
The Poisson distribution can be derived as a limiting case to the binomial distribution as
the number of trials goes to infinity and the expected number of successes remains fixed
— see law of rare events below. Therefore it can be used as an approximation of the
binomial distribution if n is sufficiently large and p is sufficiently small. There is a rule of
thumb stating that the Poisson distribution is a good approximation of the binomial
distribution if n is at least 20 and p is smaller than or equal to 0.05, and an excellent
approximation if n ≥ 100 and np ≤ 10.
[4]
■
For sufficiently large values of λ, (say λ>1000), the normal distribution with mean λ and
variance λ (standard deviation
■
), is an excellent approximation to the Poisson
distribution. If λ is greater than about 10, then the normal distribution is a good
approximation if an appropriate continuity correction is performed, i.e., P(X ≤ x), where
(lower-case) x is a non-negative integer, is replaced by P(X ≤ x + 0.5).
Variance-stabilizing transformation: When a variable is Poisson distributed, its square
root is approximately normally distributed with expected value of about
■
and variance
of about 1/4.
[5]
Under this transformation, the convergence to normality is far faster than
the untransformed variable. Other, slightly more complicated, variance stabilizing
transformations are available,
[6]
one of which is Anscombe transform. See Data
transformation (statistics) for more general uses of transformations.
If the number of arrivals in any given time interval
]t[0, follows the Poisson distribution,
with mean = tλ , then the lengths of the inter-arrival times follow the Exponential
distribution, with mean λ1 / .
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Occurrence
The Poisson distribution arises in connection with Poisson processes. It applies to various
phenomena of discrete properties (that is, those that may happen 0, 1, 2, 3, ... times during a given
period of time or in a given area) whenever the probability of the phenomenon happening is constant
in time or space. Examples of events that may be modelled as a Poisson distribution include:
The number of soldiers killed by horse-kicks each year in each corps in the Prussian
cavalry. This example was made famous by a book of Ladislaus Josephovich Bortkiewicz
(1868–1931).
■
The number of yeast cells used when brewing Guinness beer. This example was made
famous by William Sealy Gosset (1876–1937).
[7]
■
The number of phone calls arriving at a call centre per minute.■
The number of goals in sports involving two competing teams.■
The number of deaths per year in a given age group.■
The number of jumps in a stock price in a given time interval.■
Under an assumption of homogeneity, the number of times a web server is accessed per
minute.
■
The number of mutations in a given stretch of DNA after a certain amount of radiation.■
The proportion of cells that will be infected at a given multiplicity of infection.■
How does this distribution arise? — The law o
rare events
In several of the above examples—such as, the numbe
of mutations in a given sequence of DNA—
the events being counted are actually the outcomes of discrete trials, and would more precisely be
modelled usin
the
inomial distribution, that is
Pa
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