Asymptotic inversion of the binomial and negative binomial cumulative distribution functions
Classical Analysis and ODEs
2020-01-14 v1 Numerical Analysis
Numerical Analysis
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 [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.
Cite
@article{arxiv.2001.03953,
title = {Asymptotic inversion of the binomial and negative binomial cumulative distribution functions},
author = {A. Gil and J. Segura and N. M. Temme},
journal= {arXiv preprint arXiv:2001.03953},
year = {2020}
}
Comments
14 pages, 3 figures. To appear in ETNA