Truncated poisson distribution probs not adding up to one

When working with the Poisson distribution in Julia, it is important to ensure that the probabilities of the distribution add up to one. However, in some cases, due to truncation or rounding errors, the probabilities may not add up exactly to one. In this article, we will explore three different ways to solve this issue.

Option 1: Normalizing the probabilities

One way to solve this problem is by normalizing the probabilities. This involves dividing each probability by the sum of all probabilities. Here is a sample code that demonstrates this approach:


probs = [0.2, 0.3, 0.4, 0.1]  # Truncated probabilities

# Normalize the probabilities
normalized_probs = probs / sum(probs)

# Check if the probabilities add up to one
if sum(normalized_probs) ≈ 1.0
    println("Probabilities are normalized.")
else
    println("Probabilities could not be normalized.")
end

This code snippet first defines the truncated probabilities in the variable `probs`. Then, it normalizes the probabilities by dividing each probability by the sum of all probabilities. Finally, it checks if the normalized probabilities add up to one using the `sum` function and the approximate equality operator `≈`.

Option 2: Adjusting the last probability

Another approach is to adjust the last probability to make the sum equal to one. This can be done by subtracting the sum of all probabilities from one and adding the result to the last probability. Here is a sample code that demonstrates this approach:


probs = [0.2, 0.3, 0.4, 0.1]  # Truncated probabilities

# Adjust the last probability
probs[end] += 1 - sum(probs)

# Check if the probabilities add up to one
if sum(probs) ≈ 1.0
    println("Probabilities are adjusted.")
else
    println("Probabilities could not be adjusted.")
end

In this code snippet, the truncated probabilities are defined in the variable `probs`. Then, the last probability is adjusted by subtracting the sum of all probabilities from one and adding the result to the last probability. Finally, it checks if the adjusted probabilities add up to one using the `sum` function and the approximate equality operator `≈`.

Option 3: Rounding the probabilities

If the truncation or rounding errors are small, rounding the probabilities can be a viable solution. This involves rounding each probability to a certain number of decimal places to ensure that the sum is equal to one. Here is a sample code that demonstrates this approach:


probs = [0.2, 0.3, 0.4, 0.1]  # Truncated probabilities

# Round the probabilities
rounded_probs = round.(probs, digits=2)

# Check if the probabilities add up to one
if sum(rounded_probs) ≈ 1.0
    println("Probabilities are rounded.")
else
    println("Probabilities could not be rounded.")
end

In this code snippet, the truncated probabilities are defined in the variable `probs`. Then, the probabilities are rounded to two decimal places using the `round.` function. Finally, it checks if the rounded probabilities add up to one using the `sum` function and the approximate equality operator `≈`.

Among the three options, the best approach depends on the specific scenario and the magnitude of the truncation or rounding errors. If the errors are negligible, rounding the probabilities may be the simplest solution. However, if the errors are significant, normalizing the probabilities or adjusting the last probability may be more appropriate. It is recommended to test each option and choose the one that yields the most accurate results for the given problem.

Rate this post

Leave a Reply

Your email address will not be published. Required fields are marked *

Table of Contents