PoissonBinomial

swMATH36415CRANPoissonBinomialMaRDI QIDQ52117FDOQ52117

Efficient Computation of Ordinary and Generalized Poisson Binomial Distributions

Florian Junge

Last update: 29 November 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.2.5, 1.0.0, 1.0.1, 1.0.2-1, 1.0.2, 1.1.0, 1.1.1, 1.1.2, 1.1.3, 1.2.0, 1.2.1, 1.2.2, 1.2.3, 1.2.4, 1.2.6

Source code repository: https://github.com/cran/PoissonBinomial

Description

Efficient implementations of multiple exact and approximate methods as described in Hong (2013) <doi:10.1016/j.csda.2012.10.006>, Biscarri, Zhao & Brunner (2018) <doi:10.1016/j.csda.2018.01.007> and Zhang, Hong & Balakrishnan (2018) <doi:10.1080/00949655.2018.1440294> for computing the probability mass, cumulative distribution and quantile functions, as well as generating random numbers for both the ordinary and generalized Poisson binomial distribution.

Cites work

• On computing the distribution function for the Poisson binomial distribution
• A simple and fast method for computing the Poisson binomial distribution function
• The generalized Poisson-binomial distribution and the computation of its distribution function

Cited In (3)

• FDX
• Controlling the false discovery exceedance for heterogeneous tests
• Rediscover

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