2018-09-28 11:47:25 +02:00

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<H2><A NAME="SECTION00626000000000000000"></A><A NAME="sec:3"></A>
<BR>
Scaling Poisson variates
</H2>
<P>
If we have a count value <IMG
WIDTH="23" HEIGHT="30" ALIGN="MIDDLE" BORDER="0"
SRC="img128.png"
ALT="$ C_0$">
that follows a Poisson distribution,
we can assume immediately that the average is <IMG
WIDTH="23" HEIGHT="30" ALIGN="MIDDLE" BORDER="0"
SRC="img128.png"
ALT="$ C_0$">
and the s.d. is <!-- MATH
$\sqrt{C_0}$
-->
<IMG
WIDTH="36" HEIGHT="35" ALIGN="MIDDLE" BORDER="0"
SRC="img129.png"
ALT="$ \sqrt{C_0}$">
.
I.e., repeated experiments would give values <IMG
WIDTH="14" HEIGHT="14" ALIGN="BOTTOM" BORDER="0"
SRC="img130.png"
ALT="$ n$">
distributed according to the normalized distribution
<P><!-- MATH
\begin{displaymath}
P(n)={\ensuremath{\displaystyle{\frac{{\ensuremath{\displaystyle{C_0^n{\ensuremath{\mathrm{e}}}^{-C_0}
}}}}{{\ensuremath{\displaystyle{
n!}}}}}}}
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="118" HEIGHT="58" ALIGN="MIDDLE" BORDER="0"
SRC="img131.png"
ALT="$\displaystyle P(n)={\ensuremath{\displaystyle{\frac{{\ensuremath{\displaystyle{C_0^n{\ensuremath{\mathrm{e}}}^{-C_0}
}}}}{{\ensuremath{\displaystyle{
n!}}}}}}}
$">
</DIV><P>
</P>
This obeys
<P><!-- MATH
\begin{displaymath}
\mathop{\sum}_{n=0}^{+\infty}
P(n)=1\ ;
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="104" HEIGHT="65" ALIGN="MIDDLE" BORDER="0"
SRC="img132.png"
ALT="$\displaystyle \mathop{\sum}_{n=0}^{+\infty}
P(n)=1\ ;
$">
</DIV><P>
</P>
<P><!-- MATH
\begin{displaymath}
\langle n\rangle=\mathop{\sum}_{n=0}^{+\infty}
nP(n)=C_0\ ;
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="168" HEIGHT="65" ALIGN="MIDDLE" BORDER="0"
SRC="img133.png"
ALT="$\displaystyle \langle n\rangle=\mathop{\sum}_{n=0}^{+\infty}
nP(n)=C_0\ ;
$">
</DIV><P>
</P>
<P><!-- MATH
\begin{displaymath}
\langle n^2\rangle=\mathop{\sum}_{n=0}^{+\infty}
n^2 P(n)=C_0^2+C_0\ ;
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="221" HEIGHT="65" ALIGN="MIDDLE" BORDER="0"
SRC="img134.png"
ALT="$\displaystyle \langle n^2\rangle=\mathop{\sum}_{n=0}^{+\infty}
n^2 P(n)=C_0^2+C_0\ ;
$">
</DIV><P>
</P>
<P><!-- MATH
\begin{displaymath}
\sigma_{C_0}=\sqrt{\langle n^2\rangle-\langle n\rangle^2}=\sqrt{C_0}
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="200" HEIGHT="40" ALIGN="MIDDLE" BORDER="0"
SRC="img135.png"
ALT="$\displaystyle \sigma_{C_0}=\sqrt{\langle n^2\rangle-\langle n\rangle^2}=\sqrt{C_0}
$">
</DIV><P>
</P>
Suppose now that
our observable is
<P><!-- MATH
\begin{displaymath}
X_0=\eta_0 C_0
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="80" HEIGHT="30" ALIGN="MIDDLE" BORDER="0"
SRC="img212.png"
ALT="$\displaystyle X_0=\eta_0 C_0
$">
</DIV><P>
</P>
where <IMG
WIDTH="20" HEIGHT="30" ALIGN="MIDDLE" BORDER="0"
SRC="img213.png"
ALT="$ \eta_0$">
is a known error-free scaling factor.
The distribution of <IMG
WIDTH="19" HEIGHT="14" ALIGN="BOTTOM" BORDER="0"
SRC="img214.png"
ALT="$ X$">
is
<P><!-- MATH
\begin{displaymath}
P'(X)=P(X/\eta_0)=P(n)\qquad\Biggl|\Biggr.\qquad \frac{X}{\eta_0}\equiv n\in\mathbb{Z}
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="335" HEIGHT="64" ALIGN="MIDDLE" BORDER="0"
SRC="img215.png"
ALT="$\displaystyle P'(X)=P(X/\eta_0)=P(n)\qquad\Biggl\vert\Biggr.\qquad \frac{X}{\eta_0}\equiv n\in\mathbb{Z}
$">
</DIV><P>
</P>
and now,
<P><!-- MATH
\begin{displaymath}
\mathop{\sum}_{n=0}^{+\infty}
P(n)=1\ ;
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="104" HEIGHT="65" ALIGN="MIDDLE" BORDER="0"
SRC="img132.png"
ALT="$\displaystyle \mathop{\sum}_{n=0}^{+\infty}
P(n)=1\ ;
$">
</DIV><P>
</P>
<P><!-- MATH
\begin{displaymath}
\langle X\rangle=\mathop{\sum}_{n=0}^{+\infty}
\eta_0 nP(n)=\eta_0 C_0=X_0\ ;
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="244" HEIGHT="65" ALIGN="MIDDLE" BORDER="0"
SRC="img216.png"
ALT="$\displaystyle \langle X\rangle=\mathop{\sum}_{n=0}^{+\infty}
\eta_0 nP(n)=\eta_0 C_0=X_0\ ;
$">
</DIV><P>
</P>
<P><!-- MATH
\begin{displaymath}
\langle X^2\rangle=\mathop{\sum}_{n=0}^{+\infty}
\eta_0^2 n^2 P(n)=\eta_0^2(C_0^2+C_0)=X_0^2+\eta_0 X_0\ ;
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="367" HEIGHT="65" ALIGN="MIDDLE" BORDER="0"
SRC="img217.png"
ALT="$\displaystyle \langle X^2\rangle=\mathop{\sum}_{n=0}^{+\infty}
\eta_0^2 n^2 P(n)=\eta_0^2(C_0^2+C_0)=X_0^2+\eta_0 X_0\ ;
$">
</DIV><P>
</P>
<P><!-- MATH
\begin{displaymath}
\sigma_X=\sqrt{\langle X^2\rangle-\langle X\rangle^2}=\sqrt{\eta_0 X_0}=\eta_0\sqrt{C_0}=\sqrt{\eta_0}\sqrt{X_0}
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="379" HEIGHT="40" ALIGN="MIDDLE" BORDER="0"
SRC="img218.png"
ALT="$\displaystyle \sigma_X=\sqrt{\langle X^2\rangle-\langle X\rangle^2}=\sqrt{\eta_0 X_0}=\eta_0\sqrt{C_0}=\sqrt{\eta_0}\sqrt{X_0}
$">
</DIV><P>
</P>
Now it is no more valid that <!-- MATH
$\sigma_X=\sqrt{\langle X\rangle}=\sqrt{X_0}$
-->
<IMG
WIDTH="144" HEIGHT="38" ALIGN="MIDDLE" BORDER="0"
SRC="img219.png"
ALT="$ \sigma_X=\sqrt{\langle X\rangle}=\sqrt{X_0}$">
, instead
<P><!-- MATH
\begin{displaymath}
\sigma_X=\sqrt{\eta_0}\sqrt{X_0}=\eta_0\sqrt{C_0}=\eta_0\sigma_{C_0}
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="244" HEIGHT="40" ALIGN="MIDDLE" BORDER="0"
SRC="img220.png"
ALT="$\displaystyle \sigma_X=\sqrt{\eta_0}\sqrt{X_0}=\eta_0\sqrt{C_0}=\eta_0\sigma_{C_0}
$">
</DIV><P>
</P>
that is the characteristic relationship for a normal-variate distribution.
<P>
Moreover, assume now that the scaling factor is not exctly known
but instead it is a normal-variate itself with average <IMG
WIDTH="20" HEIGHT="30" ALIGN="MIDDLE" BORDER="0"
SRC="img213.png"
ALT="$ \eta_0$">
, s.d.
<!-- MATH
$\sigma_{\eta_0}$
-->
<IMG
WIDTH="27" HEIGHT="30" ALIGN="MIDDLE" BORDER="0"
SRC="img221.png"
ALT="$ \sigma_{\eta_0}$">
, and distribution
<P><!-- MATH
\begin{displaymath}
\widehat{P}(\eta)={\ensuremath{\displaystyle{\frac{{\ensuremath{\displaystyle{
{\ensuremath{\mathrm{e}}}^{
-\frac{1}{2}
{\ensuremath{\left({
\frac{\eta-\eta_0}{\sigma_{\eta_0}}
}\right)}}^2
}
}}}}{{\ensuremath{\displaystyle{
\sigma_{\eta_0}\sqrt{2\pi}
}}}}}}}
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="142" HEIGHT="77" ALIGN="MIDDLE" BORDER="0"
SRC="img222.png"
ALT="$\displaystyle \widehat{P}(\eta)={\ensuremath{\displaystyle{\frac{{\ensuremath{\...
...ght)}}^2
}
}}}}{{\ensuremath{\displaystyle{
\sigma_{\eta_0}\sqrt{2\pi}
}}}}}}}
$">
</DIV><P>
</P>
Then,
<P><!-- MATH
\begin{displaymath}
\int_{-\infty}^{+\infty}{\ensuremath{\mathrm{d}{\eta}\, }}\mathop{\sum}_{n=0}^{+\infty}
P(n)\widehat{P}(\eta)=1\ ;
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="202" HEIGHT="65" ALIGN="MIDDLE" BORDER="0"
SRC="img223.png"
ALT="$\displaystyle \int_{-\infty}^{+\infty}{\ensuremath{\mathrm{d}{\eta}\, }}\mathop{\sum}_{n=0}^{+\infty}
P(n)\widehat{P}(\eta)=1\ ;
$">
</DIV><P>
</P>
<P><!-- MATH
\begin{displaymath}
\langle X\rangle=\int_{-\infty}^{+\infty}{\ensuremath{\mathrm{d}{\eta}\, }}\mathop{\sum}_{n=0}^{+\infty}
\widehat{P}(\eta)\eta nP(n)=
\mathop{\sum}_{n=0}^{+\infty}
nP(n)
\int_{-\infty}^{+\infty}{\ensuremath{\mathrm{d}{\eta}\, }} \widehat{P}(\eta)\eta
=
\eta_0 C_0=X_0\ ;
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="533" HEIGHT="65" ALIGN="MIDDLE" BORDER="0"
SRC="img224.png"
ALT="$\displaystyle \langle X\rangle=\int_{-\infty}^{+\infty}{\ensuremath{\mathrm{d}{...
...}{\ensuremath{\mathrm{d}{\eta}\, }} \widehat{P}(\eta)\eta
=
\eta_0 C_0=X_0\ ;
$">
</DIV><P>
</P>
<P><!-- MATH
\begin{displaymath}
\langle X^2\rangle=\int_{-\infty}^{+\infty}{\ensuremath{\mathrm{d}{\eta}\, }}\mathop{\sum}_{n=0}^{+\infty}
\widehat{P}(\eta)\eta^2 n^2 P(n)=
\int_{-\infty}^{+\infty}{\ensuremath{\mathrm{d}{\eta}\, }}\widehat{P}(\eta)\eta^2
\mathop{\sum}_{n=0}^{+\infty}
n^2 P(n)
=
(\eta_0^2+\sigma_{\eta_0}^2)(C_0^2+C_0)\ ;
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="631" HEIGHT="65" ALIGN="MIDDLE" BORDER="0"
SRC="img225.png"
ALT="$\displaystyle \langle X^2\rangle=\int_{-\infty}^{+\infty}{\ensuremath{\mathrm{d...
...p{\sum}_{n=0}^{+\infty}
n^2 P(n)
=
(\eta_0^2+\sigma_{\eta_0}^2)(C_0^2+C_0)\ ;
$">
</DIV><P>
</P>
<P><!-- MATH
\begin{displaymath}
{\ensuremath{\displaystyle{\frac{{\ensuremath{\displaystyle{\sigma_X}}}}{{\ensuremath{\displaystyle{\langle X\rangle}}}}}}}={\ensuremath{\displaystyle{\frac{{\ensuremath{\displaystyle{\sqrt{\langle X^2\rangle-\langle X\rangle^2}}}}}{{\ensuremath{\displaystyle{\langle X\rangle}}}}}}}
={\ensuremath{\displaystyle{\frac{{\ensuremath{\displaystyle{\sqrt{
\eta_0^2 C_0+\sigma_{\eta_0}^2C_0^2+\sigma_{\eta_0}^2 C_0
}}}}}{{\ensuremath{\displaystyle{\eta_0C_0}}}}}}}=
\sqrt{
{\ensuremath{\left({{\ensuremath{\displaystyle{\frac{{\ensuremath{\displaystyle{ \sigma_{C_0}}}}}{{\ensuremath{\displaystyle{C_0}}}}}}}}\right)}}^2
+{\ensuremath{\left({{\ensuremath{\displaystyle{\frac{{\ensuremath{\displaystyle{\sigma_{\eta_0}}}}}{{\ensuremath{\displaystyle{\eta_0}}}}}}}}\right)}}^2+{\ensuremath{\left({{\ensuremath{\displaystyle{\frac{{\ensuremath{\displaystyle{\sigma_{\eta_0}}}}}{{\ensuremath{\displaystyle{\eta_0}}}}}}}{\ensuremath{\displaystyle{\frac{{\ensuremath{\displaystyle{\sigma_{C_0}}}}}{{\ensuremath{\displaystyle{C_0}}}}}}}}\right)}}^2
}\approx\sqrt{
{\ensuremath{\left({{\ensuremath{\displaystyle{\frac{{\ensuremath{\displaystyle{ \sigma_{C_0}}}}}{{\ensuremath{\displaystyle{C_0}}}}}}}}\right)}}^2
+{\ensuremath{\left({{\ensuremath{\displaystyle{\frac{{\ensuremath{\displaystyle{\sigma_{\eta_0}}}}}{{\ensuremath{\displaystyle{\eta_0}}}}}}}}\right)}}^2
}
\end{displaymath}
-->
</P>
<DIV ALIGN="CENTER">
<IMG
WIDTH="812" HEIGHT="79" ALIGN="MIDDLE" BORDER="0"
SRC="img226.png"
ALT="$\displaystyle {\ensuremath{\displaystyle{\frac{{\ensuremath{\displaystyle{\sigm...
...yle{\sigma_{\eta_0}}}}}{{\ensuremath{\displaystyle{\eta_0}}}}}}}}\right)}}^2
}
$">
</DIV><P>
</P>
where in the last we discard, as usual, the 4th order in the relative errors. Both the exact and approximated forms
are exactly the same as if both distributions were to be normal.
<P>
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<ADDRESS>
Thattil Dhanya
2018-09-28
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