Poisson PDF with non-integer support

Oxymoron
Messages
868
Reaction score
0

Homework Statement


If X is a Poisson random variable with \lambda = 2 find the probability that X>0.5.


Homework Equations


The Poisson PDF:
P(x,\lambda) = \frac{\lambda^k}{k!}e^{-\lambda}



The Attempt at a Solution


Usually with these sorts of probability problems where they ask you to find the probability that x is larger than some number n I use the CDF of the PDF and write

P(X_{PDF}>n) = 1-P(X_{PDF}\leq n) = 1-P(X_{CDF}=n)

However, I am at a loss with the Poisson distribution because the CDF involves the gamma function. I can do it on Maple where I define

\mbox{Poi}(\lambda,x) := \sum_{t=0}^x \frac{\lambda^t}{t!}e^{-\lambda}

and then calculate

1-\mbox{evalf}(\mbox{Poi}(2,0.5)) = 0.7385...

Also, if I try to use z-scores in a Poisson table the values for x are all integers, am I meant to use interpolation? Or is there an algebraic way of solving this?
 
Physics news on Phys.org
Solved.

I used the cumulative distribution function for Poisson:

F(t,\lambda) = \frac{\Gamma\left(\lfloor k+1 \rfloor,\lambda\right)}{\lfloor k \rfloor!}

and used the incomplete gamma function

\Gamma(k,x) = \int_x^{\infty}t^{k-1}e^t\mbox{d}t

and integrated by parts twice (twice because the support is \lambda = 2 by the way!) to find an answer. It turns out that non-integers can be put into the gamma function, but it just floors them anyway. Did it on Maple as well as by hand and it works.
 
There are two things I don't understand about this problem. First, when finding the nth root of a number, there should in theory be n solutions. However, the formula produces n+1 roots. Here is how. The first root is simply ##\left(r\right)^{\left(\frac{1}{n}\right)}##. Then you multiply this first root by n additional expressions given by the formula, as you go through k=0,1,...n-1. So you end up with n+1 roots, which cannot be correct. Let me illustrate what I mean. For this...
Back
Top