Poisson distribution on a simulated (SSA) data set

In summary, The conversation revolves around fitting a histogram with a Poisson distribution for data produced through a stochastic simulation. The question is raised if it is appropriate to fit the data directly to a distribution when coming from time-series observations. However, the asker has been specifically asked to use a Poisson distribution and is looking for a way to use the propensities to make a prediction or approximation for long times. The mean of the sample is mentioned as approximating the λ parameter of the Poisson distribution, with a guess of λ ~ 8.
  • #1
tolove
164
1
I've been asked to fit the histogram with a Poisson distribution as part of a mostly independent learning thing. The data was produced through a stochastic simulation.

Can someone get me started on how I would go about finding the expected distribution?

If you need additional information, or if you would like to see the code (python), please ask.

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Thanks for your time!
 
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  • #2
If your data is coming from time-series observations, then perhaps a more important question is *should* you be fitting the data directly to a distribution?
 
  • #3
bpet said:
If your data is coming from time-series observations, then perhaps a more important question is *should* you be fitting the data directly to a distribution?

That's what I'm thinking, but I was specifically asked to set a Poisson distribution to this. So there must be a way that the propensities can be used to find a prediction. Or at least a close approximation for long times.

I don't know how to go about this, though.
 
  • #4
tolove said:
That's what I'm thinking, but I was specifically asked to set a Poisson distribution to this. So there must be a way that the propensities can be used to find a prediction. Or at least a close approximation for long times.

I don't know how to go about this, though.

The mean of the sample approximates the λ parameter of the Poisson distribution. That defines the Poisson distribution. My guess is λ ~ 8.
 
  • #5


I am happy to assist you with fitting a Poisson distribution to your simulated data set. The first step in finding the expected distribution is to understand the characteristics of a Poisson distribution and how it relates to your data. The Poisson distribution is a discrete probability distribution that is commonly used to model the occurrence of rare events. It is often used in situations where the number of occurrences of an event is known, but the exact timing of the events is random. In your case, the stochastic simulation likely produced a data set where the number of occurrences of a particular event is known, but the timing of each occurrence is random.

To fit the histogram with a Poisson distribution, you will need to use statistical software or programming language to calculate the parameters of the distribution. In Python, you can use the "scipy.stats" module to access the Poisson distribution and its associated functions. The two main parameters of the Poisson distribution are the mean (λ) and the standard deviation (σ), which can be calculated from your data set using the following formulas:

λ = mean of the data set
σ = square root of the mean of the data set

Once you have calculated these parameters, you can use them to generate a Poisson distribution and compare it to your simulated data set. If the distribution fits well, the histogram and the Poisson distribution curve should be similar.

It is important to note that fitting a distribution to your data is not a perfect process and it is possible that the Poisson distribution may not be the best fit for your data. If this is the case, you may need to explore other probability distributions and compare their fit to your data.

I hope this helps get you started on fitting a Poisson distribution to your simulated data set. If you need any additional assistance or would like to share your code for further feedback, please do not hesitate to ask. Best of luck with your independent learning project!
 

1. What is the Poisson distribution and how is it used in a simulated (SSA) data set?

The Poisson distribution is a probability distribution that is used to model the number of occurrences of an event within a specified time or space. In a simulated (SSA) data set, the Poisson distribution is used to generate random data that follows a specific pattern or trend.

2. How is the Poisson distribution different from other probability distributions?

The Poisson distribution is unique because it models discrete events, meaning that the values can only take on whole numbers. It is also characterized by a single parameter, lambda (λ), which represents the expected number of occurrences in a given time or space.

3. What is the significance of using a simulated (SSA) data set in relation to the Poisson distribution?

Using a simulated (SSA) data set allows for the generation of data that follows a known probability distribution, such as the Poisson distribution. This can be useful in testing statistical models or conducting experiments without having to collect real-world data.

4. How can the Poisson distribution on a simulated (SSA) data set be applied in real-world scenarios?

The Poisson distribution on a simulated (SSA) data set can be applied in a variety of real-world scenarios, such as predicting the number of customer arrivals in a given time period, estimating the number of accidents on a highway over a certain distance, or determining the number of defects in a batch of manufactured products.

5. Are there any limitations to using the Poisson distribution on a simulated (SSA) data set?

Like any other statistical model, the Poisson distribution on a simulated (SSA) data set relies on certain assumptions and may not accurately represent all real-world scenarios. Additionally, the accuracy of the results may be affected by the quality of the simulated data and the chosen value for lambda (λ).

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