风险评价数学2 poisson —weibull.pptVIP

Widely used Distributions in Risk What is the Poisson Distribution? What is the Weibull Distribution? Simeon Denis Poisson “Researches on the probability of criminal and civil verdicts” 1837（犯罪和民法裁决） .? looked at the form of the binomial distribution when the number of trials was large（试验的次数较大时）.? He derived the cumulative Poisson distribution as the limiting case of the binomial when the chance of success tend to zero（成功的机会趋于0）. Poisson Distribution POISSON(x,mean,cumulative) X?? is the number of events. Mean is the expected numeric value. Cumulative?? is a logical value that determines the form of the probability distribution returned. If cumulative is TRUE, POISSON returns the cumulative Poisson probability that the number of random events occurring will be between zero and x inclusive; if FALSE, it returns the Poisson probability mass function that the number of events occurring will be exactly x. Poisson and binomial Distribution Definitions Notation for Binomial Probability Distributions Notation (cont) Poisson binominal Distribution As a limit to binomial when n is large and p is small. A theorem by Simeon Denis Poisson(1781-1840). Parameter l= np= expected value As n is large and p is small, the binomial probability can be approximated by the Poisson probability function P(X=x)= e-l lx / x! , where e =2.71828 Ion channel modeling : n=number of channels in cells and p is probability of opening for each channel; Binomial and Poisson approximation Advantage: No need to know n and p estimate the parameter l from data Rutherfold and Geiger (1910)卢瑟福和盖革 Polonium(钚) source placed a short distance from a small screen. For each of 2608 eighth-minute intervals, they recorded the number of alpha particles impinging on the screen Poisson Distribution A discrete RV X follows the Poisson distribution with parameter l if its probability mass function is: Wide applicability in modeling the number of random events that occur during a given time interva