Reverse Poisson?


New Member
Jan 17, 2019
A further mod to accommodate large means:

Function PoissonInv(Prob As Double, Mean As Double) As Variant
  ' shg 2011, 2012, 2014, 2015-0415

  ' For a Poisson process with mean Mean, returns a three-element array:
  '   o The smallest integer N such that POISSON(N, Mean, True) >= Prob
  '   o The CDF for N-1 (which is < Prob)
  '   o The CDF for N (which is >= Prob)

  ' E.g., POISSON(5, 10, TRUE) returns 0.067085962
  ' PoissonInv(0.067085962, 10) returns 5

  ' Returns a descriptive error if Prob <= 0 or Prob >= 1
  ' If Mean >= 100, then uses a normal approximation

  Dim N             As Long     ' number of events
  Dim CDF           As Double   ' cumulative distribution function at N
  Dim CDFOld        As Double   ' CDF at N-1

  ' These two variables are used to simplify the probability mass
  ' function summation CDF = CDF + Exp(-Mean) * Mean ^ N / N!
  Dim dExpMean      As Double   ' =Exp(-Mean)
  Dim dK            As Double   ' incremental power & factorial

  If Prob <= 0 Or Prob >= 1 Then
    PoissonInv = "Prob ]0,1["

  ElseIf Mean < 100 Then
    dExpMean = Exp(-Mean)
    dK = 1#
    CDF = dExpMean

    Do While CDF < Prob - 0.000000000000001
      CDFOld = CDF
      N = N + 1
      dK = dK * Mean / N
      CDF = CDF + dExpMean * dK

    PoissonInv = Array(N, CDFOld, CDF)

    ' Plan B, for large means; approximate the Poisson as a normal distribution
    Dim iInv        As Long

    With WorksheetFunction
      iInv = .Ceiling(.Norm_Inv(Prob, Mean, Sqr(Mean)) - 0.5, 1)
      PoissonInv = Array(iInv, _
                         .Norm_Dist(iInv - 0.5, Mean, Sqr(Mean), True), _
                         .Norm_Dist(iInv + 0.5, Mean, Sqr(Mean), True))
    End With
  End If
End Function
Is there any way to apply this if you want the inverse of the poisson formula when using false in the excel formula?

Some videos you may like

Excel Facts

Select all contiguous cells
Pressing Ctrl+* (asterisk) will select the "current region" - all contiguous cells in all directions.

Watch MrExcel Video

Forum statistics

Latest member

This Week's Hot Topics

  • Finding issue in If elseif else with For each Loop
    Finding issue in If elseif else with For each Loop I have tried this below code but i'm getting in Y column filled with W005. Colud you please...
  • MsgBox Error
    Hi Guys, I have the below error show up when i try and run my macro in File1 but works fine if i copy and paste the same code into file2. [ATTACH...
    My Cell Format is [B]""0.00" Cr". [/B]But in the cell, it is showing 123.00 for editing. (123 is entry figure). (Data imported from other...
  • Show numbers nearly the same
    Is this possible. I have a number that can change very time eg 0.00001234 Then I have a lot of numbers 0.0000001, 0.0000002, 0.00000004...
  • Please i need your help to create formula
    I need a formula in cell B8 to do this >>if b1=1 then multiply ( cell b8) by 10% ,if b1=2 multiply by 20%,if=3 multiply by 30%. Thank you in...
  • Got error while adding column and filter
    Got error while adding column and filter In column Z has some like "Success" and "Error". I want to add column in AA if the Z cell value is...