What is the Probability Function for a Poisson Distributed Stochastic Variable?

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In summary, the conversation discusses a probability function for a stochastic variable X, which is Poisson distributed with a parameter lambda. The probability function is defined as P(X=x) = {e^-lambda * lambda^x}/{x!} for x in (0,1,2,...), and is 0 for all other values. The goal is to show that P(X>=1) = 1 - e^-lambda. To do so, the formula for P(X=1) is used, which is lambda * e^-lambda. A second question is posed, asking if a similar approach can be used for P(X<=2) when lambda=1. The conversation also mentions a two-dimensional discrete stochastic vector with a probability function
  • #1
Mathman23
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Hi Guys
I have Propability function that has caused me some trouble.
X is a stochastic variable which is Poisson distributed with the parameter
[tex] \lambda > 0[/tex]
The Propability function is therefore:
[tex]
P(X=x) = \left\{ \begin{array}{ll}
\frac{{e^{- \lambda}{\lambda ^{x}}}}{{x!}} & \textrm{where} \ x \in (0,1,2,\ldots)&\\
0 & \textrm{other.}&\\
\end{array} \right.
[/tex]
I'm suppose to show
[tex]P(X \geq 1) = 1 - e^{- \lambda}[/tex]
(step1) I get by inserting into the top formula
[tex]P(X=1) = \lambda e ^ {- \lambda}[/tex]
My question is how do go from P(X=1) to [tex] P(X \geq 1) [/tex] ?
Sincerley
Fred
 
Last edited:
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  • #2
G'day, Fred.

[tex]P(X \geq 1) = 1 - P(X = 0)[/tex]
 
  • #3
Thanks Mate,

I have second question

If Lambda =1 then [tex]P(X \leq 2) = \frac{c e^{-1}}{2}[/tex]

where c = 5

Can I show that in a simular way like the first?

Best Regards
/Fred

Unco said:
G'day, Fred.

[tex]P(X \geq 1) = 1 - P(X = 0)[/tex]
 
Last edited:
  • #4
It's similar in that

[tex]P(X\leq2) = P(X=0) + P(X=1) + P(X=2)[/tex]

Apply the formula for each term and add the fractions (as e-1= 1/e).
 
  • #5
Okay thank You again

This function which now is a to-dimension discrete stochastic vector has the probability function [tex]p_{X,Y}[/tex]

[tex]P(X=x,Y=y) = \left\{ \begin{array}{ll}\frac{{c e^{- \lambda}{\lambda ^{x}}}}{{x!}} & \textrm{where} \ x \in (-2,-1,0,1) \ \textrm{and} \ \ y \in (0,1,\ldots)&\\
0 & \textrm{other.}&\\\end{array} \right.[/tex]

My question is that support [tex]supp \ p_{X,Y} = (-2,-1,0,1)[/tex]?

Best regards
Fred
 
Last edited:

1. What is a probability function?

A probability function, also known as a probability distribution, is a mathematical function that assigns a probability to each possible outcome of a random experiment or event. It is used to describe the likelihood of different outcomes occurring and can be represented graphically as a curve or table.

2. What are the types of probability functions?

The three main types of probability functions are discrete, continuous, and mixed. A discrete probability function is used for random experiments with a finite or countable number of possible outcomes. A continuous probability function is used for random experiments with an infinite number of possible outcomes. A mixed probability function is a combination of both discrete and continuous functions.

3. How do you calculate the probability of an event using a probability function?

To calculate the probability of an event using a probability function, you must first determine the probability of each possible outcome occurring. Then, you can use the function to assign a probability to the event by summing the probabilities of all the outcomes that fall within the event.

4. What is the difference between a probability function and a cumulative distribution function?

A probability function gives the probability of each individual outcome, while a cumulative distribution function (CDF) gives the probability of all outcomes up to a certain value. In other words, a CDF is the sum of all probabilities from the lowest possible outcome to a given value, while a probability function only gives the probability of a specific outcome.

5. How is a probability function used in real life?

A probability function is used in various fields, such as statistics, economics, and engineering, to model and analyze data. It is also used in decision-making processes, risk assessment, and forecasting. In everyday life, probability functions can be used to estimate the likelihood of events such as winning the lottery or getting sick, and can help us make informed decisions based on the likelihood of different outcomes.

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