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    Ma THS4

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    This document discusses properties of the Poisson distribution including: - It can be obtained as a limiting case of the binomial distribution when the number of trials increases indefinitely and the probability of success decreases while the expected value remains constant. - The probability mass function is e−λλx/x!, where λ is the expected value. - The mean and variance of a Poisson distribution are both equal to λ. - Examples are provided to calculate probabilities like the chance of no demands or demands exceeding capacity given the Poisson distribution of demands with a known mean.

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    Ma THS4

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    90 views3 pages
    This document discusses properties of the Poisson distribution including: - It can be obtained as a limiting case of the binomial distribution when the number of trials increases indefinitely and the probability of success decreases while the expected value remains constant. - The probability mass function is e−λλx/x!, where λ is the expected value. - The mean and variance of a Poisson distribution are both equal to λ. - Examples are provided to calculate probabilities like the chance of no demands or demands exceeding capacity given the Poisson distribution of demands with a known mean.

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    MaTHS4

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    This document discusses properties of the Poisson distribution including: - It can be obtained as a limiting case of the binomial distribution when the number of trials increases indefinitely and the probability of success decreases while the expected value remains constant. - The probability mass function is e−λλx/x!, where λ is the expected value. - The mean and variance of a Poisson distribution are both equal to λ. - Examples are provided to calculate probabilities like the chance of no demands or demands exceeding capacity given the Poisson distribution of demands with a known mean.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    90 views3 pages

    Ma THS4

    Uploaded by

    anon_664155844
    This document discusses properties of the Poisson distribution including: - It can be obtained as a limiting case of the binomial distribution when the number of trials increases indefinitely and the probability of success decreases while the expected value remains constant. - The probability mass function is e−λλx/x!, where λ is the expected value. - The mean and variance of a Poisson distribution are both equal to λ. - Examples are provided to calculate probabilities like the chance of no demands or demands exceeding capacity given the Poisson distribution of demands with a known mean.

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    of 3

    Skewness and Kurtosis in Binomial Distribution

    Poisson Distribution(P.D.)
    The Poisson distribution can be obtained as a limiting case of binomial distribution under the following
    conditions:

    • n, the number of trails is very large i.e., when 𝑛 → ∞ .

    • p, the probability of success for each trail is very small i.e. 𝑝 → 0,

    • 𝑛𝑝 = 𝜆 (say) is finite.

    The Probability distribution function is

    𝒆−𝝀 𝝀𝒙
    𝑷(𝑿 = 𝒙) =
    𝒙!

    Dr. Tanuj Kumar (VIT-AP)


    Sum of probabilities
    𝑒 −𝜆 𝜆𝑟 −𝜆 𝑒 −𝜆 𝜆 𝑒 −𝜆 𝜆2 𝑒 −𝜆 𝜆3
    ∑ 𝑃(𝑥) = ∑∞
    𝑟=0 =𝑒 + 1! + + +…
    𝑟! 2! 3!

    𝜆2 𝜆3
    = 𝑒 −𝜆 [1+𝜆+ 2! + 3!
    +…]=𝑒 −𝜆 [𝑒 𝜆 ]=1.

    Therefore, sum of probabilities is one.

    • Mean of the Poisson distribution

    Mean (µ) = E(X) =∑∞


    𝑥=0 𝑥𝑃(𝑥)

    𝑒 −𝜆 𝜆𝑥
    = ∑∞
    𝑥=0 𝑥 𝑥!
    =𝜆

    Variance (𝝈𝟐 ) = 𝜆

    Example:
    1. A car-hire firm has two cars which it hires out day by day. The number of demands for a car
    on each day is distributed as a Poisson distribution with mean 1.5. Calculate the proportion of
    days
    a) on which there is no demand
    b) on which demand is refused.

    Solution:

    • Given the mean as 𝜆 = 1.5

    𝑒 −𝜆 𝜆𝑥
    𝑃(𝑋 = 𝑥) =
    𝑥!
    𝑒 −1.5 (1.5)0
    (i) P(no demand)=P(x=0) = = 𝑒 −1.5 = 0.2231
    0!

    (ii) Some demand is refused if the number of demands is more than two P(demand
    refused)=P(r>2)

    =1-[P(0)+P(1)+P(2)]
    𝑒 −1.5 (1.5)0 𝑒 −1.5 (1.5)1 𝑒 −1.5 (1.5)2
    =1-[ 0!
    + 1!
    + 2!
    ]

    =1-𝑒 −1.5 [1+1.5+1.125]=0.1913

    Practice problems:
    1. A manufacture of cotter clips know that 5% of his product is defective. If he sells clips in boxes
    of 100 and guarantees that not more than 10 clips will be defective. What is the probability
    that a box will fail to meet the guarantee quality?
    (answer: 0.0137)
    2. The probability that an individual suffers a bad reaction from an injection is 0.001. Determine
    the probability that out of 2000 individuals
    (a) three (b) more than two
    will suffer the reaction.

    Dr. Tanuj Kumar (VIT-AP)


    ( answers: (a)0.18044 (b) 0.3233 )

    3. If 2% of light bulbs are defective. Find


    (i). at least one is defective.
    (ii). Exactly 7 are defective.
    (iii). P(1<x<8) in a sample of 100.

    (answers: (i) 0.8647 (ii) 0.0034 (iii) 0.593 )

    Moment generating function of a Poisson Distribution (P.D.)

    • If X is a poison distribution, then its moment generation function is


    𝑡 −1)
    𝑒 𝜆(𝑒 .
    1
    Skewness:-
    √𝜆
    1
    Kurtosis:- 3+ 𝜆

    Dr. Tanuj Kumar (VIT-AP)

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