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4.2. Statistical Aspects 57<br />

Or, to make it more specific, consider a process where the average number of output<br />

electrons is small, say n =3.5. What is the probability of finding the value n =2?<br />

This problem has occupied mathematicians for a long time, and the answer is well<br />

known (1) : The probability P (n) of observing n events is given by the Poisson<br />

distribution,<br />

P (n) = (n)n<br />

n! e−n , (4.3)<br />

where n is the average defined by Eq. (4.2). As behooves a probability, the sum<br />

over all possible values n is 1, �∞ n=0 P (n) = 1. With Eq. (4.3), the previous<br />

questions can now be answered, and we first turn to the most specific one. With<br />

n =3.5,n = 2, Eq. (4.3) gives P (2) = 0.185. It is straightforward to compute the<br />

probabilities for all interesting values of n. The corresponding histogram is shown<br />

in Fig. 4.5. It shows that the distribution is very wide. There is a nonnegligible<br />

probability of measuring values as small as zero or as large as 9. If we perform only<br />

one measurement and find, for instance, a value of n = 7, we have no idea what the<br />

average value would be.<br />

A glance at Fig. 4.5 shows that it is not enough to measure and record the<br />

average, n. A measure of the width of the distribution is also needed. It is customary<br />

to characterize the width of a distribution by the variance σ2 :<br />

σ 2 ∞�<br />

= (n − n) 2 P (n), (4.4)<br />

or by the square root of the variance, called the standard deviation.<br />

For the Poisson distribution, Eq. (4.3), variance<br />

and standard distribution are easy to<br />

compute, and they are given by<br />

P(n)<br />

n=3.5<br />

n=0<br />

σ 2 = n, σ = √ n. (4.5)<br />

For small values of n, the distribution is<br />

not symmetric about n, asisevidentfrom<br />

Fig. 4.5.<br />

So far we have discussed the Poisson distribution<br />

for small values of n. Experimentally,<br />

such a situation arises, for instance, at the<br />

first dynode of a photomultiplier, where each<br />

incident electron produces two to five secondary<br />

electrons. Data are then given in the<br />

form of histograms, as in Fig. 4.5.<br />

0.2<br />

0.1<br />

2�<br />

0 1 2 3 4 5 6 7 8 9 n<br />

Figure 4.5: Histogram of the Poisson<br />

distribution for n =3.5. The distribution<br />

is not symmetric about n.<br />

1 A derivation can, for instance, be found in H. D. Young, Statistical Treatment of Experimental<br />

Data, McGraw-Hill, New York, 1962, Eq.(8.5); R.A. Fisher, Statistical Methods, Experimental<br />

Design, and Scientific Inference, Oxford Univ. Press, Oxford, 1990.

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