Efficient time/space algorithm to compute rectangular probabilities of multinomial, multivariate hypergeometric and multivariate Pólya distributions

DOI10.1007/S11222-012-9334-8zbMath1322.65033OpenAlexW2072571835MaRDI QIDQ746301

Régis Lebrun

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-012-9334-8

zbMATH Keywords

Poisson summation formulamultinomialcumulative distribution functionrectangular probabilitiesmultivariate hypergeometricmultivariate Pólya

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Computational methods for problems pertaining to probability theory (60-08) Combinatorial probability (60C05)

Related Items (4)

Analysis and optimization of recruitment stocking problems ⋮ Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments ⋮ Unified multivariate hypergeometric interpoint distances ⋮ Recursive formulas for multinomial probabilities with applications

Uses Software

• Python

Cites Work

• Unnamed Item
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• The Fourier-series method for inverting transforms of probability distributions
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• Saddle-point Methods for the Multinomial Distribution
• An algorithm for computing rectangular multinomial probabilities
• On Calculations Involving the Maximum Cell Frequency
• Computation of the incomplete gamma function ratios and their inverse
• Saddlepoint Approximation for Multivariate Cumulative Distribution Functions and Probability Computations in Sampling Theory and Outlier Testing
• An inequality involving multinomial probabilities
• Reviews
• Some approximations to the multivariate hypergeometric distribution with applications to hypothesis testing.

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