Approximating the Sum of Independent Non-Identical Binomial Random Variables

Abstract:

The distribution of the sum of independent non-identical binomial random variables is frequently encountered in areas such as genomics, healthcare, and operations research. Analytical solutions for the density and distribution are usually cumbersome to find and difficult to compute. Several methods have been developed to approximate the distribution, among which is the saddlepoint approximation. However, implementation of the saddlepoint approximation is non-trivial. In this paper, we implement the saddlepoint approximation in the sinib package and provide two examples to illustrate its usage. One example uses simulated data while the other uses real-world healthcare data. The sinib package addresses the gap between the theory and the implementation of approximating the sum of independent non-identical binomials.

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Authors

Affiliations

Boxiang Liu

 

Thomas Quertermous

 

Published

May 15, 2018

Received

Dec 5, 2017

DOI

10.32614/RJ-2018-011

Volume

Pages

10/1

472 - 483

Supplementary materials

Supplementary materials are available in addition to this article. It can be downloaded at RJ-2018-011.zip

CRAN packages used

stats, EQL, sinib

CRAN Task Views implied by cited packages

Footnotes

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    Citation

    For attribution, please cite this work as

    Liu & Quertermous, "The R Journal: Approximating the Sum of Independent Non-Identical Binomial Random Variables", The R Journal, 2018

    BibTeX citation

    @article{RJ-2018-011,
      author = {Liu, Boxiang and Quertermous, Thomas},
      title = {The R Journal: Approximating the Sum of Independent Non-Identical Binomial Random Variables},
      journal = {The R Journal},
      year = {2018},
      note = {https://doi.org/10.32614/RJ-2018-011},
      doi = {10.32614/RJ-2018-011},
      volume = {10},
      issue = {1},
      issn = {2073-4859},
      pages = {472-483}
    }