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Poisson distribution

(statistics on count of events happening within a given interval)

The Poisson distribution gives the probability of each possible number of occurrences of an event happening within a given interval, specifically for events that are independent but happen with a fixed probability per unit time. It is named for French mathematician Siméon Denis Poisson.

f(k;λ)

= probability(X = k)

   λke
= ——————
    k!

For example, if something occurs on average 1.1 times per second (i.e., λ=1.1), then the probability of 6 occurrences within some specific second (i.e., k=6) is:

 1.16e-1.1
—————————
   6!

(mathematics,statistics)
Further reading:
http://en.wikipedia.org/wiki/Poisson_distribution

Referenced by pages:
photon noise

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