Poisson distributions

Storyboard

In the case where the probability is very small, the binomial distribution is reduced to a Poisson distribution.

>Model

ID:(1555, 0)



Example comparison with Poisson distribution

Definition

If we study the binomial distribution for large numbers N and very small probability p \ ll 1 it can be approximated using a Poisson distribution. The comparison can be done with the following simulator:

ID:(7794, 0)



Poisson distributions

Storyboard

In the case where the probability is very small, the binomial distribution is reduced to a Poisson distribution.

Variables

Symbol
Text
Variable
Value
Units
Calculate
MKS Value
MKS Units
$e^{-\lambda}$
elam
Exponential $e^{-\lambda}$
-
$N^n$
N^n
Exponential $N^n$
-
$n!$
n!
Factorial $n!$
-
$n$
n
Number
-
$N$
N
Número total de pasos
-
$n$
n
Número totales de pasos a la izquierda
-
$\lambda^n$
lambda_n
Power of lambda $\lambda^n$
-
$P_N(m)$
P_Nm
Probabilidad de $n_1$ de $N$ pasos hacia la izquierda
-
$p$
p
Probabilidad de pasos hacia la izquierda
-
$\lambda$
lam
Standard Deviation Poisson
-

Calculations


First, select the equation:   to ,  then, select the variable:   to 

Symbol
Equation
Solved
Translated

Calculations

Symbol
Equation
Solved
Translated

 Variable   Given   Calculate   Target :   Equation   To be used



Equations


Examples

Con list=8970 la probabilidad de que se de un numero definido de pasos a la derecha e izquierda esta dada por

equation=8970



con list=3358 el n mero total de pasos es

equation=3358



y solo existe la probabilidad de ir a la derecha o a la izquierda, con list=8965 se tiene para las probabilidades que

equation=8965



por lo que con list se tiene la distribuci n binomial

equation

Therefore expressions such as N!/(Nn)! for N large (N\gg 1) and n small (N\gg n) can be approximated with

equation=8966

with what you get with N\gg n

\displaystyle\frac{N!}{(N-n)!}\sim\displaystyle\frac{\sqrt{2\pi N}}{\sqrt{2\pi (N-n)}}\displaystyle\frac{N^N}{(N-n)^{N-n}}\displaystyle\frac{e^{N-n}}{e^N}\sim N^n

that is

equation

With the approximation

equation=4738

and employing

equation=8964

it can be shown that

equation

How the exponential is defined as

equation=8967

and by entering

equation=8964

you can replace z=-\lambda=-Np and u=N-n with N\gg n what results

equation

Since the probability of taking n steps in one direction is

equation=8961

for a large number N and the probability is very small p \ll 1 can be approximated

equation=8969

and

equation=8968

the binomial distribution is reduced to a Poisson distribution:

equation

If we study the binomial distribution for large numbers N and very small probability p \ ll 1 it can be approximated using a Poisson distribution. The comparison can be done with the following simulator:

image


>Model

ID:(1555, 0)