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Poisson Distribution. A Poisson random variable is the number of successes that result from a Poisson experiment. The probability distribution of a Poisson random variable is called a Poisson distribution. Given the mean number of successes (Î¼) that occur in a specified region, we can compute the Poisson probability based on the following formula:
The sum of n Bernoulli (p) random variables is a binomial (n, p) random variable. The sum of n geometric random variable with probability of success p is a negative binomial random variable with parameters n and p. The sum of n exponential (Î²) random variables is a gamma (n, Î²) random variable.