Trying to find a closed form summation related to Poisson distribution
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If I have a equipment which can detect the arrival of particles with probability $p$, and the number of particles generated in a second is governed by a Poisson distribution.$$P_r[N=n]=fraclambda^n e^-lambdan!$$
I can calculate the probability distribution of number of detected particles.$$P_d[N=n]=sum_k=0^n fraclambda^n e^-lambda(n+k)!p^n(1-p)^k$$
Does this series $$sum_k=0^n fraclambda^n e^-lambda(n+k)!p^n(1-p)^k $$
have closed form formula?
probability sequences-and-series probability-theory poisson-distribution
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up vote
0
down vote
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If I have a equipment which can detect the arrival of particles with probability $p$, and the number of particles generated in a second is governed by a Poisson distribution.$$P_r[N=n]=fraclambda^n e^-lambdan!$$
I can calculate the probability distribution of number of detected particles.$$P_d[N=n]=sum_k=0^n fraclambda^n e^-lambda(n+k)!p^n(1-p)^k$$
Does this series $$sum_k=0^n fraclambda^n e^-lambda(n+k)!p^n(1-p)^k $$
have closed form formula?
probability sequences-and-series probability-theory poisson-distribution
add a comment |Â
up vote
0
down vote
favorite
up vote
0
down vote
favorite
If I have a equipment which can detect the arrival of particles with probability $p$, and the number of particles generated in a second is governed by a Poisson distribution.$$P_r[N=n]=fraclambda^n e^-lambdan!$$
I can calculate the probability distribution of number of detected particles.$$P_d[N=n]=sum_k=0^n fraclambda^n e^-lambda(n+k)!p^n(1-p)^k$$
Does this series $$sum_k=0^n fraclambda^n e^-lambda(n+k)!p^n(1-p)^k $$
have closed form formula?
probability sequences-and-series probability-theory poisson-distribution
If I have a equipment which can detect the arrival of particles with probability $p$, and the number of particles generated in a second is governed by a Poisson distribution.$$P_r[N=n]=fraclambda^n e^-lambdan!$$
I can calculate the probability distribution of number of detected particles.$$P_d[N=n]=sum_k=0^n fraclambda^n e^-lambda(n+k)!p^n(1-p)^k$$
Does this series $$sum_k=0^n fraclambda^n e^-lambda(n+k)!p^n(1-p)^k $$
have closed form formula?
probability sequences-and-series probability-theory poisson-distribution
edited Aug 16 at 11:33
pointguard0
1,238821
1,238821
asked Aug 16 at 10:57
Chuan Huang
51
51
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1 Answer
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There are three errors in your sum. The sum should extend to infinity; the exponent of $lambda$ should be $n+k$ instead of $n$; and you're missing the binomial coefficient $binomn+kn$ that counts the number of ways of selecting $n$ detected particles from $n+k$ arriving particles. If you correct these errors, the result is
begineqnarray*
P_d[N=n]
&=&
sum_k=0^inftyfraclambda^n+kmathrm e^-lambda(n+k)!binomn+knp^n(1-p)^k
\
&=&
fraclambda^nmathrm e^-lambdap^nn!sum_k=0^inftyfraclambda^k(1-p)^kk!
\
&=&
fraclambda^nmathrm e^-lambdap^nn!mathrm e^lambda(1-p)
\
&=&
frac(lambda p)^nmathrm e^-lambda pn!;.
endeqnarray*
This is a Poisson distribution with parameter $lambda p$. This result could be obtained more directly by noting that a Poisson process with rate $lambda$ from which a fraction $p$ of events are selected is again a Poisson process, with rate $lambda p$.
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1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
0
down vote
accepted
There are three errors in your sum. The sum should extend to infinity; the exponent of $lambda$ should be $n+k$ instead of $n$; and you're missing the binomial coefficient $binomn+kn$ that counts the number of ways of selecting $n$ detected particles from $n+k$ arriving particles. If you correct these errors, the result is
begineqnarray*
P_d[N=n]
&=&
sum_k=0^inftyfraclambda^n+kmathrm e^-lambda(n+k)!binomn+knp^n(1-p)^k
\
&=&
fraclambda^nmathrm e^-lambdap^nn!sum_k=0^inftyfraclambda^k(1-p)^kk!
\
&=&
fraclambda^nmathrm e^-lambdap^nn!mathrm e^lambda(1-p)
\
&=&
frac(lambda p)^nmathrm e^-lambda pn!;.
endeqnarray*
This is a Poisson distribution with parameter $lambda p$. This result could be obtained more directly by noting that a Poisson process with rate $lambda$ from which a fraction $p$ of events are selected is again a Poisson process, with rate $lambda p$.
add a comment |Â
up vote
0
down vote
accepted
There are three errors in your sum. The sum should extend to infinity; the exponent of $lambda$ should be $n+k$ instead of $n$; and you're missing the binomial coefficient $binomn+kn$ that counts the number of ways of selecting $n$ detected particles from $n+k$ arriving particles. If you correct these errors, the result is
begineqnarray*
P_d[N=n]
&=&
sum_k=0^inftyfraclambda^n+kmathrm e^-lambda(n+k)!binomn+knp^n(1-p)^k
\
&=&
fraclambda^nmathrm e^-lambdap^nn!sum_k=0^inftyfraclambda^k(1-p)^kk!
\
&=&
fraclambda^nmathrm e^-lambdap^nn!mathrm e^lambda(1-p)
\
&=&
frac(lambda p)^nmathrm e^-lambda pn!;.
endeqnarray*
This is a Poisson distribution with parameter $lambda p$. This result could be obtained more directly by noting that a Poisson process with rate $lambda$ from which a fraction $p$ of events are selected is again a Poisson process, with rate $lambda p$.
add a comment |Â
up vote
0
down vote
accepted
up vote
0
down vote
accepted
There are three errors in your sum. The sum should extend to infinity; the exponent of $lambda$ should be $n+k$ instead of $n$; and you're missing the binomial coefficient $binomn+kn$ that counts the number of ways of selecting $n$ detected particles from $n+k$ arriving particles. If you correct these errors, the result is
begineqnarray*
P_d[N=n]
&=&
sum_k=0^inftyfraclambda^n+kmathrm e^-lambda(n+k)!binomn+knp^n(1-p)^k
\
&=&
fraclambda^nmathrm e^-lambdap^nn!sum_k=0^inftyfraclambda^k(1-p)^kk!
\
&=&
fraclambda^nmathrm e^-lambdap^nn!mathrm e^lambda(1-p)
\
&=&
frac(lambda p)^nmathrm e^-lambda pn!;.
endeqnarray*
This is a Poisson distribution with parameter $lambda p$. This result could be obtained more directly by noting that a Poisson process with rate $lambda$ from which a fraction $p$ of events are selected is again a Poisson process, with rate $lambda p$.
There are three errors in your sum. The sum should extend to infinity; the exponent of $lambda$ should be $n+k$ instead of $n$; and you're missing the binomial coefficient $binomn+kn$ that counts the number of ways of selecting $n$ detected particles from $n+k$ arriving particles. If you correct these errors, the result is
begineqnarray*
P_d[N=n]
&=&
sum_k=0^inftyfraclambda^n+kmathrm e^-lambda(n+k)!binomn+knp^n(1-p)^k
\
&=&
fraclambda^nmathrm e^-lambdap^nn!sum_k=0^inftyfraclambda^k(1-p)^kk!
\
&=&
fraclambda^nmathrm e^-lambdap^nn!mathrm e^lambda(1-p)
\
&=&
frac(lambda p)^nmathrm e^-lambda pn!;.
endeqnarray*
This is a Poisson distribution with parameter $lambda p$. This result could be obtained more directly by noting that a Poisson process with rate $lambda$ from which a fraction $p$ of events are selected is again a Poisson process, with rate $lambda p$.
answered Aug 17 at 0:25
joriki
165k10180329
165k10180329
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