The Poisson Distribution We can use the Poisson distribution to estimate the probability of arrivals...
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Transcript of The Poisson Distribution We can use the Poisson distribution to estimate the probability of arrivals...
The Poisson Distribution
We can use the Poisson distribution to estimate the
probability of arrivals at a car wash in one hour or the number of leaks in 100 miles of pipeline. Bell Labs
uses it to model the arrival of phone calls.
The Poisson Distribution
The Poisson distribution is defined by:
!)(
x
exf
x
Where f(x) is the probability of x occurrences in an interval
is the expected value or mean value of occurrences within an interval
e is the natural logarithm. e = 2.71828
Properties of the Poisson Distribution
1. The probability of occurrences is the same for any two intervals of equal length.
2. The occurrence or nonoccurrence of an event in one interval is independent of an occurrence on nonoccurrence of an event in any other interval
Example: Mercy Hospital
Poisson Probability Function
Patients arrive at the
emergency room of Mercy
Hospital at the average
rate of 6 per hour on
weekend evenings.
What is the
probability of 4 arrivals in
30 minutes on a weekend evening?
MERCYMERCY
Example: Mercy HospitalExample: Mercy Hospital
Poisson Probability FunctionPoisson Probability Function
4 33 (2.71828)(4) .1680
4!f
4 33 (2.71828)
(4) .16804!
f
MERCYMERCY
= 6/hour = 3/half-hour, = 6/hour = 3/half-hour, xx = 4 = 4
Using Excel to ComputeUsing Excel to ComputePoisson ProbabilitiesPoisson Probabilities
Formula WorksheetFormula Worksheet
A B
1 3 = Mean No. of Occurrences ( ) 2
3Number of Arrivals (x ) Probability f (x )
4 0 =POISSON(A4,$A$1,FALSE)5 1 =POISSON(A5,$A$1,FALSE)6 2 =POISSON(A6,$A$1,FALSE)7 3 =POISSON(A7,$A$1,FALSE)8 4 =POISSON(A8,$A$1,FALSE)9 5 =POISSON(A9,$A$1,FALSE)
10 6 =POISSON(A10,$A$1,FALSE)
… and so on … and so on
MERCYMERCY
Value WorksheetValue Worksheet
Using Excel to ComputeUsing Excel to ComputePoisson ProbabilitiesPoisson Probabilities
A B
1 3 = Mean No. of Occurrences ( ) 2
3Number of Arrivals (x ) Probability f (x )
4 0 0.04985 1 0.14946 2 0.22407 3 0.22408 4 0.16809 5 0.1008
10 6 0.0504
… and so on … and so on
MERCYMERCY
Poisson Distribution of ArrivalsPoisson Distribution of Arrivals
Example: Mercy HospitalExample: Mercy Hospital MERCYMERCY
Poisson Probabilities
0.00
0.05
0.10
0.15
0.20
0.25
0 1 2 3 4 5 6 7 8 9 10
Number of Arrivals in 30 Minutes
Pro
bab
ilit
y
actually, actually, the the
sequencesequencecontinues:continues:11, 12, …11, 12, …
Problem 31, p. 229
a. Write the appropriate Poisson distribution
b. What is the average number of occurrences in three time periods?
c. Write the appropriate Poisson function to determine the probability of x occurrences in three time periods.
d. Compute the probability of two occurrences in one time period.
e. Compute the probability of six occurrences in three time periods.
f. Compute the probability of five occurrences in two time periods.
Consider a Poisson probability distribution with an average number of occurrences of two per period.
Problem 31, p. 229
!
2)(
2
X
exf
x
6
!
6)(
6
X
exf
x
27067.2
5413.
!2
2)2(
22
e
f
(a)
(b)
(c)
(d)
Problem 31, p. 229
16062.!6
6)6(
66
e
f
15629.!5
4)5(
55
e
f(e)
(d)
Poisson Distribution for Ex. 39, p. 229
0
0.1
0.2
0.3
0 1 2 3 4 5 6 7
No. of Occurrences Per Interval
f(x
)
Problem 31, p. 229
The Hypergeometric Distribution
This is similar to the binominal distribution
except: (1) the trials are NOT independent; and (2) the probability of success (ρ) changes from trial to
trial.
Hypergeometric Distribution
Let r denote in the population size N labeled a success.
N – r is the number of elements in the population labeled failure.
The hypergeometric distribution is used to compute the probability that in a random
selection of n elements, selected without replacement, we obtain x elements labeled
success and N – x elements labeled failure.
Notice that the x successes must be pulled from the r
number of successes in the population and the n - x
failures must be drawn from a population of N – r failures
Hypergeometric Distribution
rx
n
N
xn
rN
x
r
xf
0 allfor )(
Where
n = the number of trials.
N = number of elements in the population
r = number of elements in the population labeled a success
Hypergeometric Distribution
rx
n
N
xn
rN
x
r
xf
0 allfor )(
Number of ways a sample of size n can be selected from a population of size N
Number of ways a sample of size x successes can be selected from a population of size r
Number of ways a sample of size n -x failures can be selected from a population of size N -r
Example: Neveready
Hypergeometric Probability DistributionBob Neveready has removed two
dead batteries from a flashlight andinadvertently mingled them withthe two good batteries he intendedas replacements. The four batteries look identical.
Bob now randomly selects two of the four batteries. What is the probability he selects the two good batteries?
ZAPZAP ZA
PZ
AP
ZAP ZAPZAPZAP
Example: Neveready Hypergeometric Probability Distribution
2 2 2! 2!
2 0 2!0! 0!2! 1( ) .167
4 4! 62 2!2!
r N r
x n xf x
N
n
2 2 2! 2!
2 0 2!0! 0!2! 1( ) .167
4 4! 62 2!2!
r N r
x n xf x
N
n
where:where: xx = 2 = number of = 2 = number of goodgood batteries selected batteries selected
nn = 2 = number of batteries selected = 2 = number of batteries selected NN = 4 = number of batteries in total = 4 = number of batteries in total rr = 2 = number of = 2 = number of goodgood batteries in total batteries in total
Using Excel to ComputeUsing Excel to ComputeHypergeometric ProbabilitiesHypergeometric Probabilities
Formula WorksheetFormula Worksheet
A B
1 2 Number of Successes (x ) 2 2 Number of Trials (n ) 3 2 Number of Elements in the Population Labeled Success (r ) 4 4 Number of Elements in the Population (N ) 5 6 f (x ) =HYPGEOMDIST(A1,A2,A3,A4)7
Value WorksheetValue Worksheet
Using Excel to ComputeUsing Excel to ComputeHypergeometric ProbabilitiesHypergeometric Probabilities
A B
1 2 Number of Successes (x ) 2 2 Number of Trials (n ) 3 2 Number of Elements in the Population Labeled Success (r ) 4 4 Number of Elements in the Population (N ) 5 6 f (x ) 0.16677