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Probability Project

Author Information

This page was written by me, Aaron Thompson, to present a portion of my course project in Introduction to Probability taught by Robert Paige.

Description

For my project I explored the Saddlepoint Approximations to the Poisson and Gamma mass functions. From this I learned about Sterling's approximations for Y! and Gamma(Y), which are the cause of the discrepancies between the Saddelpoint and the actual mass function.

Application

As part of this exploration of the Saddlepoint Approximations I created two web-based applications that create tables showing the Mass Function, Saddlepoint Approximation and percent relative error. They are linked to below...

Poisson Table Generator.
Click here to see the code for the Poisson table generator.

Gamma Table Generator.
Click here to see the code for the gamma table generator.

Download


License

Copyright (C) 2000, 2001 Aaron Thompson
thompson@cns.uni.edu

This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. or visit http://www.gnu.org/copyleft/gpl.html