Journal article
Approximation of the inverse Poisson cumulative distribution function
- Abstract:
- New approximations for the inverse of the incomplete gamma function are derived, and these are used to develop efficient evaluations of the inverse Poisson cumulative distribution function. An asymptotic approximation based on the standard Normal approximation is particularly good for CPUs with MIMD cores, while for GPUs and other hardware with vector units a second asymptotic approximation based on Temme’s approximation of the incomplete gamma function is more efficient due to conditional branching within each vector. The accuracy and efficiency of the software implementations is assessed on both CPUs and GPUs
- Publication status:
- Accepted
- Peer review status:
- Peer reviewed
Actions
Authors
- Publisher:
- Association for Computing Machinery
- Journal:
- ACM Transactions on Mathematical Software More from this journal
- EISSN:
-
1557-7295
- ISSN:
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0098-3500
- Pubs id:
-
pubs:508959
- UUID:
-
uuid:1bcbde9d-5d24-47f6-b842-745cea2f4c25
- Local pid:
-
pubs:508959
- Source identifiers:
-
508959
- Deposit date:
-
2015-03-05
Terms of use
- Copyright holder:
- ACM
- Notes:
- Copyright © ACM. This is the accepted manuscript version of the work. It is posted here for your personal use. Not for redistribution.
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