Discrete probability distribution

Poisson distribution

X ~ Poisson(λ)

Counts of independent events in a fixed interval of time or space when events occur at a constant average rate λ. It is the limit of the Binomial as n → ∞ and p → 0 with np = λ, and its mean equals its variance.

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Key facts

Notation
X ~ Poisson(λ)
Type
discrete
Parameters
λ — average rate of events (λ > 0)
Support
{0, 1, 2, …}
PMF
P(X = k) = e⁻ᵟ · λᵏ / k!
Mean
λ
Variance
λ

When to use it

  • Calls arriving at a call centre per hour
  • Typos per page
  • Customers arriving per minute
  • Rare-event counts

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