论文标题
恰好计算泊松二项式分布的尾巴
Exactly computing the tail of the Poisson-Binomial Distribution
论文作者
论文摘要
我们提供ShiftConvolve-Poibin，这是一种快速精确的方法，用于计算泊松二项式分布（PBD）的尾巴。我们的方法在计算尾巴概率时采用指数转移来保持其准确性，实际上，我们发现它不受其他精确或近似方法的重大相对误差的影响，当计算PBD的尾巴概率很小时可能会受到影响。随附的R软件包还具有用于计算整个PBD的最快实现的竞争。
We offer ShiftConvolvePoibin, a fast exact method to compute the tail of a Poisson-Binomial distribution (PBD). Our method employs an exponential shift to retain its accuracy when computing a tail probability, and in practice we find that it is immune to the significant relative errors that other methods, exact or approximate, can suffer from when computing very small tail probabilities of the PBD. The accompanying R package is also competitive with the fastest implementations for computing the entire PBD.
