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Poisson

The Poisson distribution is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time and/or space if these events occur with a known average rate and independently of the time since the last event.

This topic contains the following sections:

Constructor

Constructor

Description

Performance

set distribution parameter λ

Creates new instance of Poisson

methodPoisson(Double)

Methods

Method

Description

Performance

sample

Generate random variable sample.

methodSample

Fill in array with random variable series in place:

methodSample(Int32)

Static method which generates new sample of Poisson distribution variate with specified lambda:

StaticSample(Double)

StaticSample(RandomGenerator, Double)

pmf

Probability mass function.

DPoisson Pmf

methodPmf(Int32)

Static probability mass function.

StaticPmf(Int32, Double)

cdf

Cumulative distribution function.

DPoisson Cdf

methodCdf(Int32)

Static cumulative distribution function.

StaticCdf(Int32, Double)

inverse cdf

Inverse cumulative distribution function. Is useful for quantile calculation. Function will return value of random variable such that likelihood for this random variable to occur less than or equal to returned value equal to specified pvalue parameter.

StaticInverseCdf(Double, Double)

Properties

Property

Description

Performance

lambda

Distribution parameter.

PropertyLambda

mean

Mean of the distribution.

DPoisson Mean

PropertyMean

mode

Mode of distribution.

DPoisson Mode

PropertyMode

kurtosis

Excess Kurtosis of distribution.

DPoisson Kurtosis

PropertyKurtosis

skewness

Skewness of distribution.

DPoisson Skewness

PropertySkewness

variance

Variance of the distribution.

DPoisson Mean

PropertyVariance