Poisson distribution

The Poisson distribution (or Poisson law of small numbers) is a discrete probability distribution that expresses the probability of a number of events occurring in a fixed period of time if these events occur with a known average rate and independently of the time since the last event. (1781–1840) and published, together with his probability theory, in 1838 in a paper 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. If the expected number of occurrences in this interval is λ, then the probability that there are exactly k occurrences (k being a non-negative integer, k = 0, 1, 2, ...) is equal to


where:
e is the base of the natural logarithm (e = 2.71828...) 
k is the number of occurrences of an event - the probability of which is given by the function
k! is the factorial of k
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.The Poisson distribution can be applied to systems with a large number of possible events, each of which is rare. A classic example is the nuclear decay of atoms.

 Probability

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. Adapted for Wiki