dist_poisson(lambda)
We recommend reading this documentation on https://pkg.mitchelloharawild.com/distributional/, where the math will render nicely.
In the following, let \(X\) be a Poisson random variable with parameter
lambda
= \(\lambda\).
Support: \(\{0, 1, 2, 3, ...\}\)
Mean: \(\lambda\)
Variance: \(\lambda\)
Probability mass function (p.m.f):
$$ P(X = k) = \frac{\lambda^k e^{-\lambda}}{k!} $$
Cumulative distribution function (c.d.f):
$$ P(X \le k) = e^{-\lambda} \sum_{i = 0}^{\lfloor k \rfloor} \frac{\lambda^i}{i!} $$
Moment generating function (m.g.f):
$$ E(e^{tX}) = e^{\lambda (e^t - 1)} $$
dist <- dist_poisson(lambda = c(1, 4, 10))
dist
#> <distribution[3]>
#> [1] Pois(1) Pois(4) Pois(10)
mean(dist)
#> [1] 1 4 10
variance(dist)
#> [1] 1 4 10
skewness(dist)
#> [1] 1.0000000 0.5000000 0.3162278
kurtosis(dist)
#> [1] 1.00 0.25 0.10
generate(dist, 10)
#> [[1]]
#> [1] 1 0 1 0 0 1 1 2 1 1
#>
#> [[2]]
#> [1] 6 6 3 3 9 3 6 5 5 1
#>
#> [[3]]
#> [1] 6 12 12 9 7 7 12 8 13 7
#>
density(dist, 2)
#> [1] 0.183939721 0.146525111 0.002269996
density(dist, 2, log = TRUE)
#> [1] -1.693147 -1.920558 -6.087977
cdf(dist, 4)
#> [1] 0.99634015 0.62883694 0.02925269
quantile(dist, 0.7)
#> [1] 1 5 12