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arXiv 2001.03953math.CAcs.NAmath.NA
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Asymptotic inversion of the binomial and negative binomial cumulative distribution functions

A. Gil, J. Segura, N. M. Temme

英文摘要:

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.

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