10 1 Mathematical Physics
Poisson distribution
The probability thatxevents occur in unit time when the mean rate of occurrence
ism, is given by the Poisson distributionP(x).
P(x)=
e−mmx
x!
(x= 0 , 1 , 2 ,...) (1.64)
The distributionP(x) is normalized, that is
∑∞
x= 0
p(x)= 1 (1.65)
This is also a discrete distribution.
WhenNPis held fixed, the binomial distribution tends to Poisson distribution
asNis increased to infinity.
The expectation value, i.e.
〈x〉=m (1.66)
The S.D.,
σ=
√
m (1.67)
Properties:
pm− 1 =pm (1.68)
px− 1 =
x
m
pmandpx+ 1 =
m
m+ 1
px (1.69)
Normal (Gaussian distribution)
Whenpis held fixed, the binomial distribution tends to a Normal distribution asN
is increased to infinity. It is a continuous distribution and has the form
f(x)dx=
1
√
2 πσ
e−(x−m)
(^2) / 2 σ 2
dx (1.70)
wheremis the mean andσis the S.D.
The probability of the occurrence of a single random event in the intervalm−σ
andm+σis 0.6826 and that betweenm− 2 σandm+ 2 σis 0.973.
Interval distribution
If the data containsNtime intervals then the number of time intervalsnbetweent 1
andt 2 is
n=N(e−at^1 −e−at^2 ) (1.71)
whereais the average number of intervals per unit time. Short intervals are more
favored than long intervals.