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  2. Poisson distribution - Wikipedia

    en.wikipedia.org/wiki/Poisson_distribution

    In probability theory and statistics, the Poisson distribution (/ ˈ p w ɑː s ɒ n /) is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time if these events occur with a known constant mean rate and independently of the time since the last event. [1]

  3. Most probable number - Wikipedia

    en.wikipedia.org/wiki/Most_probable_number

    Downloadable EXCEL program for the determination of the Most Probable Numbers (MPN), their standard deviations, confidence bounds and rarity values according to Jarvis, B., Wilrich, C., and P.-T. Wilrich: Reconsideration of the derivation of Most Probable Numbers, their standard deviations, confidence bounds and rarity values.

  4. Poisson regression - Wikipedia

    en.wikipedia.org/wiki/Poisson_regression

    In statistics, Poisson regression is a generalized linear model form of regression analysis used to model count data and contingency tables. [1] Poisson regression assumes the response variable Y has a Poisson distribution, and assumes the logarithm of its expected value can be modeled by a linear combination of unknown parameters.

  5. u-chart - Wikipedia

    en.wikipedia.org/wiki/U-chart

    The control limits for this chart type are ¯ ¯ where ¯ is the estimate of the long-term process mean established during control-chart setup. The observations u i = x i n i {\displaystyle u_{i}={\frac {x_{i}}{n_{i}}}} are plotted against these control limits, where x i is the number of nonconformities for the ith subgroup and n i is the ...

  6. Skellam distribution - Wikipedia

    en.wikipedia.org/wiki/Skellam_distribution

    The probability mass function of a Poisson-distributed random variable with mean μ is given by (;) =!.for (and zero otherwise). The Skellam probability mass function for the difference of two independent counts = is the convolution of two Poisson distributions: (Skellam, 1946)

  7. Compound Poisson distribution - Wikipedia

    en.wikipedia.org/wiki/Compound_Poisson_distribution

    Via the law of total cumulance it can be shown that, if the mean of the Poisson distribution λ = 1, the cumulants of Y are the same as the moments of X 1. [citation needed] Every infinitely divisible probability distribution is a limit of compound Poisson distributions. [1] And compound Poisson distributions is infinitely divisible by the ...

  8. Probability-generating function - Wikipedia

    en.wikipedia.org/wiki/Probability-generating...

    If X is a discrete random variable taking values x in the non-negative integers {0,1, ...}, then the probability generating function of X is defined as [1] = ⁡ = = (),where is the probability mass function of .

  9. Tweedie distribution - Wikipedia

    en.wikipedia.org/wiki/Tweedie_distribution

    The distribution of genes within the human genome also demonstrated a variance-to-mean power law, when the method of expanding bins was used to determine the corresponding variances and means. [33] Similarly the number of genes per enumerative bin was found to obey a Tweedie compound Poisson–gamma distribution.