The Poisson Distribution (AQA A-Level Further Maths): Revision Notes
The Poisson Distribution
What is the Poisson distribution?
The Poisson distribution is a discrete probability distribution that models the number of random events occurring in a fixed interval of time or space. It's particularly useful when we want to count occurrences of events that happen independently at a constant average rate.
The word "random" here has a specific meaning. Events are considered random if:
- The occurrence of an event at any particular point in time or space is independent of what happens elsewhere
- The probability of an event happening in a small interval is constant across all positions in time or space
- Events cannot occur simultaneously
We call these random occurrences in continuous time or space a Poisson process.
Common examples of Poisson processes
The Poisson distribution can model many real-world situations:
- The number of radioactive disintegrations in fixed time intervals
- The number of stars of a given type in fixed volumes of space
- The number of telephone calls received in one-hour intervals
- The number of customers arriving at a shop in fixed time periods
- The number of accidents occurring on a stretch of road per month
In practice, although the Poisson distribution theoretically allows any non-negative integer value (0, 1, 2, 3, ...), there will almost always be a practical upper limit on the variable.
The probability distribution function
If represents the number of random events occurring in a given interval of time or space, and (lambda) is the mean number of occurrences in that interval, then the probability distribution function is:
We write this as:
This notation means " follows a Poisson distribution with parameter ".
Understanding the components:
- is the mathematical constant approximately equal to 2.71828
- (lambda) is the parameter of the distribution - it represents the mean rate of occurrence
- is the factorial of (e.g., )
- takes values 0, 1, 2, 3, ... (all non-negative integers)
Key properties of the Poisson distribution
The most important property of the Poisson distribution is a defining characteristic that sets it apart from other distributions.
For a Poisson distribution, mean = variance =
This can be written mathematically as:
This property is unique to the Poisson distribution and is extremely useful. It allows us to test whether observed data is likely to follow a Poisson distribution by comparing the sample mean and sample variance - if they're approximately equal, the data may be Poisson distributed.
Calculating mean and variance from the PDF
If has a Poisson distribution with parameter , we can prove that:
These formulas confirm that both the mean and variance equal .
When to use the Poisson distribution
Before applying the Poisson distribution to a problem, you must verify that the conditions are met. The conditions for using a Poisson distribution are:
Conditions for Poisson Distribution (RICE):
- Random arrivals - Events must occur randomly and independently
- Independence - Events must be independent of each other (one event doesn't affect another)
- Constant rate - The average rate of occurrence must be constant throughout the interval
- Events don't overlap - Events cannot occur at exactly the same instant (no queues or overlapping events)
In exam questions, you may need to explain why a Poisson distribution is appropriate. Common scenarios include:
- Traffic on a quiet rural road or motorway with free-flowing traffic (no queues)
- Events occurring randomly and independently in time
- Situations where the average rate is constant
Always check these conditions before using the Poisson distribution.
Calculating probabilities using the Poisson distribution
You can calculate Poisson probabilities using three methods:
- The probability distribution function directly
- A calculator with statistical functions
- Statistical tables
Worked Example 1: Radioactive Disintegrations
Problem: A Geiger counter detects radioactive disintegrations at a mean rate of 23 per minute. Find the probability that in a randomly chosen minute there will be exactly 20 disintegrations.
Solution:
Let be the number of disintegrations in a randomly chosen minute.
Step 1: Check conditions. Radioactive disintegrations occur randomly and independently, so we can use a Poisson distribution with .
Therefore:
Step 2: We need to find .
Using the probability distribution function:
Answer: The probability is 0.072 or 7.2%
Worked Example 2: Between 21 and 23 Disintegrations
Problem: Using the same scenario (mean rate = 23 per minute), find the probability that there will be between 21 and 23 inclusive disintegrations.
Solution:
We need:
Substitute , , and into the formula with :
Answer: The probability is 0.245 or 24.5%
Calculator tip: Always verify your answers using your calculator's Poisson function to avoid arithmetic errors.
Completing probability tables
Worked Example 3: Completing a Probability Table
Problem: A random variable has a Poisson distribution with parameter . Complete the following probability table:
Solution:
Since , we use to find the missing probabilities:
For :
For :
For :
For :
The completed table shows:
| 0 | 1 | 2 | 3 | 4 | 5 | 6 | >6 | |
|---|---|---|---|---|---|---|---|---|
| 0.135 | 0.271 | 0.271 | 0.180 | 0.090 | 0.036 | 0.012 | 0.005 |
Estimating mean and variance from the table
Using the probability distribution, we can calculate:
Notice that the mean and variance are approximately equal, confirming the Poisson property.
Standard deviation and probability intervals
Worked Example 4: Probability Within One Standard Deviation
Problem: For a random variable with Poisson distribution :
- Write down the mean and variance
- Find the probability that a randomly chosen value will be within 1 standard deviation of the mean
Solution:
Part a: Since :
- Mean
- Variance
Part b: The standard deviation is the square root of the variance:
We need:
Since is discrete, this is equivalent to:
From the table in Example 3:
Answer: The probability is 0.722 or 72.2%
Exam tip: Remember that for discrete distributions, you must work with integer values only. The inequality translates to .
Testing whether data follows a Poisson distribution
One practical application is determining whether observed data is likely to come from a Poisson distribution.
The Key Test:
If data follows a Poisson distribution, then mean ≈ variance
This simple comparison allows you to quickly assess whether the Poisson model is appropriate for your data.
Worked Example 5: Deaths from Horse Kicks
Problem: The table shows data about deaths from horse kicks in 10 units of the Prussian Army over 20 years (200 observations in total). Decide whether this data is likely to follow a Poisson distribution.
| Number of deaths, | 0 | 1 | 2 | 3 | 4 |
|---|---|---|---|---|---|
| Frequency | 109 | 65 | 22 | 3 | 1 |
Solution:
First, calculate the mean from the frequency table:
Next, calculate the variance:
Conclusion: Mean variance (both approximately 0.61), so the data is likely to be Poisson distributed.
Calculator tip: Use your calculator's statistical functions to find these values quickly and accurately.
Addition property of Poisson distributions
A powerful property of the Poisson distribution is that independent Poisson variables can be added together.
Addition Property of Independent Poisson Variables:
If are independent random variables, each with a Poisson distribution with the same parameter , then:
has a Poisson distribution with parameter . We write:
More generally, if and are two independent random variables with:
Then:
Important consequence
If events occur randomly at a rate of per given interval, then the number of events in such intervals is a Poisson random variable with mean .
Worked examples using the addition property
Worked Example 6: Events in Multiple Time Intervals
Problem: Events occur randomly at a mean rate of per hour. Find the probability that exactly 3 events occur in a randomly chosen two-hour period.
Solution:
Let be the number of events in the first hour, and be the number in the second hour.
Then: and
The total number of events in 2 hours is:
By the addition property:
We need to find .
There are multiple ways this could happen:
- 3 events in first hour, 0 in second:
- 2 events in first hour, 1 in second:
- 1 event in first hour, 2 in second:
- 0 events in first hour, 3 in second:
However, it's much simpler to use the addition property that :
This is the probability distribution function of a Poisson distribution with mean .
Worked Example 7: Cars Passing a Checkpoint
Problem: Cars pass a traffic checkpoint at a rate of 2 per hour. Find the probability that in a two-hour period, more than 2 cars pass, assuming the conditions for a Poisson distribution are met.
Solution:
Step 1: Check conditions. A Poisson distribution requires random arrivals with free-flowing traffic (no queues).
Step 2: Let be the number of cars passing in 2 hours.
A mean of 2 per hour is equivalent to per 2 hours.
Therefore:
Step 3: We need .
Using the complement rule:
Answer: The probability is 0.762 or 76.2%
Exam tip: When finding , it's often easier to calculate , especially for small values of .
Worked Example 8: Two Independent Time Periods
Problem: The number of cars passing a point on a quiet rural road between 7am and 8am is given by random variable . The same statistic for the interval 8am to 9am is given by random variable .
Given that and , find the probability that the total number of cars between 7am and 9am is between 50 and 60 inclusive.
Solution:
Part a: On a quiet rural road, cars are likely to arrive randomly and independently with no queuing, so the Poisson distribution is appropriate.
Part b: Let be the total number of cars passing between 7am and 9am.
Then:
Since and are independent Poisson variables:
We need:
Using a calculator or tables:
Answer: The probability is 0.53 or 53%
Problem-solving strategy for Poisson questions
When solving problems involving the Poisson distribution, follow this systematic approach:
Step 1: Check conditions
Ensure that the conditions for a Poisson distribution apply to the problem:
- Random and independent events
- Constant average rate
- Events cannot occur simultaneously
Step 2: Define the random variable
Use the probability distribution function to define the required probabilities clearly.
Step 3: Calculate probabilities
Use a calculator, statistical tables, or the Poisson distribution function to find probabilities.
Step 4: Apply standard results if needed
If required, use the formulas for mean and variance:
Step 5: State your conclusion
Give a clear final answer with appropriate units and context.
Remember!
Key Points to Remember:
-
The Poisson distribution models random events occurring in continuous time or space at a constant average rate
-
The probability distribution function is: for
-
The parameter (lambda) represents the mean number of occurrences in the given interval
-
Key property: For a Poisson distribution, mean = variance = . This is unique to Poisson and useful for testing whether data follows this distribution
-
Conditions for using Poisson: Events must be random, independent, occur at a constant rate, and cannot happen simultaneously (remember: RICE - Random, Independent, Constant rate, Events don't overlap)
-
Addition property: If and are independent, then . This is particularly useful for problems involving multiple time intervals
-
In exams, always check and state the conditions before applying the Poisson distribution, and use your calculator to verify probability calculations