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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