[HN Gopher] Derivation and Intuition behind Poisson distribution
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Derivation and Intuition behind Poisson distribution
Author : sebg
Score : 32 points
Date : 2025-05-01 21:11 UTC (1 days ago)
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| meatmanek wrote:
| Poisson distributions are sort of like the normal distribution
| for queuing theory for two main reasons:
|
| 1. They're often a pretty good approximation for how web requests
| (or whatever task your queuing system deals with) arrive into
| your system, as long as your traffic is predominantly driven by
| many users who each act independently. (If your traffic is mostly
| coming from a bot scraping your site that sends exactly N
| requests per second, or holds exactly K connections open at a
| time, the Poisson distribution won't hold.) Sort of like how the
| normal distribution shows up any time you sum up enough random
| variables (central limit theorem), the Poisson arrival process
| shows up whenever you superimpose enough uncorrelated arrival
| processes together:
| https://en.wikipedia.org/wiki/Palm%E2%80%93Khintchine_theore...
|
| 2. They make the math tractable -- you can come up with closed-
| form solutions for e.g. the probability distribution of the
| number of users in the system, the average waiting time, average
| number of users queuing, etc:
| https://en.wikipedia.org/wiki/M/M/c_queue#Stationary_analysi...
| https://en.wikipedia.org/wiki/Erlang_(unit)#Erlang_B_formula
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