Generalization of the Poisson distribution for the case of changing probabilities of consecutive events

2014/01/03 by Kushnirenko, E. A.
#Data Analysis #FOS: Physical sciences #High Energy Physics - Experiment (hep-ex) #Statistics and Probability (physics.data-an)

paper · doi:10.48550/arxiv.1401.0718

Abstract

In this paper the generalization of the Poisson distribution is derived for the case when each consecutive event changes event rate. A simple formula for the probability of observing of a given number of events for the selected period of time is derived for a given set of rates. Application of this distribution in high-energy physics calculations is discussed.

Related

• Estimating the distribution of marks of a homogeneous marked Poisson process
• First Steps Towards an Imprecise Poisson Process
• On the Count Probability of Many Correlated Symmetric Events
• Self-excited Threshold Poisson Autoregression
• A fast unbinned test on event clustering in Poisson processes