image

In the above definition P(X=x) is called Poisson probability function and the corresponding Poisson distribution is

X012x
P(X=x)λ0ex0!imageλ1ex1!imageλ2ex2!image….λxexx!image

Image

4.21.3 Poisson Frequency Distribution

If an experiment satisfying the requirements of Poisson distribution is repeated N times, the expected frequency distribution of getting x successes is given by

Fx=N.P(X=x)=Nλxexx!x=0,1,2,3,

image

Remarks

1. Since e−λ>0, P(X=0)≥0 for all x=0, 1, 2, 3, …

2. x=0P(X=x)=x=0eλλxx!=eλx=0λxx!=eλ[1+λ1!+λ22!+]=eλeλ=e0=1image

From (1) and (2) P(X=x)=λxexx!,x=0,1,2,3,image

is a pmf.

3. Poisson distribution is useful in predicting arrivals from hourly volume under the conditions of free flow one can compute the probability of 0, 1, 2, …, x vehicles arriving per time interval of t seconds provided the hourly volume V, known. If V denotes the hourly volume, t denotes the time interval in seconds, n is the number of intervals per hour given by n=3600/timage and λ denotes the average number of vehicles per second given by λ=V3600/t=Vt3600image
Then the probability, P(x), that x vehicles will arrive during any interval is

P(X=x)=λxeλx!,x=0,1,2,

image

The hourly frequency denoted by Fx of intervals containing r vehicles is n

P(x=r)=nλreλr!

image

where λ=Vt3600image

If the period under consideration is different from an hour, the 3600 in the first parentheses would be replaced by the appropriate length of time in seconds. The value V, however, would still be the hourly volume.

4.21.4 Moment of a Poisson Distribution

Taking an arbitrary origin at 0 successes, we have

μ1=x=0xeλλxx!=x=0eλλx(x1)!=eλ[1+λ1!+λ22!+]=λeλ[1+λ1!+λ22!+]

image

i.e., E(X)=λeλex=λimage

Thus mean=μ1=E(X)=λimage

μ2=x=0x2eλλxx!=x=0[x(x1)+x]eλλxx!=x=0[x(x1)]eλλxx!+x=0[x]eλλxx!=eλλ2x=2λx2(x2)!+E(X)=eλλ2eλ+λ=λ2+λ

image

Hence

μ2=Var[x]=μ2μ2=λ2+λλ2=λ

image

μ3=λ3eλλxx!=eλx=2λx[x(x1)(x2)+3x(x1)+x]x!=eλx=4λx4(x4)!+eλλ3x=36λx3(x3)!+eλλ2x=27λx2(x2)!+eλλx=1λx1(x1)!=eλλ4eλ+6eλλ3eλ+7eλλ2eλ+eλλeλ=λ4+6λ3+7λ2λ

image

using the values of μ1,μ2,μ3,μ4image we get

μ3=μ33μ2,μ1+2μ13=λ3+3λ2+λ3(λ2+λ)λ+2λ3=λ3+3λ2+λ3λ33λ2+2λ3=λ

image

and

μ4=μ44μ3μ1+μ2μ123μ14=λ4+6λ3+7λ2+λ4(λ3+3λ2+λ)+6(λ2+λ)λ23λ4=3λ2+λ

image

We have

β1=μ32μ23=λ2λ3=1λ,r1=β2=1λβ2=μ4μ2=3λ2+λλ2=3+1λ,r2=β23=1λ

image

The values of μ1, μ2, μ3, μ4 and β1, β2, r1, r2 are also called the constants of Poisson distribution. We observe that the variance and mean of a Poisson distribution are equal in magnitude.

4.21.5 Recurrence Relation

If X is Poisson variate with parameter, then we have

P(X=x)=λxexx!,x=0,1,2,3,

image

and

P(X=x+1)=λx+1ex(x+1)!=exexe(x+1)X!

image

Dividing, we get

P(X=x+1)P(X=x)=λx+1

image

Therefore we obtain

P(X=x+1)=λx+1P(Xx)

image

or simply

P(x+1)=λx+1P(x)

image

which is called the relation between P(x) and P(x+1). It is also known as the recurrence relation between probabilities of Poisson distribution.

4.21.6 Characteristics of Poisson Distribution

1. Poisson distribution is discrete distribution

2. If n is the number of trials, is large and p is small, the distribution gives a close approximation to the binomial distribution.

3. The distribution depends mainly on the value of the mean (i.e., λ)

4. Poisson distribution has only one parameter viz., λ

5. The experiment consists of counting the number of times a particular event occurs during a given unit of time or given area or volume.

6. The probability that an event occurs in a given unit of time, area, or volume is the same for all units.

4.21.7 Moment Generating Function of the Poisson Distribution

Mgf of a random variable X is M(t)=x=0etxP(X=x)image

It X follows Poisson distribution then

M(t)=x=0etxλxeλx!=x=0eλ(λet)xx!=eλx=0(λet)xx!=eλ[1+λet+λ2(et)22!+]=eλeλet=eλ(et1)

image

Hence the mgf of the Poisson distribution is M(t)=eλ(et1)image

4.21.8 Reproductive Property of the Poisson Distribution

Theorem 11

If two independent random variables X and Y have Poisson distributions with means λ1 and λ2, respectively, their sum X+Y is a Poisson variable with mean λ1+λ2.

Proof

Let MX(t) and MY(t) be the mgfs of X and Y and let M(t) be the mgf of X+Y, then

MX(t)=eλ1(et1)andMY(t)=eλ2(et1)

image

The mgf of the sum X+Y is given by

M(t)=MX(t)MY(t)=eλ1(et1)ex2(et1)=e(λ1+λ2)(et1) (4.16)

image (4.16)

Eq. (4.16) is the mgf of a Poisson distribution with mean λ1+λ2. Hence the theorem.

4.21.8.1 Solved Examples

Example 4.54: There are 50 telephone lines in an exchange. The probability of them will be busy is 0.1. What is the probability that all the lines are busy?

Solution: Let X be the Poisson variable “number of busy line in the exchange”

By Poisson distribution P(X=x)=λxexx!,x=0,1,2,3,image

We have n=50, p=0.1

λ=np=(50)(0.1)=5

image

Hence P(all lines are busy)=P(X=50)=550e550!image

Example 4.55: The probability that a bomb dropped from an envelope will strike a certain target is 1/5image. If 6 bombs are dropped, find the probability that

1. Exactly 2 will strike the target.

2. At least 2 will strike the target.

Given e−1.2=0.3012

Solution: We have n=6, p=1/5image

λ=np=(6)(15)=1.2

image

By Poisson distribution P(X=x)=λxeλx!,x=0,1,2,3,image

1. P(X=2)=P(Exactly2willstrikethetarget)=(1.2)2e1.22!=0.3012×1.4142=0.2169image

2. P(Atleast2willstrikethetarget)=P(X2)=1P(X<2)=1[P(X=0)+P(X=1)]=1(1.2)0e1.20!(1.2)1e1.21!=1e1.2(1+1.2)=1(0.3012)(2.2)=0.3374image

Example 4.56: If the probability that an individual suffers a bad reaction from an injection of a given serum is 0.001. Determine the probability that out of 2000 individuals exactly 3 individuals will suffer due to bad reaction.

Solution: We have

n=2000,p=0.001(given)λ=np=(2000)(0.001)=2

image

By Poisson distribution

P(X=x)=λxeλx!,x=0,1,2,3,

image

P(X=3)=Probability that 3 individuals will suffer due to bad reaction 23e23!=0.1805image

Example 4.57: For a Poisson distribution show that μr+1=rλμr1+λdμrdλimage where λ is the mean.

Solution: The rth moment of the distribution is

μr=x=0(xλ)rP(X=x)=x=0(xλ)rλxe1x!

image

Differentiating with respect to λ we get

dμrdλ=rx=0(xλ)r1eλλxx!+x=0(xλ)r[xλn1eλλxeλx!]=rμr1+x=0(xλ)r[λn1eλ(xλ)x!]

image

λdμrdλ=rλμr1+x=0[λneλ(xλ)r+1x!]=λμr1+μr+1

image

Hence

λdμrdλ+rλμr1=μr+1

image

i.e.,

μr+1=rλμr1+λdμrdλ

image

Example 4.58: Suppose that P(X=2)=23P(X=1)image, find P(X=0)?

Solution:

P(X=2)=23P(X=1)(given)

image

λ2eλ2!=23λ1eλ1!

image

or

λ22!=23λ

image

or

3λ24λ=0

image

or

λ(3λ4)=0

image

λ=0orλ=43

image

We consider λ=4/3image, since λ=0 is impossible

P(X=0)=λ0eλ0!=e4/3.

image

Example 4.59: 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 Poisson distribution with mean 1.5. Calculate the proportion of days on which neither car is used and the proportion of days on which some demand is refused (e−1.5=0.2231).

Solution: We have λ=1.5 (given)

The proportion of days when no car will be required is

P(X=0)=λ0eλ0!+eλ=e1.5=0.2231

image

The probability that no car, one car, two cars will be required

=P(X=0)+P(X=1)+P(X=2)=eλ+eλλ1!+eλλ22!=eλ(1+λ1!+λ22!)=e1.5(1+1.5+1.125)=(0.2231)(3.625)=0.80873

image

Example 4.60: In a Poisson distribution P(X=x) for x=10 is 10%. Find the mean, given that loge10=2.3026.

Solution: Let λ be the mean

P(X=x)=P(X=0)=λ0eλ0!=eλ=10100eλ=0.1=110oreλ=10

image

Hence

λ=loge10

image

Example 4.61: At a busy traffic intersection, the probability p of an individual car having an accident is very small, say, p=0.0001. However, during a certain part of the day, a large number of cars, say 1000 pass through the intersection. Under these conditions, what is the probability of two or more accidents occurring during that period?

Solution: Here we have n=1000, p=0.0001

λ=np=1000×0.0001=0.1P(X2)=1P(X<2)=1[P(X=0)+P(X=1)]=1[e0.1(0.1)00!+e0.1(0.1)11!]=1e0.1(1+0.1)=1(0.9048)(1.1)=0.00472

image

Example 4.62: Using Poisson distribution, find the probability that the ace of spades will be drawn from a pack of well shuffled cards at least once in 104 consecutive trials.

Solution: Probability that the card drawn is an ace of spades=1/52image.

Since n=104

Mean of the distribution=λ=np=104×152=2image

Probability of getting ace of spades at least once=P(X≥1)=1−P(X=0)

=1λ0eλ0!=1e2=10.136=0.864

image

Example 4.63: Probability of getting no misprint in a page of a book is e−4. What is the probability that a page contains more than two misprints?

Solution: It is given that P(X=0), i.e., probability of getting no misprint=e−4

i.e.,

λ0eλ0!=e4

image

or

eλ=e4

image

i.e.,

λ=4

image

Probability that a page contains more than 2 misprints=P(X>2)=1−P(X≤2).

=1[P(X=0)+P(X=1)+P(X=2)]=1[e4+e40.4+e4422!]=1e4[1+4+8]=0.7618

image

Example 4.64: Six coins are tossed 6400 times using Poisson distribution, what is the approximate probability of getting six heads 10 times?

Solution: Probability of getting a head when a coin is tossed=12image

Probability of getting 6 heads when 6 coins are tossed=(12)6=164image

Mean=λ=np=6400×164=100image

Probability of getting 6 heads 10 times=P(X=10)=λ10eλ10!=e100(100)10100!image.

Example 4.65: Suppose 2% of the people on the average are left handed. Find (1) the probability of finding 3 or more left handed; (2) the probability of finding none or one left handed?

Solution: Let x be the random variable the number of left handed people.

The mean is=λ=2%=2100=0.02image

Since P(X=x)=eλλxx!,x=1,2,3,image

1. P(X3)=1[P(X=0)+P(X=1)+P(X=2)]=1e0.02[1+0.02+0.0222]=1e0.02[1.0303]=1.307×106image

2. P(X1)=P(X=0)+P(X=1)=e0.02+e0.02[0.02]image

Example 4.66: If X is a Poisson variate such that 3P(X=4)=12P(X=2)+P(X=0)image

Find

1. The mean of X

2. P(X≤2)

Solution:

1. Since X is a Poisson variate, we have

P(X=x)=eλλxx!,x=1,2,3,

image


Consider 3P(X=4)=12P(X=2)+P(X=0)image (given)
or

eλλ44!=12eλλ22!+eλλ00!

image

or

λ48=λ24+1

image

or

λ42λ28=0

image

or

(λ44)(λ2+2)=0

image

since λ>0, we get λ=2
Mean of the Poisson variate λ=2
i.e., λ=2image

2. P(X2)=P(X=0)+P(X=1)+P(X=2)=e2200!+e2211!+e2222!=0.675image

Example 4.67: Average number of accidents on any day on a national highway is 1.8. Determine the probability that the number of accidents (1) is at least one; (2) at most one.

Solution: Average number of accidents=1.8

i.e., λ=mean=1.8

1. P(X≥1)=Probability that the number of accidents is at least one

=1P(X=0)=1e1.8=10.1653=0.8347

image

2. Probability that the number of accidents is at most one=P(X≤1)

=P(X=0)+P(X=1)=e1.8(1.8)00!+e1.8(1.8)11!=e1.8(1+1.8)=0.4628

image

Example 4.68: Using the recurrence formula, find the probabilities when x=0, 1, 2, 3, 4, and 5, if the mean of the Poisson distribution is 3.

Solution: We have λ=3 (given)

P(X=0)=P(0)=eλ=e3

image

The recurrence formula is P(x+1)=λx+1P(x)image

Substituting x=0, 1, 2, 3, 4, and 5, we get

P(0+1)=P(1)=λ0+1P(0)=3(e3)=0.147P(1+1)=P(2)=λ1+1P(1)=32(0.147)=0.2205)P(2+1)=P(3)=λ2+1P(2)=33(0.2205)=0.2205P(3+1)=P(4)=λ3+1P(3)=34(0.2205)=0.1653P(4+1)=P(5)=λ4+1P(4)=35(0.1653)=0.099P(5+1)=P(6)=λ5+1P(5)=36(0.099)=0.0495P(1)=0.147,P(2)=0.2205P(3)=0.2205,P(4)=0.1653,P(5)=0.099P(3)=0.0495

image

Example 4.69: Wireless sets are manufactured with 25 soldered joints each. On an average 1 joint in 500 is defective. How many sets can be expected to be free from defective joints in a consignment of 10,000 sets?

Solution: Probability that a joint is defective=p=1500image.

We have n=25, p=1500image

Mean=λ=np=25×1500=0.05image

By Poisson distribution P(X=x)=eλλxx!,x=1,2,3,image

Probability that no joint is defective=P(0)=eλλ00!=e0.05image

Thus the expected number of sets free from defects in 10,000 sets

=10,000×P(0)=10,000×e0.05=10,000(0.9512)=9512.0

image

9512 Sets are expected to be free from defects.

Example 4.70: Fit a Poisson distribution to the following data and calculate the theoretical (expected) frequencies.

x01234
f(x)122601521

Image

Solution: Mean of the distribution=0.122+1.60+2.15+3.2+4.1122+60+15+2+1image

x¯=60+30+6+4200=100200λ=x¯=0.5

image

We have N=122+60+15+2+1=200

N=4,λ=0.5

image

P(0)=P(X=0)=eλλ00!=e0.5

image

The theoretical frequencies are obtained as follows:

N.P(0)=200e0.5=121N.P(1)=200e0.5(0.5)11!=61N.P(2)=200e0.5(0.5)22!=15N.P(3)=200e0.5(0.5)33!=3N.P(4)=200e0.5(0.5)44!=0

image

Hence the expected (theoretical) frequencies are 121, 61, 15, 3, 0.

Example 4.71: The variance of the Poisson distribution is 2. Find the distribution for x=0, 1, 2, 3, 4, and 5 from the recurrence relation of the distribution (e−2=0.1353)

Solution: The variance of the Poisson distribution λ=2 (given).

We have P(0)=e−2=0.1353 (given)

The recurrence relation is P(x+1)=λx+1P(x)image

Hence we get

P(1)=λ0+1P(0)=21e2=2×0.1353=0.2706P(2)=λ1+1P(1)=22(0.2706)=0.2706P(3)=λ2+1P(2)=23(0.2706)=0.1804P(4)=λ3+1P(3)=24(0.1804)=0.0902P(5)=λ4+1P(4)=25(0.0902)=0.361

image

Example 4.72: Assuming that the typing mistakes per page committed by a typist follows a Poisson distribution, find the theoretical frequencies for the following distribution of typing mistakes?

No. of mistakes per page012345
No. of pages40302015105

Image

Solution: We have N=40+30+20+15+10+5=120, n=5

Meanofthedistribution=λ=0.40+1.30+2.20+3.15+4.10+5.5120=30+40+45+40+25120=180120=1.5

image

Using Poisson distribution we get

P(0)=eλλ00!=eλ=e1.5=0.22313P(1)=eλλ11!=e.λλ=e1.5(1.5)=0.334695P(2)=eλλ22!=e1.5(1.5)22=025P(3)=eλλ33!=e1.5(1.5)36=0.13P(4)=eλλ44!=e1.5(1.5)424=0.05P(5)=eλλ55!=e1.5(1.5)5120=0.01

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