Poisson Distribution Calculator
The Poisson distribution models the number of rare events that occur independently of one another within a fixed interval of time, area, or volume. The number of calls arriving in an hour, the number of breakdowns in a day, the number of defects per square meter, and the number of patients of a given type presenting at an emergency room in a week are all classic Poisson examples. The distribution has a single parameter: λ, the mean number of events expected in one unit interval.
For the λ you enter (and, if you like, an observation coefficient t), this calculator returns the exact probability P(X = k), the cumulative probabilities P(X ≤ k), P(X < k), P(X ≥ k), and P(X > k), the probability of the interval [a, b] you choose, and the mean, variance, standard deviation, and mode of the distribution. The defining feature of the Poisson is that its mean equals its variance; the calculator shows this identity explicitly and points out when λ has grown large enough for the normal approximation to apply.
Poisson Distribution Formulas
Mass function: P(X = k) = e⁻λ · λᵏ / k!, k = 0, 1, 2, … Scaling: λ_eff = λ · t (t = number of unit intervals) Cumulative: P(X ≤ k) = Σᵢ₌₀ᵏ e⁻λ · λⁱ / i! Upper tail: P(X ≥ k) = 1 − P(X ≤ k − 1) Interval: P(a ≤ X ≤ b) = P(X ≤ b) − P(X ≤ a − 1) Mean: μ = λ Variance: σ² = λ (mean = variance) Standard dev.: σ = √λ Mode: ⌊λ⌋ (λ − 1 and λ when λ is an integer) Binomial approx.: for n ≥ 20 and p ≤ 0.05, Binomial(n, p) ≈ Poisson(n·p)
The cumulative probability is evaluated through the regularized incomplete gamma relation P(X ≤ k) = 1 − P(k + 1, λ); because no summation loop is used, precision is preserved even for large λ. Once λ ≥ 10 the distribution can be approximated by N(λ, λ).
How to Calculate
- Enter the mean number of events expected in one unit interval (λ): if 4 calls arrive per hour, type 4.
- If your observation window differs from the unit interval, enter the coefficient (t); type 2 for a two-hour observation and the calculator works with λ·t.
- Enter the number of events (k) whose probability you are interested in.
- If you wish, set the interval bounds (a and b); leaving the upper bound empty computes P(X ≥ a).
- Read the exact, cumulative, and tail probabilities, then check the mean = variance = λ identity and the mode.
- Look at the mass plot to see how skewed the distribution is; as λ grows the distribution becomes more symmetric and approaches the normal.
Worked Examples
Four calls an hour: exactly 5 calls
With λ = 4, the probability of exactly 5 calls is P(X = 5) = 0.1563. The probability of at most 5 calls is 0.7851 and the probability of at least 5 calls is 0.3712. P(2 ≤ X ≤ 6) = 0.7977; the mean and the variance are both 4, the standard deviation is 2, and the mode is 3 and 4.
Exactly 5 events — P(X = 5): 0.1563 · At most 5 events — P(X ≤ 5): 0.7851 · Fewer than 5 — P(X < 5): 0.6288
A two-hour window: at least 8 events
In a process averaging 3 events per hour, a two-hour observation has an effective parameter of λ·t = 6. The probability of exactly 8 events is P(X = 8) = 0.1033 and the probability of at least 8 events is P(X ≥ 8) = 0.2560. The probability of at most 8 events is 0.8472; the mean and the variance are both 6 and the standard deviation is 2.4495.
Exactly 8 events — P(X = 8): 0.1033 · At most 8 events — P(X ≤ 8): 0.8472 · Fewer than 8 — P(X < 8): 0.7440
Rare events: no events at all when λ = 0.5
For λ = 0.5 the probability of seeing no events at all is P(X = 0) = e⁻⁰·⁵ = 0.6065. The probability of at most 1 event is 0.9098 and the probability of at least 1 event is 0.3935. Because λ < 10, the distribution is clearly right-skewed and the normal approximation cannot be used.
Exactly 0 events — P(X = 0): 0.6065 · At most 0 events — P(X ≤ 0): 0.6065 · Fewer than 0 — P(X < 0): 0