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Poisson 1

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12 views15 pages

Poisson 1

Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

1

The Poisson Experiment


• Used to find the probability of a rare event
• Randomly occurring in a specified interval
– Time
– Distance
– Volume
• Measure number of rare events occurred in the
specified interval

2
The Poisson Experiment - Properties
• Counting the number of times a success occur in
an interval
• Probability of success the same for all intervals
of equal size
• Number of successes in interval independent of
number of successes in other intervals
• Probability of success is proportional to the size
of the interval
• Intervals do not overlap
3
The Poisson Experiment

Typical cases where the Poisson experiment


applies:
– Accidents in a day in Soweto
– Bacteria in a liter of water
– Dents per square meter on the body of a car
– Viruses on a computer per week
– Complaints of mishandled baggage per 1000
passengers
4
The Poisson Experiment
Calculating the Poisson Probability
Determining x successes in the interval:
x 
 e
P ( X  x )  P ( x) 
x!
where,  = mean number of successes in interval
e = base of natural logarithm  2.71828

5
The Poisson Experiment - Example
• On average the anti-virus program detects 2 viruses
per week on a notebook

Are the conditions required for the Poisson experiment met?

• Time interval of one week


• μ = 2 per week
• Occurrence of viruses are independent
• Can calculate the probabilities of a certain number of viruses
in the interval
6
The Poisson Experiment - Example
• Let X be the Poisson random variable indicating the
number of viruses found on a notebook per week
Calculate the probability that three
one viruses
zerovirus
viruses occur
occur
occur
e2 20
P( X  0)  P(0)  0!
 0.1353
e2 21
P( X  1)  P(1)  1!
 0.2707
e2 23
P( X  3)  P(3)  3!
 0.1804
e2 27
P( X  7)  P(7)   0.0034
. 7!
. 7
.
The Poisson Experiment - Example
• Let X be the Poisson random variable indicating the
number of viruses found on a notebook per week
X P(X)
e2 20
P( X  0)  P(0)  0!
 0.1353 0 0.1353
1 0.2707
e2 21
P( X  1)  P(1)  1!
 0.2707 2 0.2707
3 0.1804
e2 23
P( X  3)  P(3)  3!
 0.1804 ↓ ↓
7 0.0034
e2 27
P( X  7)  P(7)   0.0034 ↓ ↓
. 7!
. ∑P(X) ≈ 18
.
The Poisson Experiment - Example
• Calculate the probability that two or less than two
viruses will be found per week
X P(X)
P(X ≤ 2) 0 0.1353
1 0.2707
= P(X = 0) + P(X = 1) + P(X = 2) 2 0.2707
3 0.1804
= 0.1353 + 0.2707 + 0.2707
↓ ↓
= 0.6767 7 0.0034
↓ ↓

∑P(X) ≈ 19
The Poisson Experiment - Example
• Calculate the probability that less than three
viruses will be found per week
X P(X)
P(X < 3) 0 0.1353
1 0.2707
= P(X = 0) + P(X = 1) + P(X = 2) 2 0.2707
3 0.1804
= 0.1353 + 0.2707 + 0.2707
↓ ↓
= 0.6767 7 0.0034
↓ ↓

∑P(X) ≈ 10
1
The Poisson Experiment - Example
• Calculate the probability that more than three
viruses will be found per week
X P(X)
P(X > 3) 0 0.1353
1 0.2707
= P(X = 4) + P(X = 5) + ……… 2 0.2707
3 0.1804
= 1 – P(X ≤ 3)
↓ ↓
= 1 - 0.8571 7 0.0034
↓ ↓
=0.1429
∑P(X) ≈ 11
1
The Poisson Experiment - Example
• Calculate the probability that four viruses will be
found in four weeks
• μ = 2 x 4 = 8 in four weeks

P( X  4)
e8 84

4!
 0.0573
12
The Poisson Experiment - Example
• Calculate the probability that two or less than two
viruses will be found in two weeks
• μ = 2 x 2 = 4 in two weeks
P( X  2)
 P( X  0)  P ( X  1)  P ( X  2)
4 0 4 1 4 2
e 4 e 4 e 4
  
0! 1! 2!
 0.0183  0.0733  0.2381
 0.2381 13
The Poisson Experiment

• Mean and standard deviation of Poisson


random variable

  E( X )  

    Var ( X )  
2

14
The Poisson Experiment - Example

– What is the expected number of viruses on the


notebook per week?

  E( X )    2

– What is the standard deviation for the number of


viruses on the notebook per week?

    Var ( X )    2  1.41
2

15

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