Poisson distribution and random processes

In summary, the conversation discusses the Poisson distribution and its parameters, specifically lambda which represents the expected number of occurrences during a given interval. The example of falling raindrops is used to illustrate how lambda can be calculated. It is also mentioned that there are tests available to check if a process follows a Poisson distribution.
  • #1
paul-g
14
0
Hello!

I am writing because I recently became interested in probability distributions, and I have to you a few questions.

Poisson distribution is given as a probability:

[itex]f(k;\lambda)=\frac{\lambda^{k}e^{-\lambda}}{k!}[/itex]

But what is lambda?

Suppose that we consider as an unrelated incident falling raindrops. If these drops fall 100 in 1 on a surface second how much [itex]\lambda[/itex] will be?

How to check if the falling drops of rain or some other unrelated events are described in this distribution?
 
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  • #2
From Wikipedia: λ is a positive real number, equal to the expected number of occurrences during the given interval. For instance, if the events occur on average 4 times per minute, and one is interested in the probability of an event occurring k times in a 10 minute interval, one would use a Poisson distribution as the model with λ = 10×4 = 40.

I'm not sure what you mean by "100 in 1."
 
  • #3
Meant falling about 100 drops per second on the area.

Im curious how can be checked whether a process is described in this distribution.

For example, the number of drops falling on the glass. How can I check if they are described Poisson distribution.
 
  • #4
I think you would also need a time, since λ measures the expected number of occurrences and not the rate.

I've only taken one statistics course, but generally the problem will explicitly tell you if it follows a Poisson distribution. There are tests for Poission distributions if you're doing "real world" statistics, but I don't know anything about such tests. Maybe try googling "Poisson distribution test."
 
  • #5


Hello!

First of all, let me explain what Poisson distribution is and its relationship to random processes. Poisson distribution is a discrete probability distribution that describes the probability of a certain number of events occurring within a fixed time or space interval, given the average rate of occurrence of those events. It is often used to model random processes, where events occur independently and at a constant rate.

Now, to answer your question about lambda, it is a parameter in the Poisson distribution that represents the average rate of occurrence of the events. In other words, it is the expected number of events that will occur in the given time or space interval.

In the case of falling raindrops, if we assume that the drops fall at a constant rate of 100 per second, then the value of lambda would be 100. This means that on average, we would expect 100 raindrops to fall in 1 second.

To check if the falling drops of rain or any other unrelated events can be described by the Poisson distribution, we can look at certain characteristics of the data. For example, if the events occur independently and at a constant rate, then the Poisson distribution would be a good fit. We can also use statistical tests to compare the observed data to the expected distribution and determine if they are a good match.

I hope this helps answer your questions about Poisson distribution and random processes. If you have any further questions, please don't hesitate to ask. Keep exploring and learning about probability distributions, they are fascinating tools in understanding and predicting various phenomena in the world around us.
 

FAQ: Poisson distribution and random processes

What is a Poisson distribution?

A Poisson distribution is a probability distribution that is used to model the number of times an event occurs in a given time period or space. It is often used to describe rare events, such as the number of accidents in a day or the number of customers arriving at a store in an hour.

What are the characteristics of a Poisson distribution?

The characteristics of a Poisson distribution include the following:
- The events occur independently of each other.
- The average rate of events occurring is constant.
- The probability of an event occurring in a specific time period or space is proportional to the length of that time period or size of that space.
- The probability of more than one event occurring at the same time or space is negligible.

How is a Poisson distribution different from a normal distribution?

A Poisson distribution is different from a normal distribution in several ways:
- A Poisson distribution is discrete, while a normal distribution is continuous.
- A Poisson distribution is used to model rare events, while a normal distribution is used to model a wide range of phenomena.
- The mean and standard deviation of a Poisson distribution are equal, while in a normal distribution they are different.

What is a random process?

A random process is a mathematical model used to describe the evolution of a system over time, where the outcome of the process at a given time is determined by a random event. It is often used to model real-world phenomena that involve uncertainty or randomness, such as stock prices, weather patterns, or the movement of particles.

What are the applications of Poisson distribution and random processes in science?

Poisson distribution and random processes have many applications in science, including:
- Modeling rare events, such as radioactive decay or mutations in DNA.
- Predicting the number of customers arriving at a store or the number of phone calls received by a call center.
- Analyzing data in fields such as epidemiology, finance, and physics.
- Studying the behavior of complex systems, such as the spread of diseases or the movement of particles in a gas.

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