01 — What Is the Poisson Distribution?
The Poisson distribution (named after French mathematician Siméon Denis Poisson, 1837) models the number of times an event occurs in a fixed interval of time or space, under three conditions:
1. Events occur independently — one event does not make another more or less likely.
2. Events occur at a constant average rate λ (lambda) per interval.
3. Two events cannot occur at exactly the same instant (events are singular).
Real-world examples that satisfy these conditions: the number of phone calls arriving at a call centre per hour; the number of particles emitted by a radioactive source per second; the number of potholes per kilometre of road; the number of typos per page in a book; the number of goals in a football match.
The Poisson distribution is a discrete distribution, X can take values 0, 1, 2, 3, … with no upper bound. The single parameter λ (lambda) is both the mean and the variance of the distribution, a remarkable property we prove below.
02 — The Probability Mass Function (PMF)
If X ~ Poisson(λ), the probability of observing exactly k events is:
Verifying the PMF Sums to 1
A legitimate PMF must satisfy Σ P(X = k) = 1 for k = 0, 1, 2, … Substituting the formula:
Σ (λᵏ e⁻λ)/k! = e⁻λ · Σ λᵏ/k! = e⁻λ · eλ = e⁰ = 1 ✓
The last step uses the Maclaurin series for eˣ: eˣ = Σ xᵏ/k!. See Maclaurin Series for the full derivation.
03 — Mean and Variance: Both Equal λ
Deriving E[X] = λ
E[X] = Σ k · (λᵏ e⁻λ) / k!
= Σ (λᵏ e⁻λ) / (k−1)! [cancel k with k!]
= λ e⁻λ · Σ λʲ / j! [substitute j = k−1]
= λ e⁻λ · eλ = λ
The variance derivation uses E[X²] = E[X(X−1)] + E[X], showing that E[X(X−1)] = λ², hence Var(X) = E[X²] − (E[X])² = λ² + λ − λ² = λ.
04 — Interactive Distribution Chart
Poisson PMF: Drag the slider to change λ
05 — Probability Table for Selected λ Values
Quick reference: P(X = k) rounded to 4 decimal places:
| k | λ = 1 | λ = 2 | λ = 3 | λ = 4 | λ = 5 |
|---|---|---|---|---|---|
| 0 | 0.3679 | 0.1353 | 0.0498 | 0.0183 | 0.0067 |
| 1 | 0.3679 | 0.2707 | 0.1494 | 0.0733 | 0.0337 |
| 2 | 0.1839 | 0.2707 | 0.2240 | 0.1465 | 0.0842 |
| 3 | 0.0613 | 0.1804 | 0.2240 | 0.1954 | 0.1404 |
| 4 | 0.0153 | 0.0902 | 0.1680 | 0.1954 | 0.1755 |
| 5 | 0.0031 | 0.0361 | 0.1008 | 0.1563 | 0.1755 |
| 6 | 0.0005 | 0.0120 | 0.0504 | 0.1042 | 0.1462 |
| 7 | 0.0001 | 0.0034 | 0.0216 | 0.0595 | 0.1044 |
| 8 | 0.0000 | 0.0009 | 0.0081 | 0.0298 | 0.0653 |
06 — Poisson Approximation to the Binomial
When n is large and p is small, computing the binomial PMF B(n, p) becomes unwieldy. The Poisson distribution provides an excellent approximation:
then X ≈ Poisson(λ) where λ = np
Why Does This Work?
The binomial PMF is C(n,k) pᵏ (1−p)ⁿ⁻ᵏ. Substituting p = λ/n and taking the limit as n → ∞:
C(n,k) · (λ/n)ᵏ · (1−λ/n)ⁿ⁻ᵏ
→ (nᵏ/k!) · (λᵏ/nᵏ) · e⁻λ = λᵏ e⁻λ / k!
07 — Cumulative and "At Least" Probabilities
Many problems ask for P(X ≤ k) or P(X ≥ k) rather than exactly k. The strategies are:
08 — Ten Worked Examples
Calls arrive at a switchboard at an average rate of λ = 4 per hour. Find the probability that exactly 2 calls arrive in a given hour.
P(X=2) = (4² · e⁻⁴) / 2!= (16 × 0.018316) / 2 = 0.29306 / 2A hospital records on average 3 accidents per week. What is the probability of zero accidents in a week?
P(X=0) = (3⁰ · e⁻³) / 0! = 1 · e⁻³ / 1 = e⁻³e⁻³ ≈ 0.0498With λ = 3, find P(X ≤ 2).
P(X=0) = e⁻³ ≈ 0.0498P(X=1) = 3e⁻³ ≈ 0.1494P(X=2) = (9/2)e⁻³ ≈ 0.2240P(X ≤ 2) = 0.0498 + 0.1494 + 0.2240A Geiger counter detects radioactive particles at a rate of λ = 2 per minute. Find P(X ≥ 1) in one minute.
P(X ≥ 1) = 1 − P(X = 0)P(X = 0) = e⁻² ≈ 0.1353P(X ≥ 1) = 1 − 0.1353Emails arrive at a rate of 6 per hour. What is the probability of receiving exactly 4 emails in 30 minutes?
λ₃₀ = 6 × ½ = 3P(X=4) = (3⁴ · e⁻³) / 4!= (81 × 0.0498) / 24 = 4.0338 / 24A factory produces 1,000 bolts per day. Each bolt has a 0.005 (0.5%) probability of being defective. Find the approximate probability that exactly 3 bolts are defective, using the Poisson approximation.
λ = np = 1000 × 0.005 = 5P(X=3) = (5³ · e⁻⁵) / 3! = (125 × 0.006738) / 6= 0.84224 / 6 ≈ 0.1404A call centre receives on average 9 calls per hour. State the mean, variance, and standard deviation of the number of calls per hour.
E[X] = λ = 9Var(X) = λ = 9SD(X) = √9 = 3With λ = 1.5, find P(X > 2).
P(X > 2) = 1 − P(X ≤ 2)P(0) = e⁻¹·⁵ ≈ 0.2231, P(1) = 1.5e⁻¹·⁵ ≈ 0.3347, P(2) = (2.25/2)e⁻¹·⁵ ≈ 0.2510P(X ≤ 2) ≈ 0.2231 + 0.3347 + 0.2510 = 0.8088P(X > 2) = 1 − 0.8088The probability of zero events in an interval is 0.0821. Find λ.
P(X = 0) = e⁻λ = 0.0821−λ = ln(0.0821) ≈ −2.5λ = 2.5With λ = 2.5, find P(2 ≤ X ≤ 4).
P(X=2) = (2.5² · e⁻²·⁵)/2! = (6.25 × 0.0821)/2 ≈ 0.2565P(X=3) = (2.5³ · e⁻²·⁵)/3! = (15.625 × 0.0821)/6 ≈ 0.2138P(X=4) = (2.5⁴ · e⁻²·⁵)/4! = (39.0625 × 0.0821)/24 ≈ 0.1336P(2 ≤ X ≤ 4) = 0.2565 + 0.2138 + 0.1336