Scale an event-count model to its observation window
Enter separate formulas in E2:E6. B2 is the assumed mean event count per base interval and B3 is the selected window divided by that base interval. E2 is their product. Under the stated constant-rate independent-event Poisson model, E3 is P(X=B4), E4 is P(X<=B4), E5 is P(B5<=X<=B6), and E6 is P(X>=B7). Keep the upper tail nonzero when it is very small; all probabilities are unrounded proportions.
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Enter separate formulas in E2:E6. B2 is the assumed mean event count per base interval and B3 is the selected window divided by that base interval. E2 is their product. Under the stated constant-rate independent-event Poisson model, E3 is P(X=B4), E4 is P(X<=B4), E5 is P(B5<=X<=B6), and E6 is P(X>=B7). Keep the upper tail nonzero when it is very small; all probabilities are unrounded proportions.
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