Journal article
Approximation of the inverse Poisson cumulative distribution function
- Abstract:
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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 br...
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- Publication status:
- Accepted
- Peer review status:
- Peer reviewed
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(Accepted manuscript, pdf, 403.9KB)
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Bibliographic Details
- Publisher:
- Association for Computing Machinery Publisher's website
- Journal:
- ACM Transactions on Mathematical Software Journal website
- EISSN:
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1557-7295
- ISSN:
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0098-3500
- Source identifiers:
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508959
Item Description
- Pubs id:
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pubs:508959
- UUID:
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uuid:1bcbde9d-5d24-47f6-b842-745cea2f4c25
- Local pid:
- pubs: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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