scratch

§ Poisson Distribution

created 2021-10-31 · last edited 2021-11-01
  • Think about flipping a biased coin with some bias ppp to associate a coin flip to each real number. Call this b:R→{0,1}b: \mathbb R \to \{0, 1\}b:R→{0,1}.
  • Define the count of an interval III as #I≡{r∈I∣b(r)=1}\#I \equiv \{ r \in I | b(r) = 1 \}#I≡{r∈I∣b(r)=1}.
  • Suppose that this value #I\#I#I is finite for any bounded interval.
  • Then the process we have is a poisson process.
  • Since the coin flips are independent, all 'hits' of the event must be independent.
  • Since there is either a coin flip or there is not, at most one 'hit' of the event can happen at any moment in time.
  • Since the bias of the coin is fixed, the rate at which we see 111s is overall constant.
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