L19 Poisson Distribution

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Chapter 19: Poisson Distribution

Page 1

Tampines Junior College
2012 H2 Mathematics (9740)

Objectives: At the end of this chapter, students should be able to:

- understand the concepts of a Poisson variable;
- understand that Poisson distribution Po() is another example of discrete probability
distributions and know the mean and variance of the distribution;
- use the Poisson distributions to model practical situations and calculate probabilities
using a graphic calculator;
[Note: Students should know the conditions under which the Poisson distribution is a
suitable model. They will be asked to comment on the appropriate use of a model and
the assumptions made.]
- use the fact that the sum of two or more independent Poisson variables is a Poisson
variable;
- use the Poisson distribution as an approximation to the binomial distribution where
appropriate (n > 50 and np < 5 approximately).

The Poisson variable is a discrete random variable. The Poisson distribution is the limiting
form of the Binomial distribution when there are infinitely many trials and the probability of
success tends to zero.

1 Poisson Distribution

The random variable (r.v.) X is said to follow a Poisson distribution with parameter ,where
can take any positive value, X ~ P
o
( ) if the probability distribution is given by

If an event is randomly scattered in time (or space) and has a mean number of occurrences
in a given time interval (or space) and if X is the number of occurrences in a given time
interval, then X follows a Poisson distribution with parameter .

1.1 Conditions that give rise to a Poisson distribution

(a) The events occur at random in continuous space or time.

(b) The events occur uniformly (that is the expected number of occurrence is proportional to
the size of the interval).

(c) The events occur independently.

(d) The event has a low probability of occurrence at a given interval (rare events).

P(X = r) = e
!
r
for r = 0, 1, 2,

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Examples of events which might follow a Poisson distribution:
The number of
(a) typo errors in a given page of lecture notes,
(b) telephone calls made in a given minute,
(c) emails received in one day,
(d) car accidents on a particular stretch of road in one day.

The Poisson distribution is usually used to calculate the probabilities of a number of
occurrences of an event over a given interval or specified region. The event occurs randomly
and independently in the interval or region.

Example 1
The random variable, r.v. X follows a Poisson distribution with parameter 2. Find
(i) P(X = 4)
(ii) P( 6) X >
(iii) P(4 7) X s <

Solution:
( ) ~ Po 2 X
So ( )
2
2
P e
!
r
X r
r
= = for r = 0, 1, 2, ...
(i) ( )
4
2
2
P 4 e 0.0902
4!
X

= = = (3 s.f)

(ii)

( ) ( ) ( )
( ) ( ) ( )
( )
P 6 P 6 P 7 ...
1 P 0 P 1 ... P 5
1 P 5 0.0166 (3 . .)
X X X
X X X
X s f
> = = + = +
= = + = + + = (

= s =

(iii)

( )
P(4 7) P( 4) P( 5) P( 6)
P( 6) P( 3) 0.138 3 s.f.
X X X X
X X
s < = = + = + =
= s s =

(Refer to Annex A for GC Instructions)

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Example 2
Each evening an entomologist sets a moth-trap and counts the number of Blue Moon moths
caught in the trap. State a condition under which a Poisson distribution would be a suitable
probability model.
The mean number of the Blue Moon moths caught in an evening is 3.5. Assuming a Poisson
distribution, find the probability that 5 or more Blue Moon moths are caught in a randomly
chosen evening. [N04/P2/Q28]

Solution:

Conditions for a Poisson Model :
(1) The event Blue Moon moths being caught occurs singly (rather than in pairs
or groups) and at random in each evening, i.e. in a given interval of time or
space.
OR
(2) The mean number of Blue Moon moths being caught (i.e. the mean number of
occurrences) in each evening (in the given interval) is known and is finite, and
is proportional to the length of the interval.

Step 1: Define r.v and the parameter
Let X be the number of Blue Moon moths caught in an evening.
Then X ~ P
0
(3.5).
( ) ( ) ( ) ( ) ( ) ( ) P 5 1 P 0 P 1 P 2 P 3 P 4 X X X X X X > = = + = + = + = + = (

= 1 ( ) P 4 X s = 0.275

OR:
( ) ( ) ( ) ( ) ( ) ( )
0 1 2 3 4
3.5
P 5 1 P 0 P 1 P 2 P 3 P 4
3.5 3.5 3.5 3.5 3.5
1 e
0! 1! 2! 3! 4!
0.275
X X X X X X
> = = + = + = + = + = (

| |
= + + + +
|
\ .
=

2 Mean and Variance of a Poisson Variable

Suppose X ~Po(), then

E(X) = Var (X) =

Then, standard deviation of X =

3 Important Properties of Poisson Random Variables

3.1 Event occurs uniformly i.e. the mean number of occurrences in a given interval
is proportional to the size of interval (of time, space)

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Example 3
Suppose the average number of pages received in a day is 8, that is X ~ Po(8).

Then in 2 days, the average number of pages received is 16, that is if Y is the number of pages
received in 2 days, Y ~ Po(16).

Example 4
The mean number of bacteria present in one millilitre of liquid is 4. Assuming that the
number of bacteria present follows a Poisson distribution, find the probability that
(a) in 1 ml of liquid, there will be 4 bacteria,
(b) in 3 ml of liquid, there will be less than 2 bacteria,
(c) in 1/2 ml of liquid, there will be more than 2 bacteria .

Solution:
Let X be number of bacteria present
(a) In 1 ml of liquid,
X ~ P
0
(4).
( )
4
4
4
P 4 e 0.195
4!
X

= = =

(b) In 3 ml of liquid,
( ) ~ Po 12 X .
P( 2) P( 0) P( 1) P( 1) X X X X < = = + = = s = 7.99 10
5

(c) In
1
2
ml of liquid,
( ) ~ Po 2 X .
| |
P( 2) 1 P( 0) P( 1) P( 2) 1 P( 2) X X X X X > = = + = + = = s
= 0.323

OR
| |
P( 2) 1 P( 0) P( 1) P( 2) X X X X > = = + = + =

0 1 2
2
2 2 2
1 e
0 ! 1! 2!
| |
= + +
|
\ .
= 0.323

3.2 Additive Property

If 2 independent random variables X and Y are such that

X ~ Po(m) and Y ~ Po(n)
then

Note: E( ) E( ) E( ) X Y X Y m n + = + = +
Var (X + Y) = Var(X) + Var(Y) = m + n

X + Y ~ Po(m + n)

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Example 5
Two identical racing cars are being tested on a circuit. For each car, the number of
mechanical breakdowns follows a Poisson Distribution with a mean of one breakdown in 100
laps. The first car does 20 laps and the second does 40 laps. During a test, what is the
probability that there will be
(a) no breakdowns,
(b) one breakdown,
(c) more than two breakdowns altogether?
Assume that the breakdowns are attended and the cars continue on the circuit.

Solution:
Let X be the number of breakdowns for the 1
st
car during a test
So ( ) ~ Po 0.2 X .
Let Y be the number of breakdowns for the 2
nd
car during a test
So ( ) ~ Po 0.4 Y .
Let W = X + Y be the total number of breakdowns during a test

So ( ) ~ Po 0.2 0.4 W + , ie. ( ) ~ Po 0.6 W .

(a)
( ) ( )
0.6
P no breakdown P 0
e
0.549
W
= =
=
=

(b)
( ) ( )
( )
0.6
P 1 breakdown P 1
e 0.6
0.329
W
= =
=
=

(c)
( ) ( )
( ) ( ) ( )
( )
0 1 2
0.6
P more than 2 breakdowns P 2
1 P 0 P 1 P 2
1 P 2 0.0231
0.6 0.6 0.6
1 e 0.0231
0! 1! 2!
W
W W W
W
OR

= >
= = + = + = (

= s =
| |
+ + =
|
\ .

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Example 6
The independent random variables W and X follow a Poisson distribution and have means 4.5
and 1 respectively. Determine the mean and variance of
(i) W X
(ii) 2W + 9
For each of the above random variables, state, giving a reason, whether their distribution is
Poisson.

Solution:
(i) E(W X) = E(W) E(X) = 4.5 1 = 3.5
Var(W X) = Var(W) + Var(X) = 4.5 + 1 = 5.5

(ii) E(2W + 9) = 2 E(W) + 9 = 2(4.5) + 9 =18
Var(2W + 9) = 2
2
Var(W) = 4(4.5) = 18

W X does not follow a Poisson distribution because E(W X) is not equal to Var(W X).

2W + 9 also does not follow a Poisson distribution because 2W + 9 could not take values less
than 9.

3.3 Most Probable Number of the Poisson Distribution

Let X ~ Po ( ) , then

1
e
P( 1)
( 1)!
k
X k
k
+
= + =
+
and
e
P( )
!
k
X k
k
= = .

So writing P(X = k+1) = P
k+1
and P(X = k) = P
k
, the Recurrence Formula is

1
1
P e !
P ( 1)! e
k
k
k
k
k
k
+
+
=
+

!
( 1)!
k
k
=
+

1
P P
1
k k
k
+
=
+
for 0,1, 2,... k =

[Note : (k+1)! = (k+1)(k!)]

This is known as the recurrence formula for the Poisson distribution with parameter .

The recurrence formula can be used to find the value of X which is most likely to occur, i.e.
the value of X with the highest probability.

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Example 7
If X ~ Po (2.3) , use the recurrence formula
1
P
P 1
k
k
k
+
=
+
to find the most probable value of
X.

Solution: Use the recurrence formula,
1
P P
1
k k
k
+
=
+
with = 2.3

Now the most probable value of X is found when the corresponding probability P
k
is the
largest where
1
P
P 1
k
k
k
+
=
+
< 1.

When
1
P
1
P
k
k
+
< , 1
1 k
<
+
where 2.3 =

2.3 1
1.3
k
k
< +
>

So, for 1.3 k > ,
1
P
1
P
k
k
+
< , ie.
+1
P >P
k k

Sub k = 2, P
2
> P
3

Sub k = 3, P
3
> P
4

2 3 4 5
P >P >P >P >...

Now when k < 1.3 , P
k+1
> P
k

Sub k = 1, P
2
> P
1

Sub k = 0, P
1
> P
0

2 1 0
P >P >P .

Thus
2
P gives the largest value, and hence the most probable value of X is 2.

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4 Poisson Distribution as an Approximation to Binomial Distribution

If X ~ B(n, p) such that
(i) n is large (>50),
(ii) p is small (< 0.1) and
(iii) np < 5,
then X ~ Po( np) approximately

Note
1) The approximation is better as n goes to infinity (n ) and p goes to zero (p 0).
2) In general, we use the Poisson distribution because it is easier to compute.

Example 8
A factory packs bolts in boxes of 500. The probability that a bolt is defective is 0.002. Find
the probability that a box contains 2 defective bolts using a
(i) suitable Binomial distribution,
(ii) suitable Poisson distribution.

Solution:
Let X be the number of defective bolts in a box of 500.
(i)
Then X ~ B(500 , 0.002)
where p = probability of success (getting a bolt that is defective) = 0.002

( ) ( ) ( )
2 498
500
P 2 0.002 0.998 0.184
2
X
| |
= = =
|
\ .
(correct to 3 sig. figs.)

(ii)
Since n = 500 is large (n > 50), p = 0.002 is small and np = 500(0.002) = 1 < 5, we use the
Poisson distribution as an approximation to the binomial distribution.
( ) 500 0.002 1 np = = = ,
then ( ) ~ Po 1 X approximately.
Therefore, ( )
2
1
1
P 2 e 0.184
2!
X

= = = (correct to 3 dec. places)

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( )
( )
80
80
P 1 0.9.
Hence, 1 P 0 0.9
1 e 0.9
e 0.1
ln 0.1
80
184.2
n
n
W
W
n
n
> >
= >
>
s
s
>
Example 9
In a large town, one person in 80, on the average, has blood type X. If 200 blood donors are
taken at random, find an approximation to the probability that they include at least five
persons having blood type X.
How many donors must be taken at random in order that the probability of including at least
one donor of type X shall be 0.9 or more?

Solution:
Let Y be the number of donors with blood type X out of 200 donors.
Then
|
.
|
\
|
80
1
, 200 B ~ Y .
Since 200 n = is large (>50),
1
80
p = is small (<0.1) and np = 200(1/80) = 2.5 < 5, we can
use the Poisson distribution as an approximation to the binomial distribution.
1
200 2.5
80
np
| |
= = =
|
\ .
,
then ( ) ~ Po 2.5 Y approximately.

P(Y > 5) ( ) ( ) ( ) ( ) ( ) 1 P 0 P 1 P 2 P 3 P 4 Y Y Y Y Y = = + = + = + = + = = (

1 P(Y s 4)
= 0.109

Let W be the number of donors with blood type X out of n donors.
Then
1
80 80
n
n
| |
= =
|
\ .
. Hence, ~ Po
80
n
W
| |
|
\ .
.

shall be 0.9 or more

Thus 185 donors must be taken at random in order that the probability of including at least
one donor of type X shall be 0.9 or more.

probability of including at least one
donor of type X
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5 Comparison of Binomial and Poisson Distributions

The fact that a Poisson distribution can occur on its own, or simply arises as an
approximation to the Binomial distribution, means that we need to distinguish the 2
distributions. So, we need to recognize the distinctive characteristics.

Binomial Distribution

Poisson Distribution
1 Fixed number of trials, n.

Number of trials are not required.
Instead,
, the mean number of occurrences in
a given time interval/space is needed.

2 There are exactly two possible outcomes
in each trial, i.e. a success and a
failure.
Probability of success for each trial is
the same (p).
Event has a low probability of
occurrence at a given interval,

i.e. a rare event.

3 The trials are independent.

The events occur independently.
4 ------- Events occur uniformly, i.e. expected
no. of occurrence is proportional to
the size of the interval / space.

5 X ~ B(n, p) X ~ Po ()
6
P( ) (1 )
r n r
n
X r p p
r

| |
= =
|
\ .

where r = 0,1,2, , n
P(X = r) = e
!
r
r

where r = 0,1,2,
7
( ) E X np =
( ) ( ) Var 1 X np p =
E(X) = Var (X) =

Math Quote
Life is good for only two things, discovering mathematics and teaching mathematics.
- Simon Poisson
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Annex A
Instructions for using Graphing Calculator TI 84 Plus

Finding Poisson probabilities

Example 1
The random variable, r.v. X follows a Poisson distribution with parameter 2. Find
(i) P(X = 4)
(ii) P( 6) X >

Solution:
( ) ~ Po 2 X

(i)
Keys to press on GC Screen output
Start on HOME screen.
Press [DISTR]

Use arrow to move down DISTR menu to option
C: poissonpdf (

Select by pressing

Complete the command by keying in the values.

poissonpdf ( 2,4)

, value taken by r.v. X
the mean number
of occurrences
in a given time

Press to evaluate.

Thus P(X=4) = 0.0902 (correct to 3 sig. fig. )

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(ii)

Keys to press on GC Screen output
Start on HOME screen.
Type in 1

Press [DISTR]

Use ;arrow to move down to DISTR
menu to option D: poissoncdf (

Select by pressing

Complete the command by keying in the
values.

1 poissoncdf ( 2, 5)

mean number Upper limit of
of occurrences r.v. X
in given time
( ) P 6 X > = 1 ( ) P 5 X s = 0.0166

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Chapter 19: Poisson Distribution

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