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Poisson Distribution Calculator

Enter the average event rate λ and the event count k. Pick a probability mode (exactly k, at most k, at least k) and the calculator returns the Poisson probability as a decimal and a percent.

Probability mode

Average events per interval. Must be greater than 0. · e.g. 4

Non-negative whole number. · e.g. 3

Formula

P(X = k) = e^(−λ) × λ^k ÷ k!

The Poisson distribution models the count of events in a fixed interval when events occur independently and at a constant average rate λ. Common uses: calls per hour, visitors per minute, defects per unit.

Poisson probability

Exactly k · λ = 4, k = 3

0.195367

19.5367% chance

P(X = k) (exact)0.195367
As percent19.5367%
Mean and variance both equal λ4
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Examples

λ = 4, k = 3, exactly

P(X = 3) ≈ 0.195367

λ = 2.5, k = 5, at most

P(X ≤ 5) ≈ 0.957979

λ = 10, k = 15, at least

P(X ≥ 15) ≈ 0.083458

How it works

Start with P(X = 0) = e^(−λ). Each subsequent probability is the previous one times λ divided by the new k. Summing those in order gives the cumulative P(X ≤ k). The at-least case uses the complement rule for numerical stability.

P(X = k) · e^(−λ) × λ^k ÷ k!

Recursive form · P(k) = P(k − 1) × λ ÷ k

Mean and variance both equal λ. For large λ, the Poisson distribution is well approximated by a normal distribution with mean λ and standard deviation √λ.

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Frequently asked questions

The Poisson distribution models the number of times an event occurs in a fixed interval (time, area, or volume) when those events are independent and the average rate is constant. It is parameterized by a single number, lambda (λ), which is both the mean and the variance. Real-world examples: calls arriving at a help desk per hour, typos per page, photons reaching a sensor per second.

P(X = k) = e^(−λ) × λ^k ÷ k!. e is Euler's number (≈ 2.71828). λ is the average rate. k is the integer count of events. The calculator uses an iterative form for stability: P(0) = e^(−λ), then P(i) = P(i − 1) × λ ÷ i. This avoids computing large factorials directly.

Three conditions. (1) Events occur independently of each other. (2) The average rate λ is roughly constant over the interval. (3) Two events cannot occur at the exact same instant. Common violations: rush-hour traffic with bursty arrivals, contagious infections where one case raises the probability of the next, or any process with a hard cap on events.

λ (lambda) is the expected number of events in the interval you care about. If a help desk averages 12 calls per hour and you want the probability for a 30-minute window, use λ = 6 for that window. Make sure λ and k refer to the same fixed interval. The mean equals λ; the variance also equals λ, which is a distinctive property of the Poisson distribution.

P(X = k) is the chance of exactly k events. P(X ≤ k) is the chance of k or fewer events (cumulative up through k). P(X ≥ k) is the chance of k or more events. The calculator computes the cumulative form by summing the per-i probabilities iteratively, and uses 1 − P(X ≤ k − 1) for the at-least case to keep the result numerically stable.

The Poisson distribution is the limiting case of the binomial when n is large, p is small, and n × p stays finite. Setting λ = n × p and using Poisson gives a good approximation when np stays roughly constant as n grows. In practice, for n above 50 and p below 0.05, Poisson with λ = np is often used instead of binomial because the math is easier.