Poisson PDF with non-integer support

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SUMMARY

The discussion focuses on calculating the probability of a Poisson random variable \(X\) with \(\lambda = 2\) being greater than 0.5. The solution involves using the cumulative distribution function (CDF) of the Poisson distribution, which incorporates the gamma function. The user successfully computes the probability using Maple, yielding a result of approximately 0.7385. The discussion clarifies that non-integer values can be utilized in the gamma function, although they are floored in practice.

PREREQUISITES
  • Understanding of Poisson distribution and its properties
  • Familiarity with cumulative distribution functions (CDF)
  • Knowledge of the gamma function and its applications
  • Experience with Maple software for statistical calculations
NEXT STEPS
  • Learn about the properties of the Poisson distribution in detail
  • Study the application of the gamma function in probability theory
  • Explore the use of Maple for statistical analysis and probability calculations
  • Investigate interpolation techniques for non-integer values in probability distributions
USEFUL FOR

Students studying probability theory, statisticians working with Poisson distributions, and anyone interested in advanced statistical methods involving the gamma function.

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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?
 
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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.
 

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