Lurker
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- May 15, 2002
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From http://www.math.uiuc.edu/~hildebr/361/feb14.html
Math 361 at Univ Illinois
"I introduced two important approximations to the binomial distribution, the Poisson approximation and the normal approximation. The Poisson approximation is best suited in the case of rare events and a large number of trials. while the normal approximation works well when the number of trials is More precisely, in order for the Poisson approximation to be accurate, p should be very small, n should be large (ideally of order 1/n), and k should be small (which it almost always is, since the cases of interest are those when k is 0, 1, 2, or some other very small number). If these conditions are not satisfied, the Poisson approximation should not be applied, and it may be completely off."
Bill, what was I questioning about number of trials, probability all effecting the accuracy of Poisson?
Lurker
Math 361 at Univ Illinois
"I introduced two important approximations to the binomial distribution, the Poisson approximation and the normal approximation. The Poisson approximation is best suited in the case of rare events and a large number of trials. while the normal approximation works well when the number of trials is More precisely, in order for the Poisson approximation to be accurate, p should be very small, n should be large (ideally of order 1/n), and k should be small (which it almost always is, since the cases of interest are those when k is 0, 1, 2, or some other very small number). If these conditions are not satisfied, the Poisson approximation should not be applied, and it may be completely off."
Bill, what was I questioning about number of trials, probability all effecting the accuracy of Poisson?
Lurker