Statistics and research

Poisson probability calculator

Poisson probabilities P(X = k), P(X ≤ k) and P(X ≥ k) for a mean rate λ, with the distribution table, accurate in the far tails.

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Results

P(X = 5)0.132169P(X ≤ 5)0.857614P(X ≥ 5)0.274555
P(X = 5)
0.132168599786
P(X < 5)
0.72544495331
P(X ≤ 5)
0.857613553096
P(X > 5)
0.142386446904
P(X ≥ 5)
0.27455504669
Mean and variance λ
3.5
Standard deviation √λ
1.870828693
Poisson distribution, λ = 3.5
xP(X = x)P(X ≤ x)P(X ≥ x)
00.0301973830.0301973831
10.105690840.135888230.96980262
20.184958970.32084720.86411177
30.215785470.536632670.6791528
40.188812290.725444950.46336733
50.13216860.857613550.27455505
60.077098350.93471190.14238645
70.0385491750.973261080.065288097
80.0168652640.990126340.026738922
90.00655871380.996685060.0098736581
100.00229554980.998980610.0033149443
110.000730402220.999711010.0010193944
120.000213033980.999924040.00028899222
135.7355302e-50.99998147.595824e-5
141.4338826e-50.999995741.8602937e-5
153.345726e-60.999999084.2641118e-6
167.3187756e-70.999999819.1838586e-7
171.5068067e-70.999999961.8650831e-7
182.929902e-80.999999993.5827634e-8

Cumulative probabilities come from the regularized incomplete gamma function, P(X ≤ k) = Q(k + 1, λ).

Method and limits

How to use it

Enter the mean number of events λ in the interval of interest (rate × length of interval) and a count k. You get exact and cumulative probabilities and the distribution table.

Formulas

  • P(X = k) = λk e−λ / k!, computed in Loader’s saddle-point form.
  • P(X ≤ k) = Q(k + 1, λ), the regularized upper incomplete gamma function; P(X > k) = P(k + 1, λ), computed directly so tiny tails stay accurate.
  • Mean and variance λ.

Assumptions and limits

  • Events occur independently at a constant average rate; two events cannot happen at exactly the same instant.
  • If the variance of real counts is well above the mean (overdispersion), the Poisson model understates the spread.
  • λ up to 10 million.

Worked example

A help desk receives 3.5 calls per hour on average. The chance of exactly 5 calls in an hour is 0.1322, of at most 5 is 0.8576, and of 5 or more is 0.2746.

References

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