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Poisson distribution

This section contains functions for working with Poisson distribution. They allow to calculate density, probability, quantiles and to generate pseudo-random numbers distributed according to the Poisson law. The Poisson distribution is defined by the following formula:

pdf_poisson_distribution

where:

  • x – value of the random variable
  • λ – parameter of the distribution (mean)

In addition to the calculation of the individual random variables, the library also implements the ability to work with arrays of random variables.

Function

Description

MathProbabilityDensityPoisson

Calculates the probability density function of the Poisson distribution

MathCumulativeDistributionPoisson

Calculates the value of the Poisson probability distribution function

MathQuantilePoisson

Calculates the value of the inverse Poisson distribution function for the specified probability

MathRandomPoisson

Generates a pseudorandom variable/array of pseudorandom variables distributed according to the Poisson law

MathMomentsPoisson

Calculates the theoretical numerical values of the first 4 moments of the Poisson distribution


Updated: 2017.01.10