S. D. Chagaboina, J. A. Carrasco López, V. Suñé Socias
he Poisson distribution is a distribution commonly used in
statistics. It also plays a central role in the analysis of the
transient behaviour of continuous-time Markov chains.
Several methods have been devised for evaluating using floating-point
arithmetic the probability mass function (PMF) of the Poisson
distribution.
Restricting our attention to published methods intended for the
computation of a single probability or a few of them, we show that
neither of them is completely satisfactory in terms of accuracy. With
that motivation, we develop a new method for the evaluation of the PDF
of the Poisson distribution. The method is intended for the
computation of a single probability or a few of them. Numerical
experimentation illustrates that the method can be more accurate and
slightly faster than the previous methods. Besides, the method comes
with guaranteed approximation relative error.
Palabras clave: Poisson distribution, Poisson probabilities, numerical methods
Programado
RM-2 Premio Ramiro Melendreras
3 de septiembre de 2019 18:30
I3L1. Edificio Georgina Blanes