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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 /; French pronunciation:) 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. Dobiński's formula - Wikipedia

    en.wikipedia.org/wiki/Dobiński's_formula

    In the setting of probability theory, Dobiński's formula represents the th moment of the Poisson distribution with mean 1. Sometimes Dobiński's formula is stated as saying that the number of partitions of a set of size n {\displaystyle n} equals the n {\displaystyle n} th moment of that distribution.

  4. Poisson limit theorem - Wikipedia

    en.wikipedia.org/wiki/Poisson_limit_theorem

    In probability theory, the law of rare events or Poisson limit theorem states that the Poisson distribution may be used as an approximation to the binomial distribution, under certain conditions. [1] The theorem was named after Siméon Denis Poisson (1781–1840). A generalization of this theorem is Le Cam's theorem

  5. (a,b,0) class of distributions - Wikipedia

    en.wikipedia.org/wiki/(a,b,0)_class_of_distributions

    The (a,b,0) class of distributions is also known as the Panjer, [1] [2] the Poisson-type or the Katz family of distributions, [3] [4] and may be retrieved through the Conway–Maxwell–Poisson distribution. Only the Poisson, binomial and negative binomial distributions satisfy the full form of this

  6. Compound Poisson distribution - Wikipedia

    en.wikipedia.org/wiki/Compound_Poisson_distribution

    The shift geometric distribution is discrete compound Poisson distribution since it is a trivial case of negative binomial distribution. This distribution can model batch arrivals (such as in a bulk queue [5] [9]). The discrete compound Poisson distribution is also widely used in actuarial science for modelling the distribution of the total ...

  7. Lévy process - Wikipedia

    en.wikipedia.org/wiki/Lévy_process

    If is a Wiener process, the probability distribution of X t − X s is normal with expected value 0 and variance t − s. If is a Poisson process, the probability distribution of X t − X s is a Poisson distribution with expected value λ(t − s), where λ > 0 is the "intensity" or "rate" of the process.

  8. Poisson binomial distribution - Wikipedia

    en.wikipedia.org/wiki/Poisson_binomial_distribution

    There is no simple formula for the entropy of a Poisson binomial distribution, but the entropy is bounded above by the entropy of a binomial distribution with the same number parameter and the same mean. Therefore, the entropy is also bounded above by the entropy of a Poisson distribution with the same mean. [7]

  9. Discrete Poisson equation - Wikipedia

    en.wikipedia.org/wiki/Discrete_Poisson_equation

    In mathematics, the discrete Poisson equation is the finite difference analog of the Poisson equation. In it, the discrete Laplace operator takes the place of the Laplace operator . The discrete Poisson equation is frequently used in numerical analysis as a stand-in for the continuous Poisson equation, although it is also studied in its own ...