Asymptotic inversion of the binomial and negative binomial cumulative distribution functions

Gil Gómez, Amparo; Segura Sala, José Javier; Temme, N. M.

doi:10.1553/etna_vol52s270

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Identificadores

URI: http://hdl.handle.net/10902/19193

DOI: 10.1553/etna_vol52s270

ISSN: 1068-9613

ISSN: 1097-4067

Fecha

2020

Derechos

Publicado en

Electronic Transactions on Numerical Analysis V.52 pp 270-280, 2020

Editorial

Kent State University

Resumen/Abstract

ABSTRACT: 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 Gil, Segura, and Temme, [Numer. Algorithms, 74 (2017), pp. 77?91]) can be utilized to obtain asymptotic representations of these functions and also for their inversion. The performance of the asymptotic inversion methods is illustrated with numerical examples.