In probability theory and statistics, the Poisson distribution (pronounced [pwasɔ̃]) (or Poisson law of small numbers[1]) is a discrete probability distribution that expresses the probability of a number of events occurring in a fixed period of time if these events occur with a known average rate and independently of the time since the last event. (The Poisson distribution can also be used for the number of events in other specified intervals such as distance, area or volume.)
The distribution was first introduced by Siméon-Denis Poisson (1781–1840) and published, together with his probability theory, in 1838 in his work Recherches sur la probabilité des jugements en matière criminelle et en matière civile (“Research on the Probability of Judgments in Criminal and Civil Matters”). The work focused on certain random variables N that count, among other things, the number of discrete occurrences (sometimes called “arrivals”) that take place during a time-interval of given length.
- definition from Wikipedia, searched at 26 Jan 2011