Poisson Distribution


By using \lambda as a parameter, the Poisson distribution is defined as follows:



The expectation value and variance of Poisson distribution can be computed as follows:

E[X]=\int_{-\infty}^\infty kf(k) dk = \lambda


V[X]=\int_{-\infty}^\infty (k-E[X])^2f(k) dk = \lambda


The Generating function of the Poisson distribution can be evaluated as follows:

G[x]=\sum_{k=0}^\infty f(k)x^k=e^{\lambda(x-1)}



Comments are closed.