Poisson
Overview
The poisson distribution measures the probability of a number of events ocurring. As such, it is a probability over
a discrete non-negative variable.
Definition
The probability distribution is given by the following
{% P(x) = \mu^x e^{-\mu} / x! %}
where {% x %} is an non-negative integer, that is
{% x %}=0,1,2,3.....
This is sometimes re-written in exponential form as
{% P(x) = exp[x log(\mu) - \mu - log \Gamma(x+1)] %}
Moments
The
moments
of the distribution are given by
{% \mathbb{E}[x] = \mu %}
{% \sigma^2 = \mu %}
Poisson Library
The
poisson library
provides functionality for doing computations with the poisson distribution.
/lib/statistics/distributions/poisson/v1.0.0/poisson.mjs
