9
$\begingroup$

I'm modeling a factory with orders arriving independently of each other. I need a series of actual time stamps of arrivals. I've been told that everyone uses the Poisson distribution to model arrivals. Fine. But what I can't understand is how getting Poisson time stamps differs from getting time stamps with a uniform distribution.

Right now I plan all the arrivals before the simulation starts by choosing uniformly distributed random numbers over the total time span. I sort this list and those are my arrival times. I measure the inter-arrival times and I find that they have an exponential distribution. But I am told that inter-arrival times of Poisson arrival times have an exponential distribution, too.

So what's up? If they have the same distribution of inter-arrival times are Poisson and uniform two names for the same distribution? Is this a discrete vs. continuous distinction?

What is the property of a set of arrival times chosen with Poisson that differs from a set chosen with uniform? Are there fewer small gaps? Fewer big gaps? Something I'm not thinking of?

$\endgroup$
1
  • 4
    $\begingroup$ For a Poisson process, the times between events follow an exponential distribution. If you pick a time window over which to look at it, the count of events, $n$, follows a Poisson distribution, & given $n$ the time of events follows a uniform distribution. $\endgroup$
    – Scortchi
    Commented Jun 29, 2017 at 16:30

1 Answer 1

12
$\begingroup$

@scortchi has the right answer. To summarize:

  • The arrival time stamps are uniformly distributed.
  • The inter-arrival times are exponentially distributed.
  • The count of arrivals per uniform time period is Poisson distributed.
$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.