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Asymptotic inversion of the binomial and negative binomial cumulative distribution functions (2001.03953v1)
Published 12 Jan 2020 in math.CA, cs.NA, and math.NA
Abstract: The computation and inversion of the binomial and negative binomial cumulative distribution functions play a key role in many applications. In this paper, we explain how methods used for the central beta distribution function (described in [2]) can be used to obtain asymptotic representations of these functions, and also for their inversion. The performance of the asymptotic inversion methods is illustrated with numerical examples.