AP Statistics Curriculum 2007 Limits Norm2Poisson
From Socr
Contents |
General Advance-Placement (AP) Statistics Curriculum - Normal Approximation to Poisson Distribution
Normal Approximation to Poisson Distribution
The Poisson(λ) distribution can be approximated with Normal when λ is large.
For sufficiently large values of λ, (say λ>1,000), the Normal(μ = λ,σ2 = λ) distribution is an excellent approximation to the Poisson(λ) distribution. If λ is greater than about 10, then the normal distribution is a good approximation if an appropriate continuity correction is performed.
If xo is a non-negative integer, and
), then PX(X < xo) = PU(U < xo + 0.5).
Examples
Suppose cars arrive at a parking lot at a rate of 50 per hour. Let’s assume that the process is a Poisson random variable with λ = 50. Compute the probability that in the next hour the number of cars that arrive at this parking lot will be between 54 and 62. We can compute this as follows:
The figure below from SOCR shows this probability.

- Note: We observe that this distribution is bell-shaped. We can use the normal distribution to approximate this probability. Using
, together with the continuity correction for better approximation we obtain
, which is close to the exact that was found earlier. The figure below shows this probability.

References
- SOCR Home page: http://www.socr.ucla.edu
Translate this page: