data-science

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pavlosmelissinos 2021-04-13T08:17:50.031500Z

The poisson probability mass function, according to https://en.wikipedia.org/wiki/Poisson_distribution#Probability_mass_function, has a lambda parameter. However, there's no reference to that in the fastmath https://generateme.github.io/fastmath/1.5/fastmath.random.html#var-distribution. > :poisson (:epsilon :max-iterations :p) Is there another way to specify lambda?

2021-04-13T12:33:23.032200Z

Usually epsilon is the inverse of lambda

genmeblog 2021-04-13T17:12:10.032300Z

@pavlos epsilon here is the accuracy. I have to check in the source code of Poisson in Apache Commons Math which is the source of implementation.

genmeblog 2021-04-13T17:21:06.034400Z

p is lambda

genmeblog 2021-04-13T17:21:35.034500Z

Apache Commons Math has sometimes strange parameter names.

pavlosmelissinos 2021-04-13T17:22:53.034800Z

wait, p is supposed to be the poisson mean

pavlosmelissinos 2021-04-13T17:23:04.035Z

is that the same as lambda?

genmeblog 2021-04-13T17:24:48.035200Z

lambda in poisson is both: mean and variance.

genmeblog 2021-04-13T17:25:45.035500Z

It's a property of this distribution.

pavlosmelissinos 2021-04-13T17:28:42.037100Z

Oh right, "expected value" is synonymous to the mean. My statistics is extremely rusty, sorry.

genmeblog 2021-04-13T17:30:59.037300Z

No problem :)

pavlosmelissinos 2021-04-13T18:06:59.041800Z

thanks a lot 🙂