A simple and fast method for computing the Poisson binomial distribution function

It is shown that the Poisson binomial distribution function can be efficiently calculated using simple convolution based methods. The Poisson binomial distribution describes how the sum of independent but not identically distributed Bernoulli random variables is distributed. Due to the intractabilit...

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Veröffentlicht in:	Computational statistics & data analysis 2018-06, Vol.122 (C), p.92-100
Hauptverfasser:	Biscarri, William, Zhao, Sihai Dave, Brunner, Robert J.
Format:	Artikel
Sprache:	eng
Schlagworte:	Convolution Fourier transform Independent Bernoulli sum Poisson binomial
Online-Zugang:	Volltext
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