------------------------------------------------------ Situation: 2000 skiers, each with probability .002 of an accident. ------------------------------------------------------ # Exact Binomial probability for P(X = 2) > dbinom(2,2000,.002) [1] 0.1464517 # Poisson approximation for P(X = 2) > dpois(2,4) [1] 0.1465251 -------------------------------------------------- # Exact Binomial probability for P(X <= 2) > pbinom(2,2000,.002) [1] 0.23781 # Poisson approximation for P(X <= 2) > ppois(2,4) [1] 0.2381033 -------------------------------------------------------- Modified Situation: 2000 skiers with varying accident probabilities p[i] = 2e-6*i --------------------------------------------------------- exact = exact answer computed by convolution sim = simulation approximation based on 10^7 repetitions poisson = general Poisson approximation. exact sim poisson 0 1.818155e-02 0.0181944 1.827904e-02 1 7.295722e-02 0.0730285 7.315273e-02 2 1.462803e-01 0.1461901 1.463786e-01 3 1.953991e-01 0.1953864 1.952691e-01 4 1.956277e-01 0.1956419 1.953667e-01 5 1.565806e-01 0.1565636 1.563715e-01 6 1.043696e-01 0.1044772 1.042998e-01 7 5.958988e-02 0.0594897 5.962969e-02 8 2.975012e-02 0.0297902 2.982975e-02 9 1.319355e-02 0.0131523 1.326430e-02 10 5.262427e-03 0.0052818 5.308371e-03 11 1.906895e-03 0.0019062 1.931282e-03 12 6.329767e-04 0.0006253 6.440825e-04 13 1.938185e-04 0.0001964 1.982783e-04 14 5.507146e-05 0.0000536 5.667928e-05 15 1.459496e-05 0.0000158 1.512203e-05 16 3.623756e-06 0.0000054 3.782398e-06 17 8.462410e-07 0.0000011 8.904210e-07 18 1.865149e-07 0.0000000 1.979703e-07 19 3.891881e-08 0.0000001 4.169879e-08 20 7.709689e-09 0.0000000 8.343928e-09