...one of the most highly
regarded and expertly designed C++ library projects in the
world.
— Herb Sutter and Andrei
Alexandrescu, C++
Coding Standards
#include <boost/math/distributions/poisson.hpp>
namespace boost { namespace math { template <class RealType = double, class Policy = policies::policy<> > class poisson_distribution; typedef poisson_distribution<> poisson; template <class RealType, class Policy> class poisson_distribution { public: typedef RealType value_type; typedef Policy policy_type; poisson_distribution(RealType mean = 1); // Constructor. RealType mean()const; // Accessor. } }} // namespaces boost::math
The Poisson distribution is a wellknown statistical discrete distribution. It expresses the probability of a number of events (or failures, arrivals, occurrences ...) occurring in a fixed period of time, provided these events occur with a known mean rate λ (events/time), and are independent of the time since the last event.
The distribution was discovered by Simé onDenis Poisson (1781 to 1840).
It has the Probability Mass Function:
for k events, with an expected number of events λ.
The following graph illustrates how the PDF varies with the parameter λ:
Caution  

The Poisson distribution is a discrete distribution: internally, functions
like the The quantile function will by default return an integer result that has been rounded outwards. That is to say lower quantiles (where the probability is less than 0.5) are rounded downward, and upper quantiles (where the probability is greater than 0.5) are rounded upwards. This behaviour ensures that if an X% quantile is requested, then at least the requested coverage will be present in the central region, and no more than the requested coverage will be present in the tails. This behaviour can be changed so that the quantile functions are rounded differently, or even return a realvalued result using Policies. It is strongly recommended that you read the tutorial Understanding Quantiles of Discrete Distributions before using the quantile function on the Poisson distribution. The reference docs describe how to change the rounding policy for these distributions. 
poisson_distribution(RealType mean = 1);
Constructs a poisson distribution with mean mean.
RealType mean()const;
Returns the mean of this distribution.
All the usual nonmember accessor functions that are generic to all distributions are supported: Cumulative Distribution Function, Probability Density Function, Quantile, Hazard Function, Cumulative Hazard Function, mean, median, mode, variance, standard deviation, skewness, kurtosis, kurtosis_excess, range and support.
The domain of the random variable is [0, ∞].
The Poisson distribution is implemented in terms of the incomplete gamma functions gamma_p and gamma_q and as such should have low error rates: but refer to the documentation of those functions for more information. The quantile and its complement use the inverse gamma functions and are therefore probably slightly less accurate: this is because the inverse gamma functions are implemented using an iterative method with a lower tolerance to avoid excessive computation.
In the following table λ is the mean of the distribution, k is the random variable, p is the probability and q = 1p.
Function 
Implementation Notes 


Using the relation: pdf = e^{λ} λ^{k} / k! 
cdf 
Using the relation: p = Γ(k+1, λ) / k! = gamma_q(k+1, λ) 
cdf complement 
Using the relation: q = gamma_p(k+1, λ) 
quantile 
Using the relation: k = gamma_q_inva(λ, p)  1 
quantile from the complement 
Using the relation: k = gamma_p_inva(λ, q)  1 
mean 
λ 
mode 
floor (λ) or ⌊λ⌋ 
skewness 
1/√λ 
kurtosis 
3 + 1/λ 
kurtosis excess 
1/λ 