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Poisson Distribution Calculator

Computes the probability of exactly, at most, at least, fewer than or more than k events when events occur independently at a constant average rate λ per interval, plus the mean, variance and standard deviation.

When to use

You count independent events over a fixed interval of time or space with a known average rate (calls per hour, defects per metre, arrivals per minute) and need the probability of a given count.

Do not use when: The number of trials is fixed and each has a success probability (use binomial-distribution), the rate varies over the interval, or events cluster (over-dispersion).

Formula

P(X = k) = e^(−λ) · λ^k / k!; P(X ≤ k) = Σ_{i=0..k} P(X = i); P(X ≥ k) = 1 − P(X ≤ k − 1); mean = variance = λ

Terms are evaluated in log space (log k! accumulated incrementally), so large λ and k do not overflow. Scale λ to the interval you are asking about: 2 calls per minute is λ = 10 for a 5-minute window.

Inputs

ParameterTypeUnitRequiredDescription
lambdanumberyesExpected number of events in the interval (mean of the distribution). Range: > 0, ≤ 10000
eventsintegeryesNumber of events of interest. Range: ≥ 0, ≤ 100000

Outputs

OutputTypeUnitDescription
probability_exactnumberProbability of exactly k events.
probability_at_mostnumberCumulative probability of k or fewer events.
probability_at_leastnumberProbability of k or more events = 1 − P(X ≤ k − 1).
probability_less_thannumberProbability of fewer than k events.
probability_more_thannumberProbability of more than k events = 1 − P(X ≤ k).
meannumberλ.
variancenumberλ (equal to the mean for a Poisson distribution).
std_devnumber√λ.

Example

λ = 3, k = 2: {"lambda":3,"events":2}{"probability_exact":0.224042,"probability_at_most":0.42319,"probability_at_least":0.800852,"probability_less_than":0.199148,"probability_more_than":0.57681,"mean":3,"variance":3,"std_dev":1.7321}

λ = 5, no events: {"lambda":5,"events":0}{"probability_exact":0.006738,"probability_at_most":0.006738,"probability_at_least":1,"probability_more_than":0.993262,"std_dev":2.2361}

GET https://tttkmbb.com/api/v1/calculate/poisson-distribution?lambda=3&events=2

Machine access

Sources

FAQ

How do I get λ from a rate?

Multiply the rate by the length of the interval in the same units: 4 customers per hour over 15 minutes gives λ = 1.

When does Poisson approximate the binomial?

For many trials with a small success probability (n ≥ 20, p ≤ 0.05, or more loosely n·p < 10) the binomial(n, p) is close to Poisson(λ = n·p).

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