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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= =20 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...