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Questions tagged [poisson]

The Poisson distribution is a statistical discrete distribution for describing events occurring at random intervals. It is defined on the non-negative integers that has the property in which the mean is equal to the variance.

The Poisson probability distribution is used to model the probability of a number of events occurring during a specified time interval.

The Poisson distribution is characterized by an expected arrival rate, usually designated by the Greek lower-case letter lambda.

A discrete random variable X has a Poisson distribution indexed by a parameter λ if it has probability mass function as following:

enter image description here

Useful links:

Wikipedia entry for the Poisson distribution.

How do I generate discrete random events with a Poisson distribution?

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Algorithm to generate Poisson and binomial random numbers?

i've been looking around, but i'm not sure how to do it. i've found this page which, in the last paragraph, says: A simple generator for random numbers taken from a Poisson distribution is obtained using this simple recipe: if x1, x2, ... is a…
snap
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Generating a gaussian distribution with only positive numbers

Is there any way to randomly generate a set of positive numbers such that they have a desired mean and standard deviation? I have an algorithm to generate numbers with a gaussian distribution, but I don't know how to deal with negative numbers in…
Whatsit
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Estimating rate of occurrence of an event with exponential smoothing and irregular events

Imagine that I have a set of measurements of x that are taken by many processes x0 ... xN at times t0 ... tN. Let's assume that at time t I want to make an estimate of the current value of x, based on the assumption that there is no long term trend…
abligh
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Calculate poisson probability percentage

When you use the POISSON function in Excel (or in OpenOffice Calc), it takes two arguments: an integer an 'average' number and returns a float. In Python (I tried RandomArray and NumPy) it returns an array of random poisson numbers. What I really…
Jon
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Random Forest Regressor using a custom objective/ loss function (Python/ Sklearn)

I want to build a Random Forest Regressor to model count data (Poisson distribution). The default 'mse' loss function is not suited to this problem. Is there a way to define a custom loss function and pass it to the random forest regressor in Python…
vishmay
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Can't understand Poisson part of Hash tables from Sun documentation

I am trying to understand how HashMap is implemented in Java. I decided that I will try to understand every line (of code and comments) from that class and obviously I faced resistance very soon. The following snippet is from HashMap class and talks…
Asif
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How do I generate a Poisson Process?

Original Question: I want to generate a Poisson process. If the number of arrivals by time t is N(t) and I have a Poisson distribution with parameter λ how do I generate N(t)? How would I do this in C++? Clarification: I originally wanted to…
bias
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Bivariate Poisson Regression in R?

I found a package 'bivpois' for R which evaluates a model for two related poisson processes (for example, the number of goals by the home and the away team in a soccer game). However, this package seems to no longer be useable in newer versions of…
Millsy11
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Return a dynamic vector from C to R

I am writing some code in C to be called dynamically from R. This code generates a path of a random Poisson process up to a desired time T. So at every call to my C function, the length of the returned vector will be different depending on the…
Alberto Contador
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pymc3 : Multiple observed values

I have some observational data for which I would like to estimate parameters, and I thought it would be a good opportunity to try out PYMC3. My data is structured as a series of records. Each record contains a pair of observations that relate to…
sozen
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Java Generator for Poisson and Uniform Distributions?

From what I understand, the standard generator is for the Normal Distribution. I have to generate random numbers according to the Normal, Uniform and Poisson Distributions, but I can't seem to find a class for the last 2. I have to generate them in…
master cheif
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How to fit a poisson distribution with seaborn?

I try to fit my data to a poisson distribution: import seaborn as sns import scipy.stats as stats sns.distplot(x, kde = False, fit = stats.poisson) But I get this error: AttributeError: 'poisson_gen' object has no attribute 'fit' Other…
benjello
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XGBoost - Poisson distribution with varying exposure / offset

I am trying to use XGBoost to model claims frequency of data generated from unequal length exposure periods, but have been unable to get the model to treat the exposure correctly. I would normally do this by setting log(exposure) as an offset - are…
Pete Lowth
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Poisson Point Process in Python 3 with numpy, without scipy

I need to write a function in Python 3 which returns an array of positions (x,y) on a rectangular field (e.g. 100x100 points) that are scattered according to a homogenous spatial Poisson process. So far I have found this resource with Python code,…
GeckStar
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How do I generate discrete random events with a Poisson distribution?

I'm aware of Knuth's algorithm for generating random Poisson distributed numbers (below in Java) but how do I translate that into calling a method, generateEvent(), randomly over time? int poissonRandomNumber(int lambda) { double L =…
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