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2021-04-13
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pavlosmelissinos08:04:50

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?

David Pham12:04:23

Usually epsilon is the inverse of lambda

genmeblog17:04:10

@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.

genmeblog17:04:35

Apache Commons Math has sometimes strange parameter names.

pavlosmelissinos17:04:53

wait, p is supposed to be the poisson mean

pavlosmelissinos17:04:04

is that the same as lambda?

genmeblog17:04:48

lambda in poisson is both: mean and variance.

genmeblog17:04:45

It's a property of this distribution.

pavlosmelissinos17:04:42

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

genmeblog17:04:59

No problem :)

pavlosmelissinos18:04:59

thanks a lot 🙂