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Simple algorithms for the poisson modal cumulative probability

 

作者: Adrienne W. Kemp,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1988）
卷期: Volume 17, issue 4  

页码: 1495-1508

 

ISSN:0361-0918

 

年代: 1988

 

DOI:10.1080/03610918808812738

 

出版商: Marcel Dekker, Inc.

 

关键词: Poisson modal probabilities;J-fraction;accurate approximation;Poisson pseudorandom variables

 

数据来源: Taylor

 

摘要:

The paper presents and compares two new very accurate and simple pairs of approximations for the Poisson modal probability and modal cumulative probability; these have been used by Kemp and Kemp (1987, 1988) for the generation of Poisson pseudorandom variables with varying noninteger parameter by the method of one-sided search from the mode. The approximations are rational except for the square root of an integer or half-integer.

 

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