Pois: Poisson Distribution

In Distributacalcul: Probability Distribution Functions

Poisson Distribution

Description

Poisson distribution with rate parameter \lambda.

Usage

expValPois(lambda)

varPois(lambda)

expValTruncPois(d, lambda, k0, less.than.d = TRUE)

TVatRPois(kap, lambda, k0)

mgfPois(t, lambda)

pgfPois(t, lambda)

Arguments

lambda	Rate parameter \lambda.
d	cut-off value.
k0	point up to which to sum the distribution for the approximation.
less.than.d	logical; if TRUE (default) truncated mean for values <= d, otherwise, for values > d.
kap	probability.
t	t.

Details

The Poisson distribution with rate parameter \lambda has probability mass function :

Pr(X = k) = \frac{\lambda^k \textrm{e}^{-\lambda}}{k!}

for k = 0, 1, 2, \dots, and \lambda > 0

Value

Function :

• expValPois gives the expected value.

• varPois gives the variance.

• expValTruncPois gives the truncated mean.

• TVatRPois gives the Tail Value-at-Risk.

• mgfPois gives the moment generating function (MGF).

• pgfPois gives the probability generating function (PGF).

Invalid parameter values will return an error detailing which parameter is problematic.

Examples

expValPois(lambda = 3)

varPois(lambda = 3)

expValTruncPois(d = 0, lambda = 2, k0 = 2E2, less.than.d = FALSE)
expValTruncPois(d = 2, lambda = 2, k0 = 2E2, less.than.d = TRUE)

TVatRPois(kap = 0.8, lambda = 3, k0 = 2E2)

mgfPois(t = 1, lambda = 3)

pgfPois(t = 1, lambda = 3)

Distributacalcul documentation built on May 29, 2024, 9:25 a.m.