Poisson vs binomial process

In summary, the speaker discusses their simulation process where random elements are damaged in each iteration. They want to find the probability of a specific element acquiring k damages in t iterations, which they derive as p(x=k) = N * K(t,k) * (1/N)k * (1-1/N)t-k. They also mention that their model follows a Poisson distribution, which is a good approximation for the binomial for large N and Np fixed. They ask for confirmation on the correctness of their derivation and if the Poisson distribution is a good fit for their model.
  • #1
zezima1
123
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I might need you guys to help me see how this proces, will be distributed:

Suppose we have a large amount of elements N(≈1012). I'm simulating a system where I for each iteration damage a random element. If an element gets damaged its damagecounter goes up 1.
So say I pick element number 100123 on the first iteration. Its damagecounter will now count +1 whilst the damagecounters of the other elements in the system will be 0.

I want to write an expression for the probability that a specific element acquires k damages in t iterations. Here are my steps in deriving an expression:

1) The probability for a specific element to get damaged must be 1/N.

2) Thus the probability that a specific element gets k damages after t iterations must be:

p(x=k) = K(t,k) * (1/N)k * (1-1/N)t-k

where K(t,k) denotes the binomial coefficient.

Now, I want to find the total probability for an element to have acquired k damages during our t iterations. Thus I multiply by N and end up with:

p(x=k) = N * K(t,k) * (1/N)k * (1-1/N)t-k

Now first of all, I want to know: Would this expression be correct or am I making any mistakes/illegal assumptions in the derivation?

Second, my model appears to follow a poisson distribution, when I plot the amount of elements with damage 1->10 versus time. Does that fit with this theory? I can't quite see if that is a good thing or not?
 
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  • #2
I won't comment on your derivation.

However, in general, Poisson distribution is a good approximation for the binomial for large N and Np fixed.
 

1. What is the difference between a Poisson and binomial process?

A Poisson process is a type of counting process that models the probability of a certain number of events occurring within a given time or space, while a binomial process models the probability of a certain number of successes out of a fixed number of trials. In other words, a Poisson process focuses on the frequency of events, while a binomial process focuses on the probability of success.

2. When should I use a Poisson process over a binomial process?

Poisson processes are typically used when the number of events is large and the probability of success is small, while binomial processes are used when the number of trials is fixed and the probability of success is not too small or too large. Poisson processes are also used when the events are independent of each other, while binomial processes can account for dependence between trials.

3. How are the parameters different in a Poisson and binomial process?

In a Poisson process, the parameter is typically represented as λ (lambda) and represents the average number of events in a given time or space. In a binomial process, the parameters are typically represented as n and p, where n is the number of trials and p is the probability of success in each trial.

4. Can a Poisson process be used to model a binomial process?

Yes, a Poisson process can be used to approximate a binomial process in certain cases. This is known as the Poisson approximation to the binomial distribution and is typically used when n (number of trials) is large and p (probability of success) is small.

5. What are some real-life examples of Poisson and binomial processes?

A Poisson process can be used to model the number of customers arriving at a store in a given hour, while a binomial process can be used to model the number of successful free throw shots made by a basketball player in a game. Other examples include the number of defects in a batch of products (Poisson) and the number of head outcomes in a series of coin flips (binomial).

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