ASYMPTOTIC INVERSION OF THE BINOMIAL AND NEGATIVE BINOMIAL CUMULATIVE DISTRIBUTION FUNCTIONS

被引：1
|
作者：
Gil, A. [1 ]
Segura, J. [2 ]
Temme, N. M. [3 ,4 ]
机构：
[1] Univ Cantabria, ETSI Caminos, Dept Matemat Aplicada & CC Comp, Santander 39005, Spain
[2] Univ Cantabria, Dept Matemat Estadist & Comp, Santander 39005, Spain
[3] IAA, NL-1825 BD Alkmaar 25, Netherlands
[4] Ctr Wiskunde & Informat CWI, Sci Pk 123, NL-1098 XG Amsterdam, Netherlands
来源：
ELECTRONIC TRANSACTIONS ON NUMERICAL ANALYSIS | 2020年 / 52卷
关键词：
binomial cumulative distribution function; negative binomial cumulative distribution function; asymptotic representation; asymptotic inversion methods;
D O I：
10.1553/etna_vol52s270
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The computation and inversion of the binomial and negative binomial cumulative distribution functions play a key role in many applications. In this paper, we explain how methods used for the central beta distribution function (described in Gil, Segura, and Temme, [Numer. Algorithms, 74 (2017), pp. 77-91]) can be utilized to obtain asymptotic representations of these functions and also for their inversion. The performance of the asymptotic inversion methods is illustrated with numerical examples.
引用
收藏
页码：270 / 280
页数：11
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