pb computes the poisson binomial distribution function using the refined normal approximation.
Usage
pb(k, p, lower = TRUE)
Value
numeric: probability of observing k or fewer (if lower = TRUE), or more than k (if lower = FALSE),
successes when each trial has probability p of success
Arguments
k
numeric: values where the pdf should be evaluated
p
numeric: vector of success probabilities
lower
boolean: If FALSE return lower tail, if FALSE return upper tail
Details
The Refined Normal Approximation (RNA) offers a close approximation when length(p) is large (Hong, 2013). This function
is a slightly more efficient implementation of ppoibin() from the poibin package.
References
Hong, Y. (2013). On computing the distribution function for the Poisson binomial distribution. Computational Statistics and Data Analysis, 59, 41-51. tools:::Rd_expr_doi("10.1016/j.csda.2012.10.006")