PoissonBinomial: Efficient Computation of Ordinary and Generalised Poisson Binomial Distributions
Florian Junge · 2020
Efficient implementations of multiple exact and approximate methods as described in Hong (2013) , Biscarri, Zhao & Brunner (2018) and Zhang, Hong & Balakrishnan (2018) for computing the probability mass, cumulative distribution and quantile functions, as well as generating random numbers for both the ordinary and generalized Poisson binomial distribution.