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Normal approximation to Poisson distribution
Course Topic(s): Probability | Continuous Distributions, normal | Discrete Distribution, Poisson | Convergence Theorems, central limit theorem
Normal Approximation to Poisson is justified by the Central Limit Theorem. If \(Y\) denotes the number of events occurring in an interval with mean \(\lambda\) and variance \(\lambda\), and \(X_1, X_2,\ldots, X_\ldots\) are independent Poisson random variables with mean 1, then the sum of \(X\)'s is a Poisson random variable with mean \(\lambda\). This site provides analytical description of this fact and includes an example.
Resource URL: https://onlinecourses.science.psu.edu/stat414/node/180
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Creator(s): PSU STAT 415 Instructors
Contributor(s): PSU STAT 415 Instructors
This resource was cataloged by Ivo DinovPublisher:
The Pennsylvania State University
Resource copyright: Penn State University
This review was published on September 19, 2012
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