Zero-truncated Poisson distribution

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In probability theory, the zero-truncated Poisson (ZTP) distribution is a certain discrete probability distribution whose support is the set of positive integers. This distribution is also known as the conditional Poisson distribution[1] or the positive Poisson distribution.[2] It is the conditional probability distribution of a Poisson-distributed random variable, given that the value of the random variable is not zero. Thus it is impossible for a ZTP random variable to be zero. Consider for example the random variable of the number of items in a shopper's basket at a supermarket checkout line. Presumably a shopper does not stand in line with nothing to buy (i.e. the minimum purchase is 1 item), so this phenomenon may follow a ZTP distribution.[3]

Since the ZTP is a truncated distribution with the truncation stipulated as k > 0, one can derive the probability mass function g(k;λ) from a standard Poisson distribution f(k;λ) as follows: [4]

g(k;\lambda) = P(X = k \mid k > 0) = 
\frac{f(k;\lambda)}{1-F(0)} = 
\frac{\lambda ^ k e^{- \lambda} }{k ! \left ( 1 - e^{- \lambda} \right )} = \frac{\lambda^k}{(e^\lambda-1)k!}

The mean is

 \operatorname{E}[X]=\frac{\lambda}{1-e^{-\lambda}}=\frac{\lambda e^\lambda}{e^\lambda-1}

and the variance is

 \operatorname{Var}[X]=\frac{\lambda}{1-e^{-\lambda}} - \frac{\lambda^2 e^{-\lambda}}{(1-e^{-\lambda})^2} =
\frac{\lambda e^\lambda}{e^\lambda-1}\left[1-\frac{\lambda}{e^\lambda-1}\right]

References[edit]

  1. ^ Cohen, A. Clifford (1960). "Estimating parameters in a conditional Poisson distribution". Biometrics 16: 203–211. 
  2. ^ Singh, Jagbir (1978). "A characterization of positive Poisson distribution and its application". SIAM Journal on Applied Mathematics 34: 545–548. 
  3. ^ "Stata Data Analysis Examples: Zero-Truncated Poisson Regression". UCLA Institute for Digital Research and Education. Retrieved 7 August 2013. 
  4. ^ Johnson, Norman L.; Kemp, Adrianne W.; Kotz, Samuel (2005). Univariate Discrete Distributions (third edition). Hoboken, NJ: Wiley-Interscience.