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# scipy.special.pdtr

scipy.special.pdtr(k, m, out=None) = <ufunc 'pdtr'>

  Poisson cumulative distribution function.

  Defined as the probability that a Poisson-distributed random variable with event rate \(m\) is less than or equal to \(k\). More concretely, this works out to be [1]

  \[\exp(-m) \sum_{j = 0}^{\lfloor{k}\rfloor} \frac{m^j}{j!}.\]
  Parameters:
    karray_like

      Number of occurrences (nonnegative, real)

    marray_like

      Shape parameter (nonnegative, real)

    outndarray, optional

      Optional output array for the function results

  Returns:
    scalar or ndarray

      Values of the Poisson cumulative distribution function

  See also

  `pdtrc`

    Poisson survival function

  `pdtrik`

    inverse of `pdtr` with respect to k

  `pdtri`

    inverse of `pdtr` with respect to m

  References

  [1]

  https://en.wikipedia.org/wiki/Poisson_distribution

  Examples

      >>> import numpy as np
      >>> import scipy.special as sc

  It is a cumulative distribution function, so it converges to 1 monotonically as k goes to infinity.

      >>> sc.pdtr([1, 10, 100, np.inf], 1)
      array([0.73575888, 0.99999999, 1.        , 1.        ])

  It is discontinuous at integers and constant between integers.

      >>> sc.pdtr([1, 1.5, 1.9, 2], 1)
      array([0.73575888, 0.73575888, 0.73575888, 0.9196986 ])