nbconv

Evaluate Arbitrary Negative Binomial Convolutions

Last update: 6 July 2023

Copyright license: GNU General Public License

Software version identifier: 1.0.0, 1.0.1

Three distinct methods are implemented for evaluating the sums of arbitrary negative binomial distributions. These methods are: Furman's exact probability mass function (Furman (2007) <doi:10.1016/j.spl.2006.06.007>), saddlepoint approximation, and a method of moments approximation. Functions are provided to calculate the density function, the distribution function and the quantile function of the convolutions in question given said evaluation methods. Functions for generating random deviates from negative binomial convolutions and for directly calculating the mean, variance, skewness, and excess kurtosis of said convolutions are also provided.

Cites work

On the convolution of the negative binomial random variables

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