arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1306.1754math.CAmath.PRmath.STstat.TH
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不完全Γ函数比值的高效精确计算与反演

Efficient and accurate algorithms for the computation and inversion of the incomplete gamma function ratios

Amparo Gil, Javier Segura, Nico M. Temme

摘要:

对于$a$和$x$的正值,描述了不完全Γ函数比$P(a,x)=γ(a,x)/Γ(a)$和$Q(a,x)=Γ(a,x)/Γ(a)$的数值计算算法。给出了用$0<p,q<1$求解方程组$P(a,x)=p$、$Q(a,x)=q$的反演方法。不完全Γ函数比的直接计算和求逆在统计和应用概率中有着广泛的应用。从早期文献的分析方法进行了总结,并得出新的初始估计开始的反演算法。我们的算法(Fortran 90模块{ \bf IncgamFI})的相关软件的性能进行了分析,并与早期公布的算法进行了比较。

英文摘要:

Algorithms for the numerical evaluation of the incomplete gamma function ratios $P(a,x)=γ(a,x)/Γ(a)$ and $Q(a,x)=Γ(a,x)/Γ(a)$ are described for positive values of $a$ and $x$. Also, inversion methods are given for solving the equations $P(a,x)=p$, $Q(a,x)=q$, with $0<p,q<1$. Both the direct computation and the inversion of the incomplete gamma function ratios are used in many problems in statistics and applied probability. The analytical approach from earlier literature is summarized and new initial estimates are derived for starting the inversion algorithms. The performance of the associated software to our algorithms (the Fortran 90 module {\bf IncgamFI}) is analyzed and compared with earlier published algorithms.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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