Poisson distribution 1

Poisson distribution
Poisson

Probability mass function

The horizontal axis is the index k, the number of occurrences. The function is only defined at integer values of k. The
connecting lines are only guides for the eye.
Cumulative distribution function

The horizontal axis is the index k, the number of occurrences. The CDF is discontinuous at the integers of k and flat
everywhere else because a variable that is Poisson distributed only takes on integer values.
Notation
Parameters λ > 0 (real)
Support k ∈ { 0, 1, 2, 3, ... }
PMF

CDF
--or-- (for where is the

Incomplete gamma function and is the floor function)

Mean
Median
Mode
Variance
Skewness
Ex. kurtosis
Poisson distribution 2

Entropy
(for large )

MGF
CF
PGF

In probability theory and statistics, the Poisson distribution (pronounced [pwasɔ̃]) is a discrete probability
distribution that expresses the probability of a given number of events occurring in a fixed interval of time and/or
space if these events occur with a known average rate and independently of the time since the last event.[1] (The
Poisson distribution can also be used for the number of events in other specified intervals such as distance, area or
volume.)
For instance, suppose someone typically gets on the average 4 pieces of mail per day. There will be, however, a
certain spread: sometimes a little more, sometimes a little less, once in a while nothing at all.[2] Given only the
average rate, for a certain period of observation (pieces of mail per day, phonecalls per hour, etc.), and assuming that
the process, or mix of processes, that produce the event flow are essentially random, the Poisson distribution
specifies how likely it is that the count will be 3, or 5, or 11, or any other number, during one period of observation.
That is, it predicts the degree of spread around a known average rate of occurrence.[2]
The distribution's practical usefulness has been described by the Poisson law of large numbers.[3]

History
The distribution was first introduced by Siméon Denis Poisson (1781–1840) and published, together with his
probability theory, in 1837 in his work Recherches sur la probabilité des jugements en matière criminelle et en
matière civile (“Research on the Probability of Judgments in Criminal and Civil Matters”).[4] The work focused on
certain random variables N that count, among other things, the number of discrete occurrences (sometimes called
“arrivals”) that take place during a time-interval of given length. The result had been given previously by Abraham
de Moivre (1711) in De Mensura Sortis seu; de Probabilitate Eventuum in Ludis a Casu Fortuito Pendentibus in
Philosophical Transactions of the Royal Society, p. 219.[5]
A practical application of this distribution was made by Ladislaus Bortkiewicz in 1898 when he was given the task
of investigating the number of soldiers in the Prussian army killed accidentally by horse kick; this experiment
introduced the Poisson distribution to the field of reliability engineering.[6]

Definition
A discrete stochastic variable X is said to have a Poisson distribution with parameter λ>0, if for k = 0, 1, 2, ... the
probability mass function of X is given by:

where
• e is the base of the natural logarithm (e = 2.71828...)
• k! is the factorial of k.
The positive real number λ is equal to the expected value of X, but also to the variance:
Poisson distribution 3

The Poisson distribution can be applied to systems with a large number of possible events, each of which is rare. The
Poisson distribution is sometimes called a Poissonian.

Properties

Mean
• The expected value of a Poisson-distributed random variable is equal to λ and so is its variance.
• The coefficient of variation is , while the index of dispersion is 1.[5]
• The mean deviation about the mean is[5]

• The mode of a Poisson-distributed random variable with non-integer λ is equal to , which is the largest
integer less than or equal to λ. This is also written as floor(λ). When λ is a positive integer, the modes are λ and
λ − 1.
• All of the cumulants of the Poisson distribution are equal to the expected value λ. The nth factorial moment of the
Poisson distribution is λn.

Median
Bounds for the median ( ν ) of the distribution are known and are sharp:[7]

Higher moments
• The higher moments mk of the Poisson distribution about the origin are Touchard polynomials in λ:

where the {braces} denote Stirling numbers of the second kind.[8] The coefficients of the polynomials have a
combinatorial meaning. In fact, when the expected value of the Poisson distribution is 1, then Dobinski's formula
says that the nth moment equals the number of partitions of a set of size n.
• Sums of Poisson-distributed random variables:

If are independent, and , then .[9]

A converse is Raikov's theorem, which says that if the sum of two independent random variables is
Poisson-distributed, then so is each of those two independent random variables.[10]
Poisson distribution 4

Other properties
• The Poisson distributions are infinitely divisible probability distributions.[11][12]
• The directed Kullback-Leibler divergence of Pois(λ0) from Pois(λ) is given by

• Bounds for the tail probabilities of a Poisson random variable can be derived using a Chernoff
bound argument.[13]

Related distributions
• If and are independent, then the difference follows a
Skellam distribution.
• If and are independent, then the distribution of conditional on
is a binomial distribution. Specifically, given ,
. More generally, if X1, X2,..., Xn are independent Poisson random variables
with parameters λ1, λ2,..., λn then

given . In fact,

• If and the distribution of , conditional on X = k, is a binomial distribution,

, then the distribution of Y follows a Poisson distribution .
In fact, if , conditional on X = k, follows a multinomial distribution,
, then each follows an independent Poisson distribution

• The Poisson distribution can be derived . as a limiting case to the binomial distribution as the number of trials goes
to infinity and the expected number of successes remains fixed — see law of rare events below. Therefore it can
be used as an approximation of the binomial distribution if n is sufficiently large and p is sufficiently small. There
is a rule of thumb stating that the Poisson distribution is a good approximation of the binomial distribution if n is
at least 20 and p is smaller than or equal to 0.05, and an excellent approximation if n ≥ 100 and np ≤ 10.[14]

• The Poisson distribution is a special case of generalized stuttering Poisson distribution (or stuttering Poisson
distribution) with only a parameter.[15] Stuttering Poisson distribution can be deduced from the limiting
distribution of multinomial distribution.
• For sufficiently large values of λ, (say λ>1000), the normal distribution with mean λ and variance λ (standard
deviation ), is an excellent approximation to the Poisson distribution. If λ is greater than about 10, then the
normal distribution is a good approximation if an appropriate continuity correction is performed, i.e., P(X ≤ x),
where (lower-case) x is a non-negative integer, is replaced by P(X ≤ x + 0.5).

• Variance-stabilizing transformation: When a variable is Poisson distributed, its square root is approximately
normally distributed with expected value of about and variance of about 1/4.[16][17] Under this
Poisson distribution 5

transformation, the convergence to normality (as λ increases) is far faster than the untransformed variable. Other,
slightly more complicated, variance stabilizing transformations are available,[17] one of which is Anscombe
transform. See Data transformation (statistics) for more general uses of transformations.
• If for every t > 0 the number of arrivals in the time interval [0,t] follows the Poisson distribution with mean λ t,
then the sequence of inter-arrival times are independent and identically distributed exponential random variables
having mean 1 / λ.[18]
• The cumulative distribution functions of the Poisson and chi-squared distributions are related in the following
ways:[19]

and[20]

Occurrence
Applications of the Poisson distribution can be found in many fields related to counting:[21]
• Electrical system example: telephone calls arriving in a system.
• Astronomy example: photons arriving at a telescope.
• Biology example: the number of mutations on a strand of DNA per unit length.
• Management example: customers arriving at a counter or call centre.
• Civil Engineering example: cars arriving at a traffic light.
• Finance and Insurance example: Number of Losses/Claims occurring in a given period of Time.
• Earthquake Seismology example: An asymptotic Poisson model of seismic risk for large earthquakes. (Lomnitz,
1994).
The Poisson distribution arises in connection with Poisson processes. It applies to various phenomena of discrete
properties (that is, those that may happen 0, 1, 2, 3, ... times during a given period of time or in a given area)
whenever the probability of the phenomenon happening is constant in time or space. Examples of events that may be
modelled as a Poisson distribution include:
• The number of soldiers killed by horse-kicks each year in each corps in the Prussian cavalry. This example was
made famous by a book of Ladislaus Josephovich Bortkiewicz (1868–1931).
• The number of yeast cells used when brewing Guinness beer. This example was made famous by William Sealy
Gosset (1876–1937).[22]
• The number of phone calls arriving at a call centre per minute.
• The number of goals in sports involving two competing teams.[23]
• The number of deaths per year in a given age group.
• The number of jumps in a stock price in a given time interval.
• Under an assumption of homogeneity, the number of times a web server is accessed per minute.
• The number of mutations in a given stretch of DNA after a certain amount of radiation.
• The proportion of cells that will be infected at a given multiplicity of infection.
Poisson distribution 6

Derivation of Poisson distribution — The law of rare events

In several of the above
examples—such as, the number of
mutations in a given sequence of
DNA—the events being counted are
actually the outcomes of discrete trials,
and would more precisely be modelled
using the binomial distribution, that is

In such cases n is very large and p is

very small (and so the expectation np
is of intermediate magnitude). Then
the distribution may be approximated
by the less cumbersome Poisson
distribution

This is sometimes known as the law of

rare events, since each of the n
individual Bernoulli events rarely
occurs. The name may be misleading
Comparison of the Poisson distribution (black lines) and the binomial distribution with
because the total count of success
n=10 (red circles), n=20 (blue circles), n=1000 (green circles). All distributions have a
events in a Poisson process need not be mean of 5. The horizontal axis shows the number of events k. Notice that as n gets larger,
rare if the parameter np is not small. the Poisson distribution becomes an increasingly better approximation for the binomial
For example, the number of telephone distribution with the same mean.

calls to a busy switchboard in one hour

follows a Poisson distribution with the events appearing frequent to the operator, but they are rare from the point of
view of the average member of the population who is very unlikely to make a call to that switchboard in that hour.

The word law is sometimes used as a synonym of probability distribution, and convergence in law means
convergence in distribution. Accordingly, the Poisson distribution is sometimes called the law of small numbers
because it is the probability distribution of the number of occurrences of an event that happens rarely but has very
many opportunities to happen. The Law of Small Numbers is a book by Ladislaus Bortkiewicz about the Poisson
distribution, published in 1898. Some have suggested that the Poisson distribution should have been called the
Bortkiewicz distribution.[24]

Multi-dimensional Poisson process

The poisson distribution arises as the distribution of counts of occurrences of events in (multidimensional) intervals
in multidimensional Poisson processes in a directly equivalent way to the result for unidimensional processes. This,is
D is any region the multidimensional space for which |D|, the area or volume of the region, is finite, and if N(D) is
count of the number of events in D, then
Poisson distribution 7

Other applications in science

In a Poisson process, the number of observed occurrences fluctuates about its mean λ with a standard deviation
. These fluctuations are denoted as Poisson noise or (particularly in electronics) as shot noise.
The correlation of the mean and standard deviation in counting independent discrete occurrences is useful
scientifically. By monitoring how the fluctuations vary with the mean signal, one can estimate the contribution of a
single occurrence, even if that contribution is too small to be detected directly. For example, the charge e on an
electron can be estimated by correlating the magnitude of an electric current with its shot noise. If N electrons pass a
point in a given time t on the average, the mean current is ; since the current fluctuations should be of
the order (i.e., the standard deviation of the Poisson process), the charge can be estimated from
the ratio .
An everyday example is the graininess that appears as photographs are enlarged; the graininess is due to Poisson
fluctuations in the number of reduced silver grains, not to the individual grains themselves. By correlating the
graininess with the degree of enlargement, one can estimate the contribution of an individual grain (which is
otherwise too small to be seen unaided). Many other molecular applications of Poisson noise have been developed,
e.g., estimating the number density of receptor molecules in a cell membrane.

Generating Poisson-distributed random variables

A simple algorithm to generate random Poisson-distributed numbers (pseudo-random number sampling) has been
given by Knuth (see References below):

algorithm poisson random number (Knuth):

init:
Let L ← e−λ, k ← 0 and p ← 1.
do:
k ← k + 1.
Generate uniform random number u in [0,1] and let p ← p × u.
while p > L.
return k − 1.

While simple, the complexity is linear in λ. There are many other algorithms to overcome this. Some are given in
Ahrens & Dieter, see References below. Also, for large values of λ, there may be numerical stability issues because
of the term e−λ. One solution for large values of λ is Rejection sampling, another is to use a Gaussian approximation
to the Poisson.
Inverse transform sampling is simple and efficient for small values of λ, and requires only one uniform random
number u per sample. Cumulative probabilities are examined in turn until one exceeds u.
Poisson distribution 8

Parameter estimation

Maximum likelihood
Given a sample of n measured values ki we wish to estimate the value of the parameter λ of the Poisson population
from which the sample was drawn. The maximum likelihood estimate is [25]

Since each observation has expectation λ so does this sample mean. Therefore the maximum likelihood estimate is
an unbiased estimator of λ. It is also an efficient estimator, i.e. its estimation variance achieves the Cramér–Rao
lower bound (CRLB). Hence it is MVUE. Also it can be proved that the sample mean is a complete and sufficient
statistic for λ.

Confidence interval
The confidence interval for a Poisson mean is calculated using the relationship between the Poisson and Chi-square
distributions, and can be written as:

where k is the number of event occurrences in a given interval and is the chi-square deviate with lower
[19][26]
tail area p and degrees of freedom n. This interval is 'exact' in the sense that its coverage probability is never
less than the nominal 1 – α.
When quantiles of the chi-square distribution are not available, an accurate approximation to this exact interval was
proposed by DP Byar (based on the Wilson–Hilferty transformation):[27]

where denotes the standard normal deviate with upper tail area α / 2.
For application of these formulae in the same context as above (given a sample of n measured values ki), one would
set

calculate an interval for μ=nλ, and then derive the interval for λ.

Bayesian inference
In Bayesian inference, the conjugate prior for the rate parameter λ of the Poisson distribution is the gamma
distribution. [28] Let

denote that λ is distributed according to the gamma density g parameterized in terms of a shape parameter α and an
inverse scale parameter β:

Then, given the same sample of n measured values ki as before, and a prior of Gamma(α, β), the posterior
distribution is
Poisson distribution 9

The posterior mean E[λ] approaches the maximum likelihood estimate in the limit as .
The posterior predictive distribution for a single additional observation is a negative binomial distribution
distribution, sometimes called a Gamma-Poisson distribution.

Bivariate Poisson distribution

This distribution has been extended to the bivariate case.[29] The generating function for this distribution is

with

The marginal distributions are Poisson( θ1 ) and Poisson( θ2 ) and the correlation coefficient is limited to the range

The Skellam distribution is a particular case of this distribution.

Notes
[1] Frank A. Haight (1967). Handbook of the Poisson Distribution. New York: John Wiley & Sons.
[2] "Statistics | The Poisson Distribution" (http:/ / www. umass. edu/ wsp/ statistics/ lessons/ poisson/ index. html). Umass.edu. 2007-08-24. .
Retrieved 2012-04-05.
[3] Gullberg, Jan (1997). Mathematics from the birth of numbers. New York: W. W. Norton. pp. 963–965. ISBN 0-393-04002-X.
[4] S.D. Poisson, Probabilité des jugements en matière criminelle et en matière civile, précédées des règles générales du calcul des probabilitiés
(Paris, France: Bachelier, 1837), page 206 (http:/ / books. google. com/ books?id=uovoFE3gt2EC& pg=PA206#v=onepage& q& f=false).
[5] Johnson, N.L., Kotz, S., Kemp, A.W. (1993) Univariate Discrete distributions (2nd edition). Wiley. ISBN 0-471-54897-9, p157
[6] Ladislaus von Bortkiewicz, Das Gesetz der kleinen Zahlen [The law of small numbers] (Leipzig, Germany: B.G. Teubner, 1898). On page 1
(http:/ / books. google. com/ books?id=o_k3AAAAMAAJ& pg=PA1#v=onepage& q& f=false), Bortkiewicz presents the Poisson distribution.
On pages 23-25 (http:/ / books. google. com/ books?id=o_k3AAAAMAAJ& pg=PA23#v=onepage& q& f=false), Bortkiewicz presents his
famous analysis of "4. Beispiel: Die durch Schlag eines Pferdes im preussischen Heere Getöteten." (4. Example: Those killed in the Prussian
army by a horse's kick.).
[7] Choi KP (1994) On the medians of Gamma distributions and an equation of Ramanujan. Proc Amer Math Soc 121 (1) 245–251
[8] Riordan, John (1937). "Moment recurrence relations for binomial, Poisson and hypergeometric frequency distributions". Annals of
Mathematical Statistics 8: 103–111. Also see Haight (1967), p. 6.
[9] E. L. Lehmann (1986). Testing Statistical Hypotheses (second ed.). New York: Springer Verlag. ISBN 0-387-94919-4. page 65.
[10] Raikov, D. (1937). On the decomposition of Poisson laws. Comptes Rendus (Doklady) de l' Academie des Sciences de l'URSS, 14, 9–11.
(The proof is also given in von Mises, Richard (1964). Mathematical Theory of Probability and Statistics. New York: Academic Press.)
[11] Laha, R. G. and Rohatgi, V. K.. Probability Theory. New York: John Wiley & Sons. p. 233. ISBN 0-471-03262-X.
[12] Johnson, N.L., Kotz, S., Kemp, A.W. (1993) Univariate Discrete distributions (2nd edition). Wiley. ISBN 0-471-54897-9, p159
[13] Massimo Franceschetti and Olivier Dousse and David N. C. Tse and Patrick Thiran (2007). "Closing the Gap in the Capacity of Wireless
Networks Via Percolation Theory" (http:/ / circuit. ucsd. edu/ ~massimo/ Journal/ IEEE-TIT-Capacity. pdf). IEEE Transactions on
Information Theory 53 (3): 1009–1018. .
[14] NIST/SEMATECH, ' 6.3.3.1. Counts Control Charts (http:/ / www. itl. nist. gov/ div898/ handbook/ pmc/ section3/ pmc331. htm)',
e-Handbook of Statistical Methods, accessed 25 October 2006
[15] Huiming, Zhang; Lili Chu, Yu Diao (2012). "Some Properties of the Generalized Stuttering Poisson Distribution and its Applications".
Studies in Mathematical Sciences 5 (1): 11–26. doi:10.3968/j.sms.1923845220120501.Z0697.
[16] McCullagh, Peter; Nelder, John (1989). Generalized Linear Models. London: Chapman and Hall. ISBN 0-412-31760-5. page 196 gives the
approximation and higher order terms.
[17] Johnson, N.L., Kotz, S., Kemp, A.W. (1993) Univariate Discrete distributions (2nd edition). Wiley. ISBN 0-471-54897-9, p163
[18] S. M. Ross (2007). Introduction to Probability Models (ninth ed.). Boston: Academic Press. ISBN 978-0-12-598062-3. pp. 307–308.
[19] Johnson, N.L., Kotz, S., Kemp, A.W. (1993) Univariate Discrete distributions (2nd edition). Wiley. ISBN 0-471-54897-9, p171
[20] Johnson, N.L., Kotz, S., Kemp, A.W. (1993) Univariate Discrete distributions (2nd edition). Wiley. ISBN 0-471-54897-9, p153
[21] "The Poisson Process as a Model for a Diversity of Behavioural Phenomena" (http:/ / www. rasch. org/ memo1963. pdf)
[22] Philip J. Boland. "A Biographical Glimpse of William Sealy Gosset" (http:/ / wfsc. tamu. edu/ faculty/ tdewitt/ biometry/ Boland PJ (1984)
American Statistician 38 179-183 - A biographical glimpse of William Sealy Gosset. pdf). The American Statistician, Vol. 38, No. 3. (Aug.,
1984), pp. 179-183.. . Retrieved 2011-06-22. "At the turn of the 19th century, Arthur Guinness, Son & Co. became interested in hiring
Poisson distribution 10

scientists to analyze data concerned with various aspects of its brewing process. Gosset was to be one of the first of these scientists, and so it
was that in 1899 he moved to Dublin to take up a job as a brewer at St. James' Gate... Student published 22 papers, the first of which was
entitled "On the Error of Counting With a Haemacytometer" (Biometrika, 1907). In it, Student illustrated the practical use of the Poisson
distribution in counting the number of yeast cells on a square of a haemacytometer. Up until just before World War II, Guinness would not
allow its employees to publish under their own names, and hence Gosset chose to write under the pseudonym of "Student.""
[23] "Using Poisson Distribution for Soccer Betting" (http:/ / www. pinnaclesports. com/ online-betting-articles/ strategy/ soccer/ poisson)
[24] Good, I. J. (1986). "Some statistical applications of Poisson's work". Statistical Science 1 (2): 157–180. doi:10.1214/ss/1177013690.
JSTOR 2245435.
[25] Paszek, Ewa. "Maximum Likelihood Estimation - Examples" (http:/ / cnx. org/ content/ m13500/ latest/ ?collection=col10343/ latest). .
[26] Garwood, F. (1936). "Fiducial Limits for the Poisson Distribution". Biometrika 28 (3/4): 437–442. doi:10.1093/biomet/28.3-4.437.
[27] Breslow, NE; Day, NE (1987). Statistical Methods in Cancer Research: Volume 2—The Design and Analysis of Cohort Studies (http:/ /
www. iarc. fr/ en/ publications/ pdfs-online/ stat/ sp82/ index. php). Paris: International Agency for Research on Cancer.
ISBN 978-92-832-0182-3. .
[28] Fink, Daniel (1997) A Compendium of Conjugate Priors
[29] Loukas S, Kemp CD (1986) The index of dispersion test for the bivariate Poisson distribution. Biometrics 42(4) 941-948

References
• Joachim H. Ahrens, Ulrich Dieter (1974). "Computer Methods for Sampling from Gamma, Beta, Poisson and
Binomial Distributions". Computing 12 (3): 223–246. doi:10.1007/BF02293108.
• Joachim H. Ahrens, Ulrich Dieter (1982). "Computer Generation of Poisson Deviates". ACM Transactions on
Mathematical Software 8 (2): 163–179. doi:10.1145/355993.355997.
• Ronald J. Evans, J. Boersma, N. M. Blachman, A. A. Jagers (1988). "The Entropy of a Poisson Distribution:
Problem 87-6". SIAM Review 30 (2): 314–317. doi:10.1137/1030059.
• Donald E. Knuth (1969). Seminumerical Algorithms. The Art of Computer Programming, Volume 2. Addison
Wesley.
Article Sources and Contributors 11

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