Simple algorithms for the poisson modal cumulative probability |
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Authors: | Adrienne W Kemp |
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Institution: | Department of Mathematical Sciences , University of St. Andrews , St. Andrews, KY16 9SS, Scotland |
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Abstract: | The paper presents and compares two new very accurate and simple pairs of approximations for the Poisson modal probability and modal cumulative probability; these have been used by Kemp and Kemp (1987, 1988) for the generation of Poisson pseudorandom variables with varying noninteger parameter by the method of one-sided search from the mode. The approximations are rational except for the square root of an integer or half-integer. |
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Keywords: | Poisson modal probabilities J-fraction accurate approximation Poisson pseudorandom variables |
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