Pólya–Aeppli Distribution
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In
probability theory Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expre ...
and
statistics Statistics (from German language, German: ', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a s ...
, the geometric Poisson distribution (also called the Pólya–Aeppli distribution) is used for describing objects that come in clusters, where the number of clusters follows a
Poisson distribution In probability theory and statistics, the Poisson distribution () is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time if these events occur with a known const ...
and the number of objects within a cluster follows a
geometric distribution In probability theory and statistics, the geometric distribution is either one of two discrete probability distributions: * The probability distribution of the number X of Bernoulli trials needed to get one success, supported on \mathbb = \; * T ...
. It is a particular case of the
compound Poisson distribution In probability theory, a compound Poisson distribution is the probability distribution of the sum of a number of independent identically-distributed random variables, where the number of terms to be added is itself a Poisson-distributed variable. ...
. The
probability mass function In probability and statistics, a probability mass function (sometimes called ''probability function'' or ''frequency function'') is a function that gives the probability that a discrete random variable is exactly equal to some value. Sometimes i ...
of a random variable ''N'' distributed according to the geometric Poisson distribution \mathcal(\lambda,\theta) is given by : f_N(n) = \mathrm(N=n)= \begin \sum_^n e^\frac(1-\theta)^\theta^k\binom, & n>0 \\ e^, & n=0 \end where ''λ'' is the parameter of the underlying
Poisson distribution In probability theory and statistics, the Poisson distribution () is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time if these events occur with a known const ...
and θ is the parameter of the geometric distribution. The distribution was described by
George Pólya George Pólya (; ; December 13, 1887 – September 7, 1985) was a Hungarian-American mathematician. He was a professor of mathematics from 1914 to 1940 at ETH Zürich and from 1940 to 1953 at Stanford University. He made fundamental contributi ...
in 1930. Pólya credited his student Alfred Aeppli's 1924 dissertation as the original source. It was called the geometric Poisson distribution by Sherbrooke in 1968, who gave probability tables with a precision of four decimal places. The geometric Poisson distribution has been used to describe systems modelled by a
Markov model In probability theory, a Markov model is a stochastic model used to Mathematical model, model pseudo-randomly changing systems. It is assumed that future states depend only on the current state, not on the events that occurred before it (that is, ...
, such as biological processes or traffic accidents.


See also

*
Poisson distribution In probability theory and statistics, the Poisson distribution () is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time if these events occur with a known const ...
*
Compound Poisson distribution In probability theory, a compound Poisson distribution is the probability distribution of the sum of a number of independent identically-distributed random variables, where the number of terms to be added is itself a Poisson-distributed variable. ...
*
Geometric distribution In probability theory and statistics, the geometric distribution is either one of two discrete probability distributions: * The probability distribution of the number X of Bernoulli trials needed to get one success, supported on \mathbb = \; * T ...


References


Bibliography

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Further reading

* * *{{cite journal, last=Sherbrooke , first=C. C. , year=1968 , title=Discrete compound Poisson processes and tables of the geometric Poisson distribution , journal=
Naval Research Logistics Quarterly ''Naval Research Logistics'' is a peer-reviewed scientific journal that publishes papers in the field of logistics, especially those in the areas of operations research, applied statistics, and quantitative modeling. It was established in 1954 ...
, volume=15 , issue=2 , pages=189–203 , doi=10.1002/nav.3800150206 Poisson distribution