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For questions about the theory or applications of the Poisson process, one of the most widely applied point processes in statistics and elsewhere.
20
votes
Accepted
Is a Poisson minus a constant still a Poisson?
You should incorporate your estimate of the shift into your analysis
As others have pointed out, no, this is not a Poisson distribution (it is actually a shifted Poisson distribution). The bigger iss …
1
vote
Understanding a parameter in a bayesian Poisson model ($\beta$)
This is a hyperparameter arising in a mixture representation of the prior
For hierarchical Bayesian models of this kind, the parameter $\beta$ is what we usually call a hyperparameter. A hyperparamet …
4
votes
Equation for Inverse Poisson CDF
Quantile function: If you already have the CDF $F$ available, you can write the quantile function for the Poisson distributon as:
$$\begin{align}
Q(p)
&\equiv \inf \Big\{ x = 0,1,2,... \Big| \ p \leq …
3
votes
What kind of physical processes are well modeled as poisson processes?
In reality, almost nothing is well modelled by the Poisson distribution
The Poisson distribution has only one parameter, so it can fit mean behaviour of a process but it cannot model the variance of a …
1
vote
Accepted
The probability distribution of waiting time until two exponentially distributed events with...
Let $T_1$ and $T_2$ be the waiting times for each car. You are trying to find $T \equiv \max (T_1, T_2)$. For this type of problem it is fairly simple to obtain the result by working with the CDFs. …
2
votes
What probability distribution would be suitable for modelling scores in a basketball match?
Without observing actual data from those sports, what you are talking about are essentially just prior beliefs about what the processes might plausibly look like. Ultimately you will need to test the …
2
votes
Accepted
Poisson Process - Determining Rainfall Accumulation
The Poisson distribution keeps track of counts of things, and it has support $n = 0,1,2,...$, so you wouldn't use it to measure a binary event (e.g., whether it will rain tomorrow). You would use it …