Physics307L:Schedule/Week 10 agenda/Poisson

Poisson Distribution

 * $$p(k;\lambda)=\frac{\lambda^k e^{-\lambda}}{k!},\,\!$$ (This is a probability mass function)

Is the limit of the bionomial distribution when probability of success goes to zero, number of trials goes to infinity, and p*n = lambda
$$\ \sigma_{k}\, =\, \sqrt{\lambda}$$

For a given collection of data, thought to be Poisson distributed, the maximum likelihood fit is

 * $$\lambda = \frac {\sum{x_i}}{N}, $$

Example: decay of radioactive sample

 * $$p_\mathrm{Poisson}(k;\lambda) \approx p_\mathrm{normal}(k;\mu=\lambda,\sigma^2=\lambda)\,$$