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The mode of a discrete distribution as defined in Exercise 12 of Sec. 5.2. Determine the mode or modes of the Poisson distribution with mean λ.

Short Answer

Expert verified

Case 1 (λ is not an integer): s where s is an integral part of λ

Case 2 (λ is an integer): λ and λ-1

Step by step solution

01

Given information

A variable following Poisson distribution with mean λ.

We need to determine the mode or modes of the Poisson distribution with mean λ.

02

Determining the mode or modes of the Poisson distribution

Let X be the variable following Poisson distribution with mean λ.

\(p\left( x \right) = \frac{{{e^{ - \lambda }}{\lambda ^x}}}{{x!}}\)where p(x) is the PMF of X

Now,

\(\frac{{p\left( x \right)}}{{p\left( {x - 1} \right)}} = \frac{{\frac{{{e^{ - \lambda }}{\lambda ^x}}}{{x!}}}}{{\frac{{{e^{ - \lambda }}{\lambda ^{x - 1}}}}{{\left( {x - 1} \right)!}}}} = \frac{\lambda }{x}\)

Case 1: When λ is not an integer

Let us suppose s is an integral part of λ, then λ=s+f,0<f<1

\(\begin{array}{l}\frac{{p\left( x \right)}}{{p\left( {x - 1} \right)}} = \frac{{s + f}}{x} > 1\,,\,x = 0,1,2,...,s\,\\\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, < 1,x = s + 1,s + 2,...\\\frac{{p\left( 1 \right)}}{{p\left( 0 \right)}} > 1,\frac{{p\left( 2 \right)}}{{p\left( 1 \right)}} > 1,...,\frac{{p\left( s \right)}}{{p\left( {s - 1} \right)}} > 1,\frac{{p\left( {s + 1} \right)}}{{p\left( s \right)}} < 1,...\\{\rm{So,}}\,\,{\rm{p}}\left( 0 \right) < p\left( 1 \right) < ... < p\left( {s - 1} \right) < p\left( s \right) > p\left( {s + 1} \right) > ...\end{array}\)

Which shows p(s) is maximum. Hence, in this case, the distribution is unimodal, and the integral part of λ is the unique modal value.

Case 2: When λ is an integer

Let λ=k (an integer)

\(\begin{array}{l}\frac{{p\left( 1 \right)}}{{p\left( 0 \right)}} > 1,\frac{{p\left( 2 \right)}}{{p\left( 1 \right)}} > 1,...,\frac{{p\left( {k - 1} \right)}}{{p\left( {k - 2} \right)}} > 1,\frac{{p\left( k \right)}}{{p\left( {k - 1} \right)}} = 1,\frac{{p\left( {k + 1} \right)}}{{p\left( k \right)}} < 1,...\\{\rm{So}},\,\,p\left( 0 \right) < p\left( 1 \right) < ... < p\left( {k - 2} \right) < p\left( {k - 1} \right) = p\left( k \right) > p\left( {k + 1} \right) > p\left( {k + 2} \right) > ...\end{array}\)

In this case, we have two maximum values, p(k-1) and p(k), and thus, the distribution is bimodal, and the two modes are (k-1) and k or λ and (λ-1)

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