Poisson Approximation

Poisson Approximation

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P(λ)=e−λλxx!P (\lambda) = {{e^{-\lambda} \lambda^x} \over x!}

b→dpb \rightarrow^d p if n>>1n >> 1, p<<1p << 1 and λ=np\lambda = np

In Probability,

(nx)=n!x!(n−x)!{n \choose x} = {n! \over x! (n-x)!} b(n,p)=Poisson(λ) where λ=npb(n, p) = \text{Poisson}(\lambda) ~ \text{where} ~ \lambda = np n≫1 and p≪1n \gg 1 ~\text{and} ~ p \ll 1

approximates binomial .

b→p  ⟺  n≫1 & p≪1 & λ=npb \rightarrow p \iff n \gg 1 ~ \& ~ p \ll 1 ~ \& ~ \lambda = np

where bb is binomial and pp is poisson

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