S2 Chapter 2: Poisson Distribution
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What is the Poisson Distribution?
Description
Outcomes
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How does it arise?
We said that the Poisson Distribution allows us to calculate the count of a number of events happening within some period, given an average rate.
Calculate the probability of 8 cars passing in the next hour, given that on average 5 pass an hour.
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Suppose we wanted to see how we could do this with a Binomial Distribution…
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Suppose we divided the hour up into 10 equal time intervals. Each time slot is a trial, where “success” is a car passing in that period.
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(You don’t need to write any of this down)
How does it arise?
A problem with how we’ve modelled this is that more the one car could pass in any given time interval, and thus the count of successes won’t necessarily be the count of cars.
How could we lessen this problem?
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How does it arise?
The proof of this is quite complicated!
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Examples
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Exercise 2A
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Mean and Variance
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Using Tables
Again, we can use tables for the Cumulative Distribution Function of a Poisson Distribution.
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Properties of Poisson Distribution
We saw with in order to model something with a Binomial Distribution, we had to make some assumptions, e.g. each event was independent, and had two outcomes.
We have similar restrictions on events for a Poisson Distribution:
🖉 Events must occur:
This means we can’t have multiple events occurring at once. We treat events as instantaneous.
If an event occurred just a moment ago, another one is no less likely to occur now than it a while later..
You can usually tell in an exam if a Poisson Distribution is intended if the word ‘rate’ is used.
Jan 2012 Q4
(From mark scheme) Hits occur singly in time
Hits are independent or hits occurs randomly
Hits occur at a constant rate
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Poisson or not Poisson?
Given these restrictions, which of the following could we model using a Poisson Distribution (where any reasonable simplifying assumptions are justifiable)
A volcano erupts every 1000 years, and we’re interested in the probability of at least one eruption next year.
If a volcano erupted today and then finished erupting, it’s less likely to erupt next year. So events are not independent.
On average the 281 bus comes 10 times an hour. We’re interested in the probability of (at least one) bus coming in the next hour.
Definitely not. Buses aren’t equally likely to come at any moment – the probability is going to spike each 6 minutes since buses intend to come at regular intervals, not randomly.
A call centre receives on average 80 calls an hour, and wish to work out the probability they have over 100 calls at some hour in the day.
Yes, justified, provided that the average rate is constant. We’re making some simplifying assumptions, such as that we don’t have repeat calls from the same customer.
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General Questions
May 2011 Q5
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Bro Tip: Think carefully about whether we wish to use Binomial or Poisson.
Bro Tip: You should be clear about what your random variables are and how they’re distributed.
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Bro Tip: Sometimes we need to scale the rate to a different time period/length.
Test Your Understanding
A shop sells radios at a rate of 2.5 per week.
Bro Tip: The method/principle her is exactly the same as with Binomial questions.
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Exercise 2
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Approximating a Binomial using a Poisson
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Why would we want to approximate?
Quickfire
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Exercise 3
May 2013 Q7d
Jan 2013 Q1b
June 2009 Q1
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Summary of S2 so far…
Description | Name | Params | Outcomes | Prob Func | | |
A Bell-shaped distribution around some known mean with a known variance. | | | | | | |
We count the number of ‘successes’ after a number of trials, each with two outcomes (‘success’ and ‘failure’). e.g. Number of heads after 10 throws of an unfair coin. | | | | | | |
Counting the number of events which occur within a fixed time, given some known rate. | | | | | | |
These are all based on the parameters we set.
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APPENDIX: Proof of Poisson Probability Function