Poisson as Limit of Binomial

Limiting Distributions-Poisson Distribution

We begin by considering a random variable Xk with Binomial distribution B(k;p). This means that P(Xk=r)=krpr(1p)kr.

sage: def binom(k,p,r):
...       return N(binomial(k,r)*p^r*(1-p)^(k-r))

We now plot the frequency plot of Xk for a fixed p and k varying over some range.

sage: p=1/2
sage: binoms=[bar_chart(map(lambda r:binom(k,p,r),range(k+1)),color='gray',width=0.2)
sage: for k in range(4,31)]

We animate this sequence of plots.

sage: binanim=animate(binoms,xmin=0,xmax=21,ymin=0,ymax=0.5,figsize=[6,4])

Looking at all the charts together, we see that:

  • Since the expectation E(Xk)=kp keeps increasing with k, the centre of the plot moves to the right.
  • The height of the peak decreases and the distribution "flattens out".
sage: binanim.show(delay=100)
Binomial flattens as k increases

Binomial flattens as k increases

We now take the random variable Vk whose distribution is given by B(k;c/k) for some fixed value of c. The mean of this sequence of distributions remains fixed and Vk converge to a random variable V which has the Poisson Distribution

P(V=r)=crecr!

sage: c=0.9
sage: pois=bar_chart(map(lambda r:c^r*exp(-c)/factorial(r),range(6)), width=0.3,color="orange") # This is the Poisson
sage: plseq=[pois+bar_chart(map(lambda r:binom(2*k,c/(2*k),r),range(6)),color='gray',width=0.15)
sage: for k in range(1,30)] # These are all the Binomials
sage: poisanim=animate(plseq,xmin=0,xmax=6,ymin=0,ymax=c/2,figsize=[6,4])
sage: poisanim.show(delay=70)
Binomial tends to Poisson

Binomial tends to Poisson

पिछ्ला सुधार: गुरुवार, 18 फ़रवरी 2016, 8:46 पूर्वाह्न