Computation of the Chi-Square and Poisson Distribution

DOI10.1137/0907069MaRDI QIDQ4727390zbMATH OpenOpenAlexFDO

Authors Leo Knüsel

Publication date 1986

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0907069

zbMATH Keywords

asymptotic expansionschi-squared distributioncomputation of tailserror analysisgamma distributiongamma-type integralsopen adaptive recursionPoisson distributionsrecursive methods

Mathematics Subject Classification ID

Gamma, beta and polygamma functions (33B15) Software, source code, etc. for problems pertaining to probability theory (60-04) Distribution theory (60E99) Software, source code, etc. for problems pertaining to statistics (62-04) Statistical distribution theory (62E99) Probabilistic methods, stochastic differential equations (65C99) Computation of special functions and constants, construction of tables (65D20)

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Cited in

(11)

• Computation of bounds for transient measures of large rewarded Markov models using regenerative randomization.
• Solving large interval availability models using a model transformation approach
• Simple and efficient algorithms for computing exact cumulative discrete probabilities and its inverses
• Computing the expected Markov reward rates with stationarity detection and relative error control
• Efficient implementations of the randomization method with control of the relative error
• Numerically stable methods for the computation of exit rates in Markov chains
• The S-system computation of non-central gamma distribution
• Transient Analysis of Large Markov Models with Absorbing States Using Regenerative Randomization
• Sample sizes for improved binomial confidence intervals
• An enhanced method for the computation of the distribution of the proportion of time that a continuous-time Markov chain is in a subset of states in a time interval
• New uniformization methods with steady-state detection

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