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STATISTIC & INFORMATION THEORY (CSNB134) MODULE 7B PROBABILITY DISTRIBUTIONS FOR RANDOM VARIABLES ( POISSON DISTRIBUTION)

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Page 1: STATISTIC & INFORMATION THEORY (CSNB134) MODULE 7B PROBABILITY DISTRIBUTIONS FOR RANDOM VARIABLES ( POISSON DISTRIBUTION)

STATISTIC & INFORMATION THEORY

(CSNB134)

MODULE 7BPROBABILITY DISTRIBUTIONS FOR RANDOM VARIABLES ( POISSON

DISTRIBUTION)

Page 2: STATISTIC & INFORMATION THEORY (CSNB134) MODULE 7B PROBABILITY DISTRIBUTIONS FOR RANDOM VARIABLES ( POISSON DISTRIBUTION)

Overview

In Module 7, we will learn three types of distributions for random variables, which are:- Binomial distribution - Module 7A- Poisson distribution - Module 7B- Normal distribution - Module 7C

This is a Sub-Module 7B, which includes lecture slides on Poisson Distribution.

Page 3: STATISTIC & INFORMATION THEORY (CSNB134) MODULE 7B PROBABILITY DISTRIBUTIONS FOR RANDOM VARIABLES ( POISSON DISTRIBUTION)

The Poisson Random Variable

The Poisson random variable x is a model for data that represent the number of occurrences of a specified event in a given unit of time or space.

Examples: The number of calls received by a

switchboard during a given period of time.

The number of machine breakdowns in a day

The number of traffic accidents at a given intersection during a given time period.

Page 4: STATISTIC & INFORMATION THEORY (CSNB134) MODULE 7B PROBABILITY DISTRIBUTIONS FOR RANDOM VARIABLES ( POISSON DISTRIBUTION)

The Poisson Probability Distribution x is the number of events that occur in a

period of time or space during which an average of such events can be expected to occur. The probability of k occurrences of this event is

For values of k = 0, 1, 2, … The mean and standard deviation of the Poisson random variable are

Mean:

Standard deviation:

For values of k = 0, 1, 2, … The mean and standard deviation of the Poisson random variable are

Mean:

Standard deviation:

!)(

k

ekxP

k

7183.2: eNote

Page 5: STATISTIC & INFORMATION THEORY (CSNB134) MODULE 7B PROBABILITY DISTRIBUTIONS FOR RANDOM VARIABLES ( POISSON DISTRIBUTION)

Exercise 1

The average number of traffic accidents on a certain section of highway is two per week. Find the probability of exactly one accident during a one-week period.

!)1(

k

exP

k

2707.2!1

2 221

ee

Page 6: STATISTIC & INFORMATION THEORY (CSNB134) MODULE 7B PROBABILITY DISTRIBUTIONS FOR RANDOM VARIABLES ( POISSON DISTRIBUTION)

Cumulative Probability TablesYou can use the cumulative probability tables to find probabilities for selected Poisson distributions.

Find the column for the correct value of .

The row marked “k” gives the cumulative probability, P(x k) = P(x = 0) +…+ P(x = k)

Find the column for the correct value of .

The row marked “k” gives the cumulative probability, P(x k) = P(x = 0) +…+ P(x = k)

Page 7: STATISTIC & INFORMATION THEORY (CSNB134) MODULE 7B PROBABILITY DISTRIBUTIONS FOR RANDOM VARIABLES ( POISSON DISTRIBUTION)

Exercise 2

k = 2

0 .135

1 .406

2 .677

3 .857

4 .947

5 .983

6 .995

7 .999

8 1.000

(Similar case of Exercise 1). What is the probability that there is exactly 1 accident?

Find the column for the correct value of .

Find the column for the correct value of .

Page 8: STATISTIC & INFORMATION THEORY (CSNB134) MODULE 7B PROBABILITY DISTRIBUTIONS FOR RANDOM VARIABLES ( POISSON DISTRIBUTION)

Exercise 2 (cont.)

k = 2

0 .135

1 .406

2 .677

3 .857

4 .947

5 .983

6 .995

7 .999

8 1.000

(Similar case of Exercise 1). What is the probability that there is exactly 1 accident?

P(P(xx = 1) = 1) = P(x 1) – P(x 0)= .406 - .135= .271

P(P(xx = 1) = 1) = P(x 1) – P(x 0)= .406 - .135= .271

Check from formula: P(x = 1) = .2707

Page 9: STATISTIC & INFORMATION THEORY (CSNB134) MODULE 7B PROBABILITY DISTRIBUTIONS FOR RANDOM VARIABLES ( POISSON DISTRIBUTION)

Exercise 2 (cont.)

What is the probability that 8 or more accidents happen? Is it common for an accident to happen 8 or more times in a week?

P(P(xx 8) 8) = 1 - P(x < 8)= 1 – P(x 7) = 1 - .999 = .001

P(P(xx 8) 8) = 1 - P(x < 8)= 1 – P(x 7) = 1 - .999 = .001

k = 2

0 .135

1 .406

2 .677

3 .857

4 .947

5 .983

6 .995

7 .999

8 1.000

This would be very unusual (small probability) since x = 8 lies

standard deviations above the mean.

This would be very unusual (small probability) since x = 8 lies

standard deviations above the mean.

24.4414.1

28

x

z

Page 10: STATISTIC & INFORMATION THEORY (CSNB134) MODULE 7B PROBABILITY DISTRIBUTIONS FOR RANDOM VARIABLES ( POISSON DISTRIBUTION)

STATISTIC & INFORMATION THEORY

(CSNB134)

PROBABILITY DISTRIBUTIONS OF RANDOM VARIABLES (POISSON DISTRIBUTIONS)

--END--