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# What do the following statistics have in common? The number of telephone calls you receive in an hour.

The number of cars per mile broken down on the hard shoulder of a motorway.

The number of dandelions per square metre on the college playing field.

## The number of raisins per 100 cm 3 portion of fruit cake.

Each of these situations is about the occurrence of unpredictable events within a given unit of time, distance, area or volume. Sometimes we are surprised by the number of coincidences that occur in such random processes. For example, you may get three telephone calls within a space of a few minutes, and then have no calls for several hours. Or, you may travel 30 miles on the motorway without seeing a single breakdown, then you see two cars broken down within the space of two miles. The probability that a certain number of random events occur in a given space of time (distance, etc.) can be calculated using the Poisson probability distribution, provided that certain conditions hold. To continue on the recommended route click on the History button at the top of the page.
Copyright 1997 Neville Hunt and Sidney Tyrrell Coventry University All rights reserved. Last updated: 19 February 2011

Copyright 1997 Neville Hunt and Sidney Tyrrell Coventry University All rights reserved. Last updated: 19 February 2011

## by Neville Hunt and Sidney Tyrrell , Coventry University

Contents
Introduction Graphs Queueing

Back to DISCUSS Contents What is it all about? History Derivation of the Poisson model Queueing as a Poisson process Excel queueing simulation Probability distribution Excel graphs of Poisson distributions Spatial distributions Excel analysis of Coventry data Flying bombs in WW2 Excel analysis of WW2 data Links with the Binomial distribution Excel Poisson and Binomial graphs Example calculation Excel calculator

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Patterns

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Comparisons Doodlebugs

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Probabilities

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Copyright 1997 Neville Hunt Coventry University All rights reserved. Last updated: 28 February 2011 .

Simeon Denis Poisson was born in 1781 in the small French town of Pithviers. His father was a private soldier who, on retirement, became the town administrator when the French Revolution broke out. His family wanted him to become a doctor but he quickly abandoned this idea when his first patient died. Instead he entered the Ecole Polytechnique in Paris in 1798, where he learned from such famous mathematicians as Lagrange and Laplace. As a student he mixed with Cauchy, Galois, Fourier and Ampere, all of whom became well known in their different fields. On graduation he became a lecturer and later a professor.

The Poisson distribution occupies just a single page of a paper entitled "Researches on the probability of criminal and civil verdicts" published in 1837. In this paper Poisson looked at the form of the binomial distribution when the number of trials was large. He derived the cumulative Poisson distribution as the limiting case of the binomial when the probability of a success tends to zero. Poisson's main interest lay in the field of mathematical physics where he is remembered by Poisson's integral in potential theory, Poisson brackets in differential equations, the Poisson ratio in elasticity and Poisson's constant in electricity. In all, during his career Poisson published more than 300 papers. Although brought up as a republican, Poisson later became a peer of France in 1837. He died in Paris in 1840. Poisson is quoted as having said " life is good for only two things: doing mathematics and teaching mathematics "! To continue on the recommended route click on the Derivation button at the top of the page.
Copyright 1997 Neville Hunt and Sidney Tyrrell Coventry University All rights reserved. Last updated: 19 February 2011

One of the most useful applications of the Poisson distribution is in the field of queueing theory. In many situations where queues occur it has been shown that the number of people joining the queue in a given time period follows the Poisson model. A spreadsheet can be used to simulate the queue at a supermarket checkout. You can simulate customers arriving and departing by setting the arrival and departure rates, and watch the queue build up. Have you ever wondered how it is that queues can grow so long? Just click on the link below to load the Excel spreadsheet and accompanying exercises. When you have finished, use the browser's Back button to return here. Load spreadsheet To continue on the recommended route click on the Graphs button at the top of the page.
Copyright 1997 Neville Hunt and Sidney Tyrrell Coventry University All rights reserved. Last updated: 19 February 2011

For the Poisson distribution to apply to a particular situation the following conditions must apply: Certain events are occurring at random over a continuous period of time (or interval of distance, region of area, etc). These events occur singly , i.e. it is not possible for two events to occur exactly simultaneously. The events also occur independently of each other, i.e. the fact that an event has occurred (or not occurred) does not affect the chance of another event occurring. The events occur at a constant average rate, usually denoted by the Greek letter l (lambda). The derivation is quite mathematical, so some users may wish to skip this section. What is the probability of obtaining r events in unit time? The easiest way to derive the probability distribution is to develop it as a limiting case of the Binomial distribution. For simplicity we shall talk in terms of events happening over time. Imagine an interval of 1 unit of time divided into n tiny sub-intervals, each so small that it is not physically possible for more than one event to occur in a sub-interval. If p is the probability that an event does occur in a sub-interval, then the average number of events in 1 unit of time will be np, which must equal l . So, p= l /n . So, from the Binomial formula we have: Prob(r events in 1 unit of time)=Prob(r successes in n trials) = n Cr pr (1-p)n-r = n Cr (l /n) r (1-l /n)n-r If r=0, Prob(0 events in 1 unit of time)=(1-l /n)n and, if we allow n to tend to infinity, this becomes e-l . If you have difficulty believing this, check it out with an Excel spreadsheet. If r=1, Prob(1 event in 1 unit of time)=n (l /n) (1-l /n)n-1 and, again, if we allow n to tend to infinity, this becomes l e-l . Continuing in this fashion, the general result is that:

## Prob(r events in 1 unit of time)=lre-l/r! r=0,1,2,...

To continue on the recommended route click on the Queueing button at the top of the page.
Copyright 1997 Neville Hunt and Sidney Tyrrell Coventry University All rights reserved. Last updated: 19 February 2011

The shape of the Poisson probability distribution varies according to the mean number of events per unit time or space. This is the Poisson Distribution with mean l =2.

## This is the Poisson Distribution with mean l =10.

You can investigate this further using a spreadsheet. Click on the link below to load the Excel spreadsheet and accompanying exercises. When you have finished, use the browser's Back button to return here. Load spreadsheet To continue on the recommended route click on the Patterns button at the top of the page.
Copyright 1997 Neville Hunt and Sidney Tyrrell Coventry University All rights reserved. Last updated: 19 February 2011

Another important application of the Poisson distribution is in explaining the apparently random distribution of objects in an area. This might be the distribution of weeds on a lawn, or the distribution of blemishes on a large sheet of glass. Here you can use a spreadsheet to to investigate the distribution of various facilities across the city of Coventry. For example, the picture to the right shows the distribution of fish-and-chip shops in Coventry (2003).

Click on the link below to load the Excel spreadsheet and accompanying exercises. When you have finished, use the browser's Back button to return here. Load spreadsheet To continue on the recommended route click on the Doodlebugs button at the top of the page.
Copyright 1997 Neville Hunt and Sidney Tyrrell Coventry University All rights reserved. Last updated: 19 February 2011

In June 1943 during the second World War the Germans launched a much feared secret weapon - a small, pilotless, jetpropelled plane carrying a ton of explosives that detonated on contact. The Germans called it the V1 Vergeltung (meaning reprisal) - the British called it the flying bomb. Of the first 10 launched, 5 crashed almost immediately and only one found its way to Britain where it killed 6 people. However, subsequent flying bomb attacks on Britain caused widespread death and destruction. Within a year 1600 people had been killed by flying bombs.

The British authorities were anxious to know if these weapons could be accurately aimed at a particular target, or whether they were landing at random. A 36 km 2 area of South London was divided into 1/4 km squares and the number of hits received in each square was recorded. If the hits were random then the resulting distribution of hits per square should have followed the Poisson model. You can analyse this set of data yourself using a spreadsheet. Click on the link below to load the Excel spreadsheet and accompanying exercises. When you have finished, use the browser's Back button to return here. Load spreadsheet To continue on the recommended route click on the Comparisons button at the top of the page.
Copyright 1997 Neville Hunt and Sidney Tyrrell Coventry University All rights reserved. Last updated: 19 February 2011

## Calculating Poisson probabilities

A recursive method is useful for calculating Poisson probabilities:

## Pr ( 0 events ) = e -l Pr ( 1 event ) = l e -l / 1! = l Pr ( 0 events ) / 1 Pr ( 2 events ) = l 2 e -l / 2! = l Pr ( 1 event ) / 2

and so on. In general:

## Pr ( n+1 events ) = Example

l Pr ( n events ) / n

To see how this works in practice, consider the case of a queueing system where past data suggests that arrivals follow a Poisson process with 1.8 arrivals per minute on average. Pr ( 0 Pr ( 1 Pr ( 2 Pr ( 3 etc. arrivals in 1 minute ) = e-1.8 = 0.1653 arrival in 1 minute ) = 1.8 x 0.1653 / 1 = 0.2975 arrivals in 1 minute ) = 1.8 x 0.2975 / 2 = 0.2678 arrivals in 1 minute ) = 1.8 x 0.2678 / 3 = 0.1607

Pr ( less than 3 arrivals in 1 minute ) = Pr(0) + Pr(1) + Pr(2) = 0.1653 +0.2975 + 0.2678 = 0.7306 Pr ( at least 3 arrivals in 1 minute ) = Pr(3) + Pr(4) + Pr(5) + ... = 1 - { Pr(0) + Pr(1) + Pr(2) } = 1 - 0.7306 = 0.2694 If we want to know the probability of no arrivals in a 30 second period, we must adjust the mean to account for the different unit of time. A mean rate of 1.8 per minute is the same as a rate of 0.9 per 30 seconds. Pr( 0 arrivals in 30 seconds ) = e-0.9 = 0.4066 You can check these answers using an Excel spreadsheet. The spreadsheet below allows you to calculate Poisson probabilities for values of the mean, l , ranging from 0 to 100. For large values of l it is more convenient to use a Normal approximation to calculate Poisson probabilities. Click on the link below to load the Excel spreadsheet and accompanying exercises. When you have finished, use the browser's Back button to return here. Load spreadsheet To continue on the recommended route click on the Normal button at the top of the page.

Copyright 1997 Neville Hunt and Sidney Tyrrell Coventry University All rights reserved. Last updated: 19 February 2011

## Normal Approximation to Poisson

The Normal distribution can be used to approximate Poisson probabilities when l is large. In answer to the question "How large is large?", a rule of thumb is that the approximation should only be used when l 10.

Example
Suppose that in the queueing example (1.8 arrivals per minute) we wanted to know the probability of more than 70 arrivals in half an hour. For the approximation to work we must consider three things: we must match the mean of the Normal distribution to the mean of the Poisson - otherwise the Normal curve will be centred in the wrong place, we must match the standard deviation of the Normal to that of the Poisson - otherwise the Normal curve will not be the correct width we must make an adjustment to take account of the fact that the Poisson variable is discrete but the Normal variable is continuous - the continuity correction.

The mean rate is 30 x 1.8 = 54 per hour. The standard deviation is therefore sqrt(54) = 7.35. More than 70 defectives means 71 or more on the discrete scale, but 71 extends down as far as 70.5 on the continuous scale. So the approximation is the area under the Normal curve above 70.5. Hence, Pr( arrivals > 70) = Pr (arrivals > 70.5) ~ Pr( Z > [70.5 - 54]/7.35 ) = Pr( Z > 2.25 ) which, from tables of the Normal distribution, is 0.0122. The exact Poisson probability is 0.0152. The spreadsheet provided below allows you to check how well the Normal distribution fits for values of l up to 100 - for values of l beyond 100 it only calculates the Normal probability.

Click on the link below to load the Excel spreadsheet and accompanying exercises. When you have finished, use the browser's Back button to return here. Load spreadsheet You have now completed the recommended route through this unit on the Poisson Distribution. Make sure you visit our Links page to find out about other online resources relevant to this topic.
Copyright 1997 Neville Hunt and Sidney Tyrrell Coventry University All rights reserved. Last updated: 19 February 2011

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