Poisson Distribution in Nature

poisson distributionprobability

The Poisson distribution is utilized for the number of events occurred in a specific interval. There are a lot of events that could be modeled with this distribution such as the number of meteorites or the patients arriving at the hospital at a given time. The formula of Poisson Distribution probability mass function is
$$
f(k;\lambda) = \frac{\lambda^ke^{-\lambda}}{k!}
$$

where $\lambda$ is called Poisson parameter and $k$ is the number of occurrences. We had this distribution as an approximation of Binomial when $np \leq 10$. However, I would like to know if there is a explanation or Theorem (like Central Limit Theorem For Gaussian Distribution) why some specific events follow this distribution and which relevant characteristics they share?

Best Answer

The main theorem you can use is the one that links Poisson and Negative Exponential (it is very easy to be proved).

the interarrival time (time between an arrival and another) in a Poisson process with parameter $\theta$ is Exponentially distributed with mean $\frac{1}{\theta}$

Thus any event represented with a negative exponential (i.e. lifetime of some devices) but viewed as # of arrival can be represented by a Poisson