A simple and fast method for computing the Poisson binomial distribution function

DOI10.1016/J.CSDA.2018.01.007MaRDI QIDQ106665zbMATH OpenOpenAlexWikidataFDO

Authors William Biscarri, Sihai Dave Zhao, Robert J. Brunner, William Biscarri, Sihai Dave Zhao, Robert J. Brunner

Publication date June 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2018.01.007

zbMATH Keywords

Fourier transformconvolutionindependent Bernoulli sumPoisson binomial

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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• Faster integer multiplication
• Le Cam's Inequality and Poisson Approximations
• On computing the distribution function for the Poisson binomial distribution
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• On the convergence of Poisson binomial to Poisson distributions
• Pattern recognition and machine learning.
• Weighted finite population sampling to maximize entropy

Cited in

(8)

• Exactly computing the tail of the Poisson-binomial distribution
• PoissonBinomial
• An Empirical Bayes Approach to Controlling the False Discovery Exceedance
• Planning rolling stock maintenance: optimization of train arrival dates at a maintenance center
• On computing the distribution function for the Poisson binomial distribution
• Technical Note—An Algorithm for Computing the Convolution of Poisson Negative Binomial and Geometric Distributions
• The Poisson binomial distribution -- old \& new
• The Poisson Multinomial Distribution and Its Applications in Voting Theory, Ecological Inference, and Machine Learning

Describes a project that uses

Uses Software

• PRMLT
• GPB
• FFTW

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