2

The Poisson Approximation to
the Binomial Distribution
Let X be a r.v. having Binomial Distribution
with parameters n and p.
Suppose n  , p  0 in such a way that
n p always remains a constant . Then it
can be shown that
 n  x n x  x
b( x; n, p)    p q  f ( x;  )  e  
 x x!
In other words, when n is “large” and “p” is
small, then the binomial probability b(x; n, p)
can be approximated by the Poisson
probability f (x; ), where  = n p.
For example,
3
3 3
b(3;100,0.03)  f (3;3)  e
3!
 0.2204
Proof that
 n  x n x  
x
b( x; n, p)    p q  f ( x;  )  e (as n  )
 x x!
 n  x n x
b( x; n, p)    p q
 x
n(n  1)(n  2)...(n  x  1) x
 p (1  p) n x
x!
1 2 x 1
n (1  )(1  )...(1 
x
)
n n n  n x
 p (1  )
x
x! n
1 2 x 1
(1  )(1  )...(1  )
 n  x
 n n n    (1  )  (1  )
x
x! n n

We know lim(1  ) n  e  
n n
Hence for any fixed x,

  x
b( x; n, p)  e as n  .
x!

The cumulative distribution
function (cdf) of the Poisson
Distribution
Let X be a r.v. having Poisson distribution
with parameter . The cdf of X is given by
x x
 k
F ( x;  )  P( X  x)   f (k ; )   e 
k 0 k 0 k!
x  0,1, 2,...

The cdf F(x; ) has been tabulated in
Appendix A, Table II on page 692 for various
values of  and various values of x.
Note that
(a) f (0;  )  F (0;  )
(b) f ( x;  )  F ( x;  )  F ( x  1;  ),
x0

Example
If 1.5% of the fuses delivered to an arsenal
are defective, find the probability that 4 fuses
will be defective in a random sample of 400,
using Poisson approximation to the Binomial.
Answer: b(4;400,0.015)
 f (4;6)  F (4;6)  F (3;6)
 0.285  0.151  0.134
Poisson process
We consider a radioactive source that emits
-particles. We can count the number of
particles emitted by a device called “Geigy
counter.” Let Xt be the number of -
particles emitted during the time inteval
[0, t]. Obviously Xt is a discrete r.v. that can
take values 0, 1, 2, …. We want to find the
probability distribution of the r.v. Xt. For this
we make certain (reasonable) assumptions.
Assumptions
(1) The number of particles emitted in non-
overlapping time intervals are
independent random variables.
(2) If Xt is the number of particles emitted
in time interval [0, t] and Yt the
number of particles emitted in time
interval [a, a+t], then Xt and Yt have
the same probability distribution.
Assumptions (Continued)
(3) The probability of one emission in a
small time interval [0, t] is
approximately proportional to t; say
is,  t.
(4) The probability of more than one
emission in a small time interval [0, t]
is approximately 0.
(5) The probability of 0 emission in zero
time interval is 1.
Under these assumptions we shall find the
probability distribution of the random
variable Xt.
We divide the time interval [0, t] into n

equal small subintervals, each of length t.
0  t
t

In any one subinterval, either one particle
will be emitted (=Success) with a probability
p =  t or no particle will be emitted
(=Failure) with a probability q = 1- t.
Thus Xt, the number of particles emitted in
the time interval [0, t] will be a random
variable having approximately
a Binomial Distribution with parameters
n (= number of subintervals) and p (=  t )
(as the emission of paricles in non-
overlapping intervals are independent).
Thus P( X t  x)  b( x; n,  t )
Now let n  , t  0. We note that
n p = n   t =  t (as n  t = t) always.
Hence P( X t  x)  b( x; n,  t )
 t ( t ) x
 f ( x;  t )  e
x!

Thus the r.v. Xt has a Poisson Distribution
with parameter  t.
One can easily see that similarly the
number of faults, Xt, in t meters of cloth is
a r.v. having Poisson distribution with
parameter  t.
Similarly the number of errors, Xt, in t
pages of a printed book is a r.v. having
Poisson distribution with parameter  t.
Meaning of the parameter 
The mean of the r.v. Xt is  t. Hence 

represents the mean of X1; i.e.  is the mean
number of emissions per unit time.
In the second example,  is the mean
number of faults in one meter of cloth.
And in the third example,  is the mean
number of errors per page.
Example
Given that the switchboard of a consultant’s

office receives on the average 0.6 calls per
minute, find the probabilities that
(a) In a given minute there will be at least one
call;
(b) in a 4-minute interval there will be at least
3 calls.

Solution
The number of calls, Xt, received in t
minutes is a r.v. having Poisson distribution
with parameter  t, where  = mean number
of calls received per minute = 0.6.
(a) Desired P(X1 > 0) = 1 – P(X1 = 0)
0.6
 1  e  1  0.5488  0.4512
(b) Desired P(X4 > 2) = 1 – P(X4 = 0) –
P(X4 = 1) – P(X4 = 2) = 1 – F(2;2.4)
= 1 – 0.570 = 0.330
Exercise 62 Section 3.8 Page 93
A particular nuclear plant releases a
detectable amount of radioactive gases
twice a month on the average. Find the
probability that there will be at most four
such emissions during a month. What is the
expected number of emissions during a 3-
month period? If, in fact, 12 or more
emissions are detected during a a 3-month
period, do you there is reason to suspect
the reported average figure of twice a
month? Explain, on the basis of the
probability involved.
Solution
Basic unit of measurement involved is: month
Average number of emissions per basic unit
of measurement (= month) is  = 2.
Let Xt be the number of emissions during a
t-month period.
Hence Xt is a random variable having a
Poisson distribution with parameter t.
(a) P(at most four emissions during a month)

= P (X1  4) = F (4; 2)= 0.947
(b) Expected number of emissions during a
3-month period)
= E[ X3 ] = 3  = 6.

(c) P( 12 or more emissions during a 3-
month period)
= P(X3  12) = 1 - P(X3  11)
= 1 – 0.980 = 0.020
Since only in about 2% of the cases, we can
have 12 or more emissions during a 3-month
period, we have a strong reason to suspect
the reported average of 2 emissions per
month.
Exercise 64 Section 3.8 Page 93
California is hit by approximately 500
earthquakes that are large enough to be felt
every year. However, those of destructive
magnitude occur on the average once every
year. Find the probability that California
will experience at least one earthquake of
this magnitude during a 6-month period.
Would it be unusual to have 3 or more
earthquakes of destructive magnitude in a
6-month period? Explain, based on the
probability of this occurring.
Solution
Basic unit of measurement involved is: year
Average number of occurrences of
earthquakes of destructive magnitude per
basic unit of measurement (= year) is  = 1.
Let Xt be the number of emissions during a
t-year period.
Hence Xt is a random variable having a
Poisson distribution with parameter t.
(a) P(at least one earthquake of destructive
magnitude during a 6-month period)
= P (X½  1) = 1 – P(X½ = 0)
= 1 – e- 0.5 = 1 – 0.607 = 0.393
(b) P( 3 or more earthquakes of destructive

magnitude in a 6-month period)
= P(X½  3) = 1 - P(X½  2)
= 1 – 0.986 = 0.014
Since only in about 1.4% of the cases, we

can have 3 or more earthquakes of
destructive magnitude in a 6-month period,
we feel it is unusual to have this occurring.

Example
At a checkout counter customers arrive at an
average of 1.5 per minute. Find the
probabilities that
(a) at most 4 will arrive in any given minute;
(b) at least 3 will arrive during an interval of
2 minutes;
(c) at most 15 will arrive during an interval of
6 minutes.
Solution
The number of customers, Xt, arriving in t
minutes is a r.v. having Poisson distribution
with parameter  t, where  = mean number
of customers arriving per minute = 1.5.
(a) Desired P(X1  4) = F(4; 1.5) = 0.981
(b) Desired P(X2 > 2) = 1 – P(X2  2)
= 1 – F(2;3.0) = 1 – 0.423 = 0.577
(c) Desired P(X6  15) = F(15; 9.0) = 0.978
Example
The number of flaws in a fiber optic cable
follows a Poisson process with an average of
0.6 per 100 feet.
(a) Find the probability of exactly 2 flaws in
a 200-feet cable.
(b) Find the probability of exactly 1 flaw in
the first 100 feet and exactly 1 flaw in the
second 100 feet.
Solution
Let Xt be the number of flaws in a 100t
feet cable. It is given that Xt is a r.v.
having Poisson Distribution with
parameter  t = 0.6 t.
(a) P(Exactly 2 flaws in a 200-feet cable)
2
1.2 (1.2)
= P( X2 = 2)  e = 0.2169
2!
(b) Answer: P( X1 = 1)  P( X1 = 1)
 
2
0.6
 e  0.6 = 0.1084
Example
Suppose that a book of 585 pages contains

43 typographical errors. If these errors are
randomly distributed throughout the book,
what is the probability that 10 pages,
selected at random, will be free of errors?

Solution
Let Xt be the number of errors in t pages of
the book. We can assume that Xt is a r.v.
having Poisson Distribution with parameter
 t = (43/585) t.
Required Probability that 10 pages selected
at random are free from errors
430

= P(X10 = 0) e 585 = 0.4795

Example
A company rents time on a computer for
periods of t hours, for which it receives $600
an hour. The number of times the computer
breaks down during t hours is a r.v. having
the Poisson distribution with parameter
(0.8)t, and if the computer breaks down x
times during t hours, it costs 50 x2 dollars to
fix it. How should the company select t in
order to maximize its expected profit?
Solution
Assume that the company rents t hours of
the computer time. Then the profit is
600t – 50 x2 with a probability f (x; 0.8 t).
Hence the expected profit = 600t – 50 E(X2)

where X is the r.v., namely, the number of
breakdowns in t hours.
Now the mean of X =  = 0.8 t.
And the variance of X is
2 = 0.8 t = E(X2) - 2 = E(X2) – 0.64 t2.
Hence E(X2) = 0.8 t + 0.64 t2

Thus the expected profit
= g(t) = 600t – 50(0.8 t + 0.64 t2)
= 560t – 32 t2
which is maximum when
g (t) = 0 and g  (t) < 0.
g (t )  560  64t  0 gives t  8.75
g (t )  64  0
Hence g (t) is a maximum when t = 8.75.
Thus to maximize the expected profit, the

company should rent the computer for 8.75
hours.

Example
The number of Gamma rays emitted per
second by a certain radioactive substance is a
r.v. having the Poisson Distribution with
 = 5.8. If a recording instrument becomes
inoperative when more than 12 rays are
emitted per second, what is the probability
that this instrument becomes inoperative
during any given second?
Answer: 1  F (12;5.8)  1  0.993  0.007
Example
Customers arrive at a cafeteria in a Poisson
fashion at an average rate of 0.3 per minute.
(a) Find the probability that exactly 2
customers arrive in a 10-minute span.
(b) Find the probability that 2 or more
customers arrive in a 10-minute span.
(c) Find the probability that exactly one
customer arrives in a 5-minute span and one
customer arrives in the next 5-minute span.
Solution
Let Xt be the number of customers arriving in
a t-minute span. By the data of the problem,
Xt is a r.v. having Poisson distribution with
parameter (0.3) t.
(a) Required P(X10 = 2) = f (2; 3)
= F(2; 3) – F(1; 3) = 0.423 - 0.199 = 0.224
(b) Required P(X10  2) = 1- F (1; 3)
= 1 – 0.199 = 0.801
(c) Required P(X5 = 1)  P(X5 = 1)
= f (1; 1.5)  f (1; 1.5)
= [F(1;1.5) - F(0;1.5)]2
= (0.558 - 0.223)2
= (0.335)2 = 0.112

Example
The arrival of trucks at a receiving dock is a
Poisson process with a mean arrival rate of 2
per hour.
(a) Find the probability that exactly 5 trucks
arrive in a two-hour period.
(b) Find the probability that 8 or more
customers arrive in a two-hour period.
(c) Find the probability that exactly two trucks
arrive in a one-hour period and exactly 3
trucks arrive in the next one-hour period .
Solution
Let Xt be the number of trucks arriving in a t-
hour period. By the data of the problem, Xt
is a r.v. having Poisson distribution with
parameter 2 t.
(a) Required P(X2 = 5) = f (5; 2)
= F(5; 2) – F(4; 2) = 0.983 - 0.947 = 0.036
(b) Required P(X2  8) = 1- F (7; 2)
= 1 – 0.999 = 0.001
(c) Required P(X1 = 2)  P(X1 = 3)
= f (2; 2)  f (3; 2)
= [F(2;2) - F(1;2)]  [F(3;2) - F(2;2)]

= (0.667 - 0.406)  (0.857 - 0.667)
= 0.261  0.190 = 0.050
End of Lecture 7

Lect 7 Poisson

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5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 4

Hence the above is a valid density.

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 6

E[X2] = E[X(X-1)] + E[X]

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 9

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 11

In other words, P[ X = x] is small when x

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 12

The parameter  can be approximated

if  >=< x + 1; i.e. if x <=>  - 1

increase so long as x <  - 1 and decrease if

P[X = x] is largest when x = 2 or x = 3

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 17

P[X = x] is largest when x = [2.5] = 2

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 18

Hence for any fixed x,

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5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 23

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 24

We divide the time interval [0, t] into n

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 29

Now let n  , t  0. We note that

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 31

The mean of the r.v. Xt is  t. Hence 

Given that the switchboard of a consultant’s

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 34

(a) P(at most four emissions during a month)

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 38

= 1 – e- 0.5 = 1 – 0.607 = 0.393

(b) P( 3 or more earthquakes of destructive

Since only in about 1.4% of the cases, we

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 43

Suppose that a book of 585 pages contains

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 48

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 49

Hence the expected profit = 600t – 50 E(X2)

Hence E(X2) = 0.8 t + 0.64 t2

Hence g (t) is a maximum when t = 8.75.

Thus to maximize the expected profit, the

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 53

= f (1; 1.5)  f (1; 1.5)

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 57

= [F(2;2) - F(1;2)]  [F(3;2) - F(2;2)]

5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 60

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