Sum of Independent Non-Identical Binomial Random Variables
Density function, distribution function, quantile function and random number generation for the sum of independent non-identical binomial distribution with parameters size
and prob
.
In R console, type
install.packages('sinib')
library('sinib')
The documentation for the four main functions dsinib
, psinib
, qsinib
, and rsinib
can be assessed in R by typing
?dsinib
?psinib
?qsinib
?rsinib
Suppose S=X1+X2+X3
where X1~binom(12,0.074)
, X2~binom(14,0.039)
and X3~binom(4,0.095)
. If you would like to calculate the probability P(S=3)
and P(S=20)
, you would do the following.
size=as.integer(c(12, 14, 4))
prob=c(0.074, 0.039, 0.095)
x=c(3,20)
dsinib(x,size,prob)
# [1] 1.675016e-01 3.167624e-18
Please cite Boxiang Liu and Thomas Quertermous (2017) Approximating the Sum of Independent Non-Identical Binomial Random Variables. arXiv.