Mean and Variance of Poisson Distribution
In the Poisson distribution, the mean and variance of the distribution are the same because this distribution is characterised by a property where the average rate of event occurrences (λ) is also equal to the spread or variability in the distribution. This property is specific to the Poisson distribution and is a key feature of it. Therefore, The expected mean E(X) and the variance V(X) are both equal to λ.
E(X) = V(X) =
or
= 2 =
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