Computing Poisson Probabilities

@article{Fox1988ComputingPP,
  title={Computing Poisson Probabilities},
  author={Bennett L. Fox and Peter W. Glynn},
  journal={Commun. ACM},
  year={1988},
  volume={31},
  pages={440-445}
}
We propose an algorithm to compute the set of individual (nonnegligible) Poisson probabilities, rigorously bound truncation error, and guarantee no overflow or underflow. Work and space requirements are modest, both proportional to the square root of the Poisson parameter. Our algorithm appears numerically stable. We know no other algorithm with all these (good) features. Our algorithm speeds generation of truncated Poisson variates and the computation of expected terminal reward in continuous… CONTINUE READING
Highly Influential
This paper has highly influenced 16 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS
Highly Cited
This paper has 183 citations. REVIEW CITATIONS

From This Paper

Topics from this paper.

Citations

Publications citing this paper.

183 Citations

01020'93'98'04'10'16
Citations per Year
Semantic Scholar estimates that this publication has 183 citations based on the available data.

See our FAQ for additional information.

References

Publications referenced by this paper.
Showing 1-3 of 3 references

Upper bounds on Poisson tail probabilities. Operations Research Letters 6, 1 (March

  • P. W. Glynn
  • 1987
Highly Influential
5 Excerpts

Similar Papers

Loading similar papers…