The Poisson probability distribution
The Poisson distribution models a count of occurrences in a fixed interval (time, space, area, volume, items),
when occurrences are random and independent and the mean rate is constant over the interval.
When it is appropriate
- X is a discrete random variable: 0, 1, 2, …
- Occurrences are random (unpredictable within the interval).
- Occurrences are independent (one occurrence does not affect another).
Typical examples include counts of calls received, defects found, customers arriving, accidents occurring, or items returned.
Parameter and notation
Let λ be the mean number of occurrences in the interval, and let x be the actual number of
occurrences (the value taken by X).
Poisson probability formula
The probability of exactly x occurrences is given by the Poisson PMF:
Common probability queries
Many questions ask for cumulative probabilities. These are built by summing Poisson PMF terms.
Important interval note
The counting interval for X must match the interval used to define λ.
If the mean is given for a different interval, convert it first:
Example idea: if a mean is “per 10 items” but you count “per 40 items”, multiply λ by 40/10.
Short worked example (pattern)
Step 1. Identify λ and the event.
Suppose the mean is λ = 3 per interval and we want “at most 1 occurrence”.
Step 2. Use the cumulative definition.
The calculator automates the factorial, exponential, and the needed sums, and it visualizes the PMF as a bar chart so
you can see which counts contribute to the selected event.