2020/01/12 by Amparo Gil, Javier Segura, Gil, A. +3
Mathematics · Decision Sciences · Computer Science · #Statistical Distribution Estimation and Applications #Probabilistic and Robust Engineering Design #Bayesian Methods and Mixture Models
paper · pdf · doi:10.48550/arxiv.2001.03953
The computation and inversion of the binomial and negative binomial cumulative distribution functions play a key role in many applications. In this paper, we explain how methods used for the central beta distribution function (described in [2]) can be used to obtain asymptotic representations of these functions, and also for their inversion. The performance of the asymptotic inversion methods is illustrated with numerical examples.