论文信息 - The Distribution of a Sum of Binomial Random Variables

The Distribution of a Sum of Binomial Random Variables

Abstract : In this paper we examine the distribution of a sum S of binomial random variables, each with different success probabilities. The distribution arises in reliability analysis and in survival analysis. An algorithm is given to calculate the exact distribution of S, and several approximations are examined. An approximation based on a method of Kolmogorov, and another based on fitting a distribution from the Pearson family, can be recommended.

M. Stephens | K. Butler

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