Some Elementary Characterizations of the Poisson Distribution

1963 ◽  
Vol 70 (9) ◽  
pp. 958-964 ◽  
Author(s):  
S. D. Chatterji
Keyword(s):  
Author(s):  
Faried Effendy ◽  
Taufik ◽  
Bramantyo Adhilaksono

: Substantial research has been conducted to compare web servers or to compare databases, but very limited research combines the two. Node.js and Golang (Go) are popular platforms for both web and mobile application back-ends, whereas MySQL and Go are among the best open source databases with different characters. Using MySQL and MongoDB as databases, this study aims to compare the performance of Go and Node.js as web applications back-end regarding response time, CPU utilization, and memory usage. To simulate the actual web server workload, the flow of data traffic on the server follows the Poisson distribution. The result shows that the combination of Go and MySQL is superior in CPU utilization and memory usage, while the Node.js and MySQL combination is superior in response time.


1998 ◽  
Vol 53 (10-11) ◽  
pp. 828-832
Author(s):  
Feng Quing-Zeng

Abstract The log-compound-Poisson distribution for the breakdown coefficients of turbulent energy dissipation is proposed, and the scaling exponents for the velocity difference moments in fully developed turbulence are obtained, which agree well with experimental values up to measurable orders. The under-lying physics of this model is directly related to the burst phenomenon in turbulence, and a detailed discussion is given in the last section.


Author(s):  
Dexter Cahoy ◽  
Elvira Di Nardo ◽  
Federico Polito

AbstractWithin the framework of probability models for overdispersed count data, we propose the generalized fractional Poisson distribution (gfPd), which is a natural generalization of the fractional Poisson distribution (fPd), and the standard Poisson distribution. We derive some properties of gfPd and more specifically we study moments, limiting behavior and other features of fPd. The skewness suggests that fPd can be left-skewed, right-skewed or symmetric; this makes the model flexible and appealing in practice. We apply the model to real big count data and estimate the model parameters using maximum likelihood. Then, we turn to the very general class of weighted Poisson distributions (WPD’s) to allow both overdispersion and underdispersion. Similarly to Kemp’s generalized hypergeometric probability distribution, which is based on hypergeometric functions, we analyze a class of WPD’s related to a generalization of Mittag–Leffler functions. The proposed class of distributions includes the well-known COM-Poisson and the hyper-Poisson models. We characterize conditions on the parameters allowing for overdispersion and underdispersion, and analyze two special cases of interest which have not yet appeared in the literature.


1997 ◽  
Vol 29 (02) ◽  
pp. 374-387 ◽  
Author(s):  
V. Čekanavičius

The accuracy of the Normal or Poisson approximations can be significantly improved by adding part of an asymptotic expansion in the exponent. The signed-compound-Poisson measures obtained in this manner can be of the same structure as the Poisson distribution. For large deviations we prove that signed-compound-Poisson measures enlarge the zone of equivalence for tails.


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