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