词条 | Poisson distribution |
释义 | Poisson distribution statistics in statistics, a distribution function useful for characterizing events with very low probabilities of occurrence within some definite time or space. The French mathematician Siméon-Denis Poisson (Poisson, Siméon-Denis) developed his function in 1830 to describe the number of times a gambler would win a rarely won game of chance in a large number of tries. Letting p represent the probability of a win on any given try, the mean, or average, number of wins (λ) in n tries will be given by λ=np. Using the Swiss mathematician Jakob Bernoulli (Bernoulli, Jakob)'s binomial distribution, Poisson showed that the probability of obtaining k wins is approximately λk/eλk!, where e is the exponential function and k!=(k−1)(k−2)⋯2∙1. Noteworthy is the fact that λ equals both the mean and variance (a measure of the dispersal of data away from the mean) for the Poisson distribution. ![]() ![]() Clarke began by dividing an area into thousands of tiny, equally sized plots. Within each of these, it was unlikely that there would be even one hit, let alone more. Furthermore, under the assumption that the missiles fell randomly, the chance of a hit in any one plot would be a constant across all the plots. Therefore, the total number of hits would be much like the number of wins in a large number of repetitions of a game of chance with a very small probability of winning. This sort of reasoning led Clarke to a formal derivation of the Poisson distribution as a model. The observed hit frequencies were very close to the predicted Poisson frequencies. Hence, Clarke reported that the observed variations appeared to have been generated solely by chance. |
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