Math 2.0

Probability theory and stochastic processes Proposition

Mean of the Poisson distribution

Builds on Poisson distributionExpected value

Statement

Let λ>0\lambda > 0 and let XX have the Poisson distribution with parameter λ\lambda. Then E[X]=∑k=0∞k e−λλkk!=λ.E[X] = \sum_{k=0}^{\infty} k \, e^{-\lambda} \frac{\lambda^k}{k!} = \lambda.

Remarks

Proof: the term with k=0k = 0 is zero. For k≥1k \ge 1, kλk/k!=λ⋅λk−1/(k−1)!k \lambda^k / k! = \lambda \cdot \lambda^{k-1}/(k-1)!. So the sum is λe−λ∑j≥0λj/j!=λe−λeλ=λ\lambda e^{-\lambda} \sum_{j \ge 0} \lambda^j / j! = \lambda e^{-\lambda} e^{\lambda} = \lambda. The variance of XX is also λ\lambda. So the parameter λ\lambda is the mean number of events.

Reading path

To understand this page from the ground up, read these 47 pages in order. The foundations come first.

  1. Construction of the reals from Cauchy sequences concept
  2. Element definition
  3. Factorial definition
  4. Integers object
  5. Ordered field definition
  6. Proposition concept
  7. Random experiment concept
  8. Rational numbers object
  9. Real numbers object
  10. Set definition
  11. Ring of integers statement
  12. Disjunction definition
  13. Implication definition
  14. Predicate definition
  15. Ordered pair definition
  16. Union definition
  17. Sample space definition
  18. Existential quantifier definition
  19. The rationals form a field statement
  20. Universal quantifier definition
  21. Cartesian product definition
  22. Subset definition
  23. The rationals form an ordered field statement
  24. Uniqueness quantifier definition
  25. Binary relation definition
  26. Universal set definition
  27. Order on the reals definition
  28. Power set definition
  29. Complement definition
  30. Function definition
  31. Interval definition
  32. Injective function definition
  33. Preimage of a set definition
  34. Sigma-algebra definition
  35. Countable set definition
  36. Event definition
  37. Borel sigma-algebra definition
  38. Probability axioms concept
  39. Probability measure definition
  40. Probability space definition
  41. Random variable definition
  42. Discrete random variable definition
  43. Random variable with a density definition
  44. Probability mass function definition
  45. Expected value definition
  46. Poisson distribution definition
  47. Mean of the Poisson distribution statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Poisson_distribution, Descriptive statistics
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Tag086HEVXR9Z
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Kindstatement, proposition
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MSC60E05
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UsesPoisson distribution, Expected value

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