descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Jan 2020Embargo end date: 01 Jan 2020 English Publisher:Osterreichische Akademie der WissenschaftenJournal:ETNA - Electronic Transactions on Numerical Analysis, volume 52, pages 270-280 (issn: 1068-9613, eissn: 1068-9613,

Authors: Gil Gómez, Amparo; Segura Sala, José Javier; Temme, N. M.;

doi: 10.1553/etna_vol52s270 , 10.48550/arxiv.2001.03953

arXiv: http://arxiv.org/abs/2001.03953

handle: 10902/19193

Asymptotic inversion of the binomial and negative binomial cumulative distribution functions

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Abstract

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 [2]) can be used to obtain asymptotic representations of these functions, and also for their inversion. The performance of the asymptotic inversion methods is illustrated with numerical examples.

14 pages, 3 figures. To appear in ETNA

Related Organizations

University of Cantabria
Spain

Keywords

Mathematics - Classical Analysis and ODEs, Classical Analysis and ODEs (math.CA), FOS: Mathematics, Mathematics - Numerical Analysis, Numerical Analysis (math.NA), 33B20, 41A60

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