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

DOI10.1007/S11222-012-9334-8zbMATH Open1322.65033OpenAlexW2072571835MaRDI QIDQ746301FDOQ746301

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

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cumulative distribution function multinomial Poisson summation formula rectangular probabilities multivariate hypergeometric multivariate Pólya

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (8)

Unified multivariate hypergeometric interpoint distances
Strategies for Efficient Computation of Multivariate Poisson Probabilities
Analysis and optimization of recruitment stocking problems
An algorithm for computing rectangular multinomial probabilities
Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments
Algorithm of exact computation of decomposable statistics distributions and its applications
Slice algorithms for counting in \(U\)-dimensional space
Recursive formulas for multinomial probabilities with applications

Uses Software

Python

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