At least one of the math things I thought through over break works the way I wanted it to. These plots are the distributions of 100k samples drawn from Poisson and Gaussian distributions with mean = variance = 8.5 * 10**i
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So mean of 8.5. |
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Mean of 85. |
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Mean of 85000. |
The Poissonian distribution turns into a Gaussian, and a +2-sigma deviation comes up ~2% of the time as you'd expect. If this distribution is the number of times a thing happens a day, there should be like six of those kind of days a year.
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