--- title: "Poisson Params" author: "Russell Almond" date: "September 1, 2020" output: html_document runtime: shiny --- ```{r setup, include=FALSE} knitr::opts_chunk$set(echo = TRUE) library(shiny) library(ggplot2) ``` The Poisson distribution is a distribution for counts of events. Assume the following things: * Events happen at a rate $\lambda$ per unit interval on average. * Count the number of events in a time interval of $T$ units. * Assume that the events happen at a uniform rate throughout the interval (e.g., we don't get more customers in the morning than the afternoon). The the number of events, $X$, follows a _Poisson distribution_. $$P(X=x) = \frac{(\lambda T)^x}{x!}e^{-\lambda T}$$ The distribution looks like: ```{r density, echo=FALSE} inputPanel( sliderInput("mean", label = "Expected number of events per unit time", min=0, max=100, value=3.5, step=1), sliderInput("t", label = "Time Interval:", min = 0, max = 365, value = 1, step = 1) ) renderPlot({ mu <- as.numeric(input$mean) * as.numeric(input$t) n <- mu + 3* sqrt(mu) dat <- data.frame(x=0:n,y=dpois(0:n,mu)) ggplot(dat,aes(x,y)) +geom_col() }) ``` The mean and variance of the Poisson distribution are $\lambda T$ and $\lambda T$. As the variance grows pretty quickly, statisticians will often take the square root of count data (especially if there is heteroscedasticity) to stabilize the variance.