In: Statistics and Probability
Compare Poisson and the equivalent Gaussian distributions for the cases of mean value M = 1, 2, 5, 10. Tabulate the expected probabilities for observing various numbers of events n given the above mean values. What is the greatest error made in the Gaussian approximation in each case? For this, it is most appropriate to compare the values themselves rather than relative differences.
lambda = 1
lambda = 2
lambda = 5
lambda = 10
lambda = 100
For lambda = 100, you can see that this becomes almost equal to the corresponding Gaussian distribution.