In: Statistics and Probability
In a Poisson process, the probability of a single occurrence of the event in a given interval is proportional to the dimension of the interval.
The probability of a single occurrence of an event in a given interval is given by
where
is the average number of occurrence in the given interval.
If the dimension of the interval increases, then the average
number of occurrences in that interval will also increase, so
will increase.
The function is
.
The derivative of the above function is
Now,
is always positive, and
is positive only when
is less than 1, but if the dimension of the interval will
increase, then
will also increase and in that case the derivative will be
negative, if
becomes greater than 1.
So, we have the following conclusion,
increases for
and decreases for
.
So, the probability of a single occurrence of an event in a
given interval is proportional for
and inversely proportional if the dimension of the interval
increases furthur.
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