Glossary

Poisson Process

Statistical Glossary

Poisson Process:

A Poisson process is a random function U(t) which describes the number of random events in an interval [0,t] of time or space.

The random events have the properties that (i) the probability of an event during a very small interval from t to t + h is rh, (ii) the probability of more than one event during such a time interval is negligible, (iii) the probability of an event during such a time interval does not depend on what happened prior to time t. The constant r here is the rate of events – that is, the average number of events on a unit interval.

The distribution of a Poisson process at time t is the Poisson distribution with its parameter l equal to rt.

If the symbols do not display properly, try
the graphic version of this page

Browse Other Glossary Entries

Test Yourself

Planning on taking an introductory statistics course, but not sure if you need to start at the beginning? Review the course description for each of our introductory statistics courses and estimate which best matches your level, then take the self test for that course. If you get all or almost all the questions correct, move on and take the next test.