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The rpois() function can be used to simulate N independent Poisson random

variables.

For example, we can generate 15 Poisson random numbers with parameter

= 4 as follows:

> rpois(15, 4)

[1] 4 3 3 3 4 4 6 7 2 3 3 7 9 4 4

In the next example, we will assign 100 independent Poisson numbers with

parameter = 0.7 to a vector object called V.

> V <- rpois(100, 0.7)

We can plot a bar chart of the numbers:

10

20

30

40

> barplot(table(V))

is more appropriate than a histogram, because the data are discrete, not

continuous.

1

v e

P (V = v) =

v!

for v = 0, 1, 2, . . ., and 0, otherwise. It can be calculated using the dpois()

function.

For example, we can calculate P (V = 3) where V is a Poisson random

variable with parameter = 2, using

> dpois(3, 2)

[1] 0.180447

A bar chart of the distribution of the Poisson random variable with parameter = .7 can be obtained using

0.0

0.1

0.2

0.3

0.4

We can calculate the mean, standard deviation and variance of the sample

in V:

> mean(V)

[1] 0.84

> sd(V)

[1] 0.9289942

2

> var(V)

[1] 0.8630303

The sample mean is an estimate of the population mean (or expected

value). The expected value of a Poisson random variable is given by

E[V ] =

The variance of a random variable is calculated from the formula:

Var(X) = .

In other words, the mean and variance

are equal for Poisson random variables.

For the Poisson random variable with = 2.25, we can calculate these

quantities by hand or by using R:

> lambda <- 2.25

> lambda # Expected Value, and Variance

[1] 2.25

> sqrt(lambda) # Standard Deviation

[1] 1.5

We can compare these with what we would obtain from a simulated sample

of 10000 binomial random variables:

> P <- rpois(10000, 2.25)

> mean(P) # sample mean

[1] 2.246

> var(P) # sample variance

[1] 2.220906

> sd(P) # sample standard deviation

[1] 1.49027

Exercises

1. Generate 20 Poisson random numbers with = 1.9, and plot a bar chart

of the resulting sample.

2. Calculate the expected value and variance of the above numbers.

3. Assign 2000 Poisson random numbers with parameter = 4.5 to a vector

called U.

4. Calculate the mean value of U. Compare with the theoretical value.

5. Calculate the variance of U. Compare with the theoretical value.

6. Plot the bar chart of the sample in U. Compare with a plot of the theoretical probability distribution.

7. Use simulation to estimate the expected value of U 3 where V is Poisson

with parameter = 1.5.

8. Suppose V is a Poisson random variable with mean 10. Simulate 10000

values of V and compute their mean and variance, comparing with the

theoretical values.

9. Simulate 200 Poisson numbers with parameter = 17. Find their sample

mean and variance. Compare with the theoretical values.

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