# Physics307L F08:People/Knockel/Notebook/071010

## Contents

# Poisson Statistics

experimentalists: me (princess bradley) and Nikipoo

word of the week: DATUM

## Goal

By measuring random events that occur very rarely, I hope to analyze how well a Poisson and a Gaussian can fit the data. I believe the random events we are measuring to be cosmic radiation, but I am not sure. We are measuring whatever radiation can make its way through a "house" of lead bricks and then activate a NaI scintillator in the physics building at UNM.

## Theory

The binomial, Poisson, and Gaussian distributions are probability distributions. I will assume you know what probability distributions are.

### Binomial Distribution

Whatever radiation we are measuring is randomly occurring, which is why the binomial distribution is important. The binomial distribution concerns counting random events, and is given by

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle B(x)=\frac{N!}{x!(N-x)!}p^nq^{N-n}}**
,

where **Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle N}**
is the number of possible counts, **Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle p}**
is the probability of one of the counts occurring, and **Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle q}**
is the probability of one of those counts not occurring. Notice that . In the case of the radiation we are detecting, N is huge since there are many sources of radiation all over the universe, and p is tiny since the chances of that radiation being detected by our equipment is very small. The standard deviation of the binomial distribution is

,

and the mean is

.

### Poisson Distribution

When counting random events, the Poisson distribution (or "Poisson" for short) is often used when the random events have a low probability of occurring, that is, when is very small. The Poisson distribution is an approximation to the binomial distribution given that is small.**It is given by**

^{SJK 22:07, 22 October 2007 (CDT)},

where is the mean, and is the normalization coefficient so that the sum of P(x) for every non-negative integer x is 1. Notice that the Poisson distribution is only defined for non-negative integers, so it is not continuous, just like the binomial distribution. The standard deviation of the Poisson is

,

which clearly approximates the standard deviation of the binomial distribution.

According the the method of finding maximum likelihood, the best fit of a Poisson to data is to take the mean of the data to be . That is, the mean of the Poisson distribution that is the best fit is also the mean of the data.

^{SJK 23:30, 22 October 2007 (CDT)}

### Gaussian Distribution

When counting random events, the Gaussian distribution is often used when there is a high probability of a random event occurring (ie, when is substantial). The Gaussian can be derived from the binomial distribution and is an approximation to it. It is given by

,

where is the mean, is the standard deviation, and 1/√() is the normalization coefficient so that the integral over all ( to ) is 1. The Gaussian distribution is continuous, so it is called a "probability density function" (pdf).

According the the method of finding maximum likelihood, the best fit of a Gaussian to data is to take the mean of the data to be **Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle a}**
and the standard deviation of the data to be **Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \sigma}**
. That is, the mean and standard deviation of the Gaussian distribution that is the best fit is also the mean and standard deviation of the data.

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \sigma \ne}**√(

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle a}**), the Gaussian is a better fit than the Poisson for very large a=pN (remember that

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \sigma=}**√(

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle pN(1-p)}**) for the binomial distribution, which is what the Poisson approximates).

**However, in this experiment, N is so huge and p is so small that the standard deviation of the Gaussian should still be √(**

^{SJK 22:20, 22 October 2007 (CDT)}**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle a}**), so I would expect to see that the Poisson always does better than the Gaussian. The purpose of this experiment is to see how well the Gaussian will do for small

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle a=pN}**and compare it to how well the Poisson will do. The binomial distribution will be ignored since

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle N}**,

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle q}**, and

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle p}**are unknown, and since the factorials involved in the binomial distribution are ridiculously difficult to compute.

The Gaussian distribution's continuity and lack of computationally-difficult factorials makes it nice.

## Equipment

- photomultiplier tube (PMT) with NaI scintillator
- coaxial cables with BNC connectors
- about 40 lead bricks (needed to built a house for the PMT)
- high voltage power supply for the PMT (1000 V should do the trick)
- a means of acquiring data from the PMT so that frequency can be measured accurately (this is the trickiest part!)

I have just given a somewhat-general equipment-needed list since the specific equipment I am using will not affect the result of counting the signals from the PMT.

As for how *I* acquired data from the PMT, we used an amplifier to amplify the signal, which we connected to some chip in a computer, which works with really shitty software to, after changing many settings, measure frequency.

## Our setup

- We plugged in the high voltage power supply to the power outlet and then, using coaxial cables, to the PMT.
- Without using any radioactive source, we built a lead house around the PMT using the bricks (I think we did this to prevent local radioactive sources from altering the data, but I'm not sure).
- We then used a really weird contraption that connected the power supply to many things including our amplifier so that our amplifier had power.{
^{SJK 22:25, 22 October 2007 (CDT)} - We connected the amplifier, with coaxial cables, to the PMT and the computer chip.
- We then changed just about every setting that exists on the software (the shitty graphical interface made this difficult) to allow it to measure frequency (counts during a predetermined unit of time) and to allow it to put this frequency DATUM into a "bin." The program will automatically fill many of these bins over a long period of time before stopping.

## Procedure

The procedure was wonderfully easy since it is automated by software, but it took some time.

The data software has what is called a "dwell time," which is the predetermined unit of time that is associated with one bin. For smaller dwell times, the frequency data in the bins should become smaller making the Poisson a better choice. To study how well the Poisson and Gaussian could fit the data depending on dwell time, we used a wide range of dwell times: 10ms, 100ms, 1s, 10s, and 100s.

For dwell times 10ms, 100ms, and 100s, we had 4096 bins. For dwell times 1s and 10s, we only had 256 bins since more bins would have taken more time than we had (we could do 4096 bins for the 100s dwell time since we let the experiment run over the weekend).

More bins is better since more bins will "smooth out the bumps" on the probability distribution from the data according the the law of large numbers (the formula for standard error of the mean also reveals that more bins gives smaller error).

## Data and Results

In this section, I will give raw data plots and the calculations of mean and standard deviation of that data.

To denote the uncertainty of my mean, I will write the mean this way:

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle a=a\pm SE}**

where

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle SE=standard\ error\ of\ the\ mean=\frac{\sigma}{\sqrt{number\ of\ bins}}}**
.

Actually, reporting uncertainty is not very necessary since this experiment is not measuring some value with the mean, but I am giving it anyways since it gives me a clue on how well the data should fit its correct parent distribution (which is the binomial distribution) assuming systematic error is not huge. Also, since a Poisson is not a symmetric distribution with uneven error bars, the SE is not the best way to measure uncertainty, but it does the trick.

Notice that the means become ten times larger for each dwell time that is ten times larger, which is to be expected. There are some minor fluctuations due to random error of course, and some of these are due to systematic error or taking measurements on different days.

### 10ms

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle a=0.07666\pm0.00527\,}****Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \sigma=0.3373\,}**

### 100ms

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle a=0.6775\pm0.0157\,}****Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \sigma=1.006\,}**

### 1s

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle a=6.766\pm0.191\,}****Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \sigma=3.063\,}**

### 10s

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle a=69.23\pm0.69\,}****Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \sigma=11.07\,}**

### 100s

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle a=729.9\pm0.6\,}****Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \sigma=39.10\,}**

I am throwing out this data and using the following for 100s instead for obvious reasons. Notice how much the standard deviation decreases when I use only a subset of the 100s data.

### 100s subset (bins 501 to 2000)

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle a=720.9\pm0.8\,}****Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \sigma=32.65\,}**

## Error

### Systematic Error

Obviously, there is some large systematic error with the 100s run. Maybe a solar flare or random equipment performance due to fluctuations of temperature in the room caused some anomalies. However, I have chosen a section of the data that has small systematic error (I did this by selecting an interval between the two major anomalies).

The least squares linear fit to the 10s data provides a slope of -0.035. That is, each next frequency DATUM of the 256 data is expected to be -0.035 less than the previous on average, which means that there is a -8.96 decrease over all 256 data points. I speculate that since either the earth could turn significantly or clouds could move in the 42.7 minutes that it took to obtain the 10s data, there must be some cosmic radiation that is being detected and that this radiation has decreased. This -8.96 decrease is significant compared to the increase of the 1s data: 0.336. However, the decrease of the 100s data (1500 bins) is bigger: -11.9.

I would expect that this error would make the Poisson distribution a poorer fit since it has a fixed standard deviation, whereas the Gaussian distribution can change both its mean and standard deviation.

^{SJK 23:13, 22 October 2007 (CDT)}### Random Error

Random error is the focus of this entire experiment. Without random error, there would be no distributions; we would always achieve the mean instead. However, the probability gods thought that the universe would be boring without random error, so they implemented it, and now I am studying it.

An *unwanted* source of random error is that I cannot use infinite bins since this would make the experiment too long, so I will never be able to perfectly know how well the Poisson or Gaussian distributions fit data. Using too many bins is also a bad idea because then systematic error becomes too large.

## Fitting Gaussian and Poisson distributions to the data

In this section, I will plot the probability distributions of the data, from the Poisson, and from the Gaussian. To find the distribution of the data, I simply look at the data and count the number of times a specific frequency occurs and then normalize these counts by the number of bins in the original data. To fit the Poisson and Gaussian, I simply use the mean and standard deviation of the data and plug them into the distributions, which provides the best fit according the the method of maximum likelihood.

Since I am using MATLAB which cannot handle the extremely large numbers that result from large factorials, calculating the Poisson for the 100s data involved taking the ln(P(x)) and then using Sterling's approximation of ln(x!) when x is large. I of course then had to take the exponential of this result. The 100s also gave me problems when Sterling's approximation wanted the ln(0) for my x=0, but fancy coding can smooth over any bump.

For each dwell time, I will calculate "Difference," which measures the amount of difference between my data's distribution and the Poisson or Gaussian. Basically, it measures the quality of the fit.

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle Difference=\sqrt{\sum_{x=0}^N\left(Distribution(x)-DataDistribution(x)\right)^2}}**
,

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle N}**is the max frequency of the data (the last

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle x}**with a value in the following graphs). I made up this method of calculating difference because it makes sense. However, it only makes sense when comparing the Poisson difference with the Gaussian difference for a specific dwell time because this difference might change depending on dwell time since I am not sure that it is an absolute measure of difference.

^{SJK 23:16, 22 October 2007 (CDT)}### 10ms

^{SJK 23:17, 22 October 2007 (CDT)}### 100ms

### 1s

### 10s

### 100ms subset

^{SJK 23:24, 22 October 2007 (CDT)}## Conclusions

- Systematic error makes Gaussian better for long dwell times. However, without error, the Poisson should always be better, as can be known from the theory that the Poisson (usually) approaches the Gaussian (see "theory" for the details of this).
- Poisson is obviously better than the Gaussian for small frequencies since its "distance" is smaller and because of how it was derived.
- I wish I could think of a great way to measure the uncertainty of my "distance," but I am guessing that it is proportional to 1/(# of bins). The more bins used, the more accurate my distance calculation should become. Since I used many bins, I don't think that uncertainty is a very large issue, especially since my results seem very explainable without large uncertainty. Anyways, I conclude that uncertainty is not a big deal, and that the distances I calculated can be used to determine which fit is better.
- I am not convinced that the Poisson is a spectacular fit since when I compare the Poisson's mean=√(standard deviation) to the mean of the data, the Poisson's is almost always about 15% less than the data's. The could be due to systematic error increasing the standard deviation so that the Poisson is a spectacular fit, but I cannot know.
^{SJK 23:28, 22 October 2007 (CDT)}