Poisson distributions
Storyboard
In the case where the probability is very small, the binomial distribution is reduced to a Poisson distribution.
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Distribución binomial
Equation
Con la probabilidad de que se de un numero definido de pasos a la derecha e izquierda esta dada por
$W_N(n_1,n_2)=\displaystyle\frac{N!}{n_1!n_2!}p^{n_1}q^{n_2}$ |
con el número total de pasos es
$N=n_1+n_2$ |
y solo existe la probabilidad de ir a la derecha o a la izquierda, con se tiene para las probabilidades que
$p+q=1$ |
por lo que con se tiene la distribución binomial
$ W_N(n) =\displaystyle\frac{ N !}{ n !( N - n )!} p ^ n (1- p )^{ N - n }$ |
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Application of the Sterling Approach
Equation
Therefore expressions such as
$u!\sim\sqrt{2\pi u}\left(\displaystyle\frac{u}{e}\right)^u$ |
with what you get with
that is
$N^n\sim\displaystyle\frac{N!}{(N-n)!}$ |
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Estimate $N! p^n/(N-n)!$ if $p\sim 0$ and $N\gg n$
Equation
With the approximation
$N^n\sim\displaystyle\frac{N!}{(N-n)!}$ |
and employing
$\lambda=Np$ |
it can be shown that
$\displaystyle\frac{N!}{(N-n)!}p^n\sim \lambda^n$ |
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Estimate of $(1-p)^{N-n}$ if $p\sim 0$ and $N\gg n$
Equation
How the exponential is defined as
$e^z\sim\left(1+\displaystyle\frac{z}{u}\right)^u$ |
and by entering
$\lambda=Np$ |
you can replace
$e^{-\lambda}\sim (1-p)^{N-n}$ |
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Probability for large $N$ and small $p$
Equation
Since the probability of taking
$ W_N(n) =\displaystyle\frac{ N !}{ n !( N - n )!} p ^ n (1- p )^{ N - n }$ |
for a large number
$\displaystyle\frac{N!}{(N-n)!}p^n\sim \lambda^n$ |
and
$e^{-\lambda}\sim (1-p)^{N-n}$ |
the binomial distribution is reduced to a Poisson distribution:
$ P_{\lambda}(n) =\displaystyle\frac{ \lambda ^ n }{ n! }e^{- \lambda }$ |
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Example comparison with Poisson distribution
Image
If we study the binomial distribution for large numbers
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Video
Video: Poisson distributions