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expansion
2006 Jan 28
1
PR#8528
...oor performance of pbeta, TOMS 654 should be included to fix all the pgamm=
a=20
problems. I was slightly surprised to find Morten's code had been included=
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instead 2 days later. I noticed but did not worry that the reference to me =
had=20
been removed.=20
The derivation of the asymptotic expansion for the gamma distribution used =
by=20
Morten can be found at http://members.aol.com/iandjmsmith/PoissonApprox.htm=
=20
It is fairly easy to understand and find error bounds for and hence include=
=20
sensibly in an algorithm to calculate pgamma.
The basis and accuracy of the some of the algorit...