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

DOI10.1007/S11222-012-9334-8MaRDI QIDQ746301zbMATH OpenOpenAlexFDO

Authors 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

cumulative distribution functionmultinomialPoisson summation formularectangular probabilitiesmultivariate hypergeometricmultivariate Pólya

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 749874 (Why is no real title available?)
• A representation for multinomial cumulative distribution functions
• An algorithm for computing rectangular multinomial probabilities
• An inequality involving multinomial probabilities
• Computation of the incomplete gamma function ratios and their inverse
• On Calculations Involving the Maximum Cell Frequency
• Reviews
• Saddle-point Methods for the Multinomial Distribution
• Saddlepoint Approximation for Multivariate Cumulative Distribution Functions and Probability Computations in Sampling Theory and Outlier Testing
• Some approximations to the multivariate hypergeometric distribution with applications to hypothesis testing.
• The Fourier-series method for inverting transforms of probability distributions
• The exact distribution of the maximum, minimum and the range of multinomial/Dirichlet and multivariate hypergeometric frequencies

Cited in

(8)

• Strategies for Efficient Computation of Multivariate Poisson Probabilities
• Unified multivariate hypergeometric interpoint distances
• 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

Describes a project that uses

Uses Software

• Python

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