The DO Loop
Statistical programming in SAS with an emphasis on SAS/IML programs
A previous article shows how to use a recursive formula to compute exact probabilities for the Poisson-binomial distribution. The recursive formula is an O(N2) computation, where N is the number of parameters for the Poisson-binomial (PB) distribution. If you have a distribution that has hundreds (or even thousands) of parameters,
Finite-precision computations can be tricky. You might know, mathematically, that a certain result must be non-negative or must be within a certain interval. However, when you actually compute that result on a computer that uses finite-precision, you might observe that the value is slightly negative or slightly outside of the
When working with a probability distribution, it is useful to know how to compute four essential quantities: a random sample, the density function, the cumulative distribution function (CDF), and quantiles. I recently discussed the Poisson-binomial distribution and showed how to generate a random sample. This article shows how to compute