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At least 19 records

Cumulative Poisson Distribution Program

Overflow and underflow in sums prevented. Cumulative Poisson Distribution Program, CUMPOIS, one of two computer programs that make calculations involving cumulative Poisson distributions. Both programs, CUMPOIS (NPO-17714) and NEWTPOIS (NPO-17715), used independently of one another. CUMPOIS determines cumulative Poisson distribution, used to evaluate cumulative distribution function (cdf) for gamma distributions with integer shape parameters and cdf for X (sup2) distributions with even degrees of freedom. Used by statisticians and others concerned with probabilities of independent events occurring over specific units of time, area, or volume. Written in C.

Bowerman, Paul N.

Algorithm Calculates Cumulative Poisson Distribution

Algorithm calculates accurate values of cumulative Poisson distribution under conditions where other algorithms fail because numbers are so small (underflow) or so large (overflow) that computer cannot process them. Factors inserted temporarily to prevent underflow and overflow. Implemented in CUMPOIS computer program described in "Cumulative Poisson Distribution Program" (NPO-17714).

Bowerman, Paul N.

Parameter Estimation in Astronomy with Poisson-Distributed Data: The (CHI)2(gamma) Statistic - 1

Applying the standard weighted mean formula, [Sigma (sub i)n(sub i)ssigma(sub i, sup -2)], to determine the weighted mean of data, n(sub i), drawn from a Poisson distribution, will, on average, underestimate the true mean by approx. 1 for all true mean values larger than approx.3 when the common assumption is made that the error of the i th observation is sigma(sub i) = max square root of n(sub i), 1).This small, but statistically significant offset, explains the long-known observation that chi-square minimization techniques which use the modified Neyman'chi(sub 2) statistic, chi(sup 2, sub N) equivalent Sigma(sub i)((n(sub i) - y(sub i)(exp 2)) / max(n(sub i), 1), to compare Poisson - distributed data with model values, y(sub i), will typically predict a total number of counts that underestimates the true total by about 1 count per bin. Based on my finding that weighted mean of data drawn from a Poisson distribution can be determined using the formula [Sigma(sub i)[n(sub i) + min(n(sub i), 1)](n(sub i) + 1)(exp -1)] / [Sigma(sub i)(n(sub i) + 1)(exp -1))], I propose that a new chi(sub 2) statistic, chi(sup 2, sub gamma) equivalent, should always be used to analyze Poisson- distributed data in preference to the modified Neyman's chi(exp 2) statistic. I demonstrated the power and usefulness of,chi(sub gamma, sup 2) minimization by using two statistical fitting techniques and five chi(exp 2) statistics to analyze simulated X-ray power - low 15 - channel spectra with large and small counts per bin. I show that chi(sub gamma, sup 2) minimization with the Levenberg - Marquardt or Powell's method can produce excellent results (mean slope errors approx. less than 3%) with spectra having as few as 25 total counts.

Mighell, Kenneth J.

A Bayesian approach to parameter and reliability estimation in the Poisson distribution.

For life testing procedures, a Bayesian analysis is developed with respect to a random intensity parameter in the Poisson distribution. Bayes estimators are derived for the Poisson parameter and the reliability function based on uniform and gamma prior distributions of that parameter. A Monte Carlo procedure is implemented to make possible an empirical mean-squared error comparison between Bayes and existing minimum variance unbiased, as well as maximum likelihood, estimators. As expected, the Bayes estimators have mean-squared errors that are appreciably smaller than those of the other two.

Canavos, G. C.

Use of the negative binomial-truncated Poisson distribution in thunderstorm prediction

A probability model is presented for the distribution of thunderstorms over a small area given that thunderstorm events (1 or more thunderstorms) are occurring over a larger area. The model incorporates the negative binomial and truncated Poisson distributions. Probability tables for Cape Kennedy for spring, summer, and fall months and seasons are presented. The computer program used to compute these probabilities is appended.

Cohen, A. C.

An empirical Bayes approach for the Poisson life distribution.

A smooth empirical Bayes estimator is derived for the intensity parameter (hazard rate) in the Poisson distribution as used in life testing. The reliability function is also estimated either by using the empirical Bayes estimate of the parameter, or by obtaining the expectation of the reliability function. The behavior of the empirical Bayes procedure is studied through Monte Carlo simulation in which estimates of mean-squared errors of the empirical Bayes estimators are compared with those of conventional estimators such as minimum variance unbiased or maximum likelihood. Results indicate a significant reduction in mean-squared error of the empirical Bayes estimators over the conventional variety.

Canavos, G. C.

Calculation of the Poisson cumulative distribution function

A method for calculating the Poisson cdf (cumulative distribution function) is presented. The method avoids computer underflow and overflow during the process. The computer program uses this technique to calculate the Poisson cdf for arbitrary inputs. An algorithm that determines the Poisson parameter required to yield a specified value of the cdf is presented.

Bowerman, Paul N.

Managing Uncertainty Due to a Fundamental Error Source Arising from Scatterer Distribution Complexity in Radar Remote Sensing of Precipitation

The assumption that cloud and rain drops are spatially distributed according to a Poisson distribution within a scattering volume probed by a radar being used to estimate precipitation has represented bedrock theory in establishing 'rules of the game' for pulse averaging--the process needed to beat down noise to an acceptable level in the measurement of radar reflectivity factor. Based on relatively recent observations of 'realistic' spatial distributions of hydrometeor scatterers in a cloudy atmosphere motivates a renewed examination of the consequences of using a too simplified assumption underlying volume scattering--particularly in regards to the standard pulse averaging rule. Our investigation addresses two extremes, simple to complex, insofar as allowed for complexities in an underlying scatterer distribution. It is demonstrated that as the spatial distribution ranges from Poisson (a narrow distribution) to multi-fractal (much broader distribution), uncertainty in a measurement increases if the rule for pulse averaging goes unchanged from its Poisson distribution reference county. [A bounded cascade is used for the multi-fractal distribution, a regularly observed distribution vis-a-vis cloud liquid water content.] The resultant measurement uncertainty leads to a fundamental source of error in the estimation of rain rate from radar measurements, one that has been disregarded since the early 1950s when radar sets first began to be used for rainfall measuring. It is shown how this source of error can be 'managed'--under the assumption that number of data analysis experiments would be carried out, experiments involving pulse-by-pulse measurements obtained from a radar set modified to output individual pulses of reflectivity factor. For practical applications, a new parameter called normalized k-sample intensity invariance is developed to enable defining the required pulse average count according to a preferred degree of uncertainty.

Smith, Eric A.

Avalanche Photodiode Statistics in Triggered-avalanche Detection Mode

The output of a triggered avalanche mode avalanche photodiode is modeled as Poisson distributed primary avalanche events plus conditionally Poisson distributed trapped carrier induced secondary events. The moment generating function as well as the mean and variance of the diode output statistics are derived. The dispersion of the output statistics is shown to always exceed that of the Poisson distribution. Several examples are considered in detail.

Tan, H. H.

Estimating Random Errors Due to Shot Noise in Backscatter Lidar Observations

In this paper, we discuss the estimation of random errors due to shot noise in backscatter lidar observations that use either photomultiplier tube (PMT) or avalanche photodiode (APD) detectors. The statistical characteristics of photodetection are reviewed, and photon count distributions of solar background signals and laser backscatter signals are examined using airborne lidar observations at 532 nm using a photon-counting mode APD. Both distributions appear to be Poisson, indicating that the arrival at the photodetector of photons for these signals is a Poisson stochastic process. For Poisson-distributed signals, a proportional, one-to-one relationship is known to exist between the mean of a distribution and its variance. Although the multiplied photocurrent no longer follows a strict Poisson distribution in analog-mode APD and PMT detectors, the proportionality still exists between the mean and the variance of the multiplied photocurrent. We make use of this relationship by introducing the noise scale factor (NSF), which quantifies the constant of proportionality that exists between the root-mean-square of the random noise in a measurement and the square root of the mean signal. Using the NSF to estimate random errors in lidar measurements due to shot noise provides a significant advantage over the conventional error estimation techniques, in that with the NSF uncertainties can be reliably calculated from/for a single data sample. Methods for evaluating the NSF are presented. Algorithms to compute the NSF are developed for the Cloud-Aerosol Lidar and Infrared Pathfinder Satellite Observations (CALIPSO) lidar and tested using data from the Lidar In-space Technology Experiment (LITE). OCIS Codes:

Liu, Zhaoyan

Quantum statistics of Raman scattering model with Stokes mode generation

The model describing three coupled quantum oscillators with decay of Rayleigh mode into the Stokes and vibration (phonon) modes is examined. Due to the Manley-Rowe relations the problem of exact eigenvalues and eigenstates is reduced to the calculation of new orthogonal polynomials defined both by the difference and differential equations. The quantum statistical properties are examined in the case when initially: the Stokes mode is in the vacuum state; the Rayleigh mode is in the number state; and the vibration mode is in the number of or squeezed states. The collapses and revivals are obtained for different initial conditions as well as the change in time the sub-Poisson distribution by the super-Poisson distribution and vice versa.

Tanatar, Bilal

Bayesian Estimation of Earth’s Undiscovered Mineralogical Diversity Using Noninformative Priors

Recently, statistical distributions have been explored to provide estimates of the mineralogical diversity of Earth, and Earth-like planets. In this paper, a Bayesian approach is introduced to estimate Earth’s undiscovered mineralogical diversity. Samples are generated from a posterior distribution of the model parameters using Markov chain Monte Carlo simulations such that estimates and inference are directly obtained. It was previously shown that the mineral species frequency distribution conforms to a generalized inverse Gauss–Poisson (GIGP) large number of rare events model. Even though the model fit was good, the population size estimate obtained by using this model was found to be unreasonably low by mineralogists. In this paper, several zero-truncated, mixed Poisson distributions are fitted and compared, where the Poisson-lognormal distribution is found to provide the best fit. Subsequently, the population size estimates obtained by Bayesian methods are compared to the empirical Bayes estimates. Species accumulation curves are constructed and employed to estimate the population size as a function of sampling size. Finally, the relative abundances, and hence the occurrence probabilities of species in a random sample, are calculated numerically for all mineral species in Earth’s crust using the Poisson-lognormal distribution. These calculations are connected and compared to the calculations obtained in a previous paper using the GIGP model for which mineralogical criteria of an Earth-like planet were given.

Bayesian statistics