Back to The Poisson Distribution
Chapter 8

Worked Examples

Pricing real prop bets with Poisson

Worked Examples: Touchdowns and Strikeouts

Let's apply the 3-step Poisson process to two real-world prop betting scenarios. These examples will show you exactly how to move from a projection to an expected value calculation.

Worked Example 1: Justin Jefferson Receiving Touchdowns

The Setup

Market Line: Over 0.5 receiving TDs at -150; Under 0.5 at +120

Context:

  • Jefferson is averaging 0.85 touchdowns per game over his last 10 starts
  • The Bears rank 28th in red zone defense
  • The Vikings are 7-point favorites, suggesting multiple scoring opportunities

Step 1: Estimate λ

One reasonable way to build λ:

FactorValueRationale
Season average0.75 TDs/gameBaseline
Matchup adjustment×1.15 (+15%)Bears rank 28th vs WR TDs
Game script×1.10 (+10%)Vikings favored by 7
Your λ0.950.75 × 1.15 × 1.10

Step 2: Convert to Probability

For an Over 0.5 bet, you need P(X ≥ 1). In Excel:

=1 - POISSON.DIST(0, 0.95, TRUE)

Result: P(Over) = 0.613 (61.3%), so P(Under) = 38.7%

Step 3: Compare to Market

Market implied probability at -150:

150 / (150 + 100) = 60.0%

Your edge: 61.3% − 60.0% = +1.3%

Expected Value Calculation

Risk $150 to win $100:

EV = (0.613 × $100) − (0.387 × $150)
EV = $61.30 − $58.05
EV = +$3.25 per $150 risked

Key Insight

Even a small edge is only as good as your λ estimate—if λ is off, the EV is off. A 1.3% edge is real but requires high confidence in your projection.

Visualizing the Distribution

With λ = 0.95, here's how the probability mass is distributed:

OutcomeProbabilityCumulative
0 TDs38.7%38.7% (Under)
1 TD36.7%75.4%
2 TDs17.4%92.8%
3+ TDs7.2%100%

The bar at k=0 (38.7%) is the Under 0.5 outcome. Everything else (61.3%) is the Over 0.5.


Worked Example 2: Gerrit Cole Strikeouts

The Setup

Market Line: Over 7.5 strikeouts at -110; Under 7.5 at -110

Context:

  • Cole's season average is 7.2 K/start
  • He's on a recent hot streak
  • But he's facing the Red Sox, who are harder to strike out

Step 1: Estimate λ

FactorValueRationale
Season average7.2 K/startBaseline
Recent form×1.05 (+5%)Hot streak
Matchup×0.90 (−10%)Red Sox are harder to strike out
Your λ6.87.2 × 1.05 × 0.90

Step 2: Convert to Probability

Over 7.5 means 8+ strikeouts. In Excel:

=1 - POISSON.DIST(7, 6.8, TRUE)

Result: P(Over 7.5) = 0.372 (37.2%), so P(Under 7.5) = 0.628 (62.8%)

Step 3: Compare to Market

Break-even probability at -110: 52.4%

Your Under edge: 62.8% − 52.4% = +10.4%

This is a substantial edge!

Expected Value Calculation

Risk $110 to win $100 on the Under:

EV = (0.628 × $100) − (0.372 × $110)
EV = $62.80 − $40.92
EV = +$21.88 per $110 risked

Key Insight

When your probability is far from the market's break-even rate, you don't need to be perfect to have value. A 10%+ edge gives you margin for error in your λ estimate.

The Distribution at λ = 6.8

StrikeoutsP(exactly k)P(k or fewer)
0-416.8%
512.2%29.0%
613.8%42.8%
713.4%56.2%
811.4%67.6%
98.6%76.2%
10+100%

The Under 7.5 includes all outcomes ≤7 strikeouts (62.8% probability). The Over 7.5 is everything ≥8 (37.2%).


Side-by-Side Comparison

FactorJefferson TDsCole Strikeouts
Your λ0.956.8
LineOver 0.5Under 7.5
Your Probability61.3%62.8%
Market Break-even60.0%52.4%
Edge+1.3%+10.4%
Bet QualityMarginalStrong

Tip

The Cole strikeouts bet has 8× the edge of the Jefferson TD bet. Both might be "correct" projections, but the Cole bet gives you much more margin for error. Prioritize larger edges when allocating your bankroll.


Practice With the Calculator

Try adjusting the λ values in these examples to see how the probabilities change:

Poisson Calculator

Try the interactive calculator for this concept

Open Tool
Calculate expected value for your bets

📝 Exercise

Instructions

Work through these scenarios using the 3-step Poisson process.

A running back has λ = 0.60 rushing TDs. The market offers Over 0.5 TDs at -135. What's your P(Over) and does an edge exist?

A pitcher has λ = 9.2 strikeouts. What's P(Over 8.5) using Poisson?

You calculate +5.2% edge on an Over prop at -120 odds. Is this a bet, a pass, or marginal?