[Jprogramming] general Gamma distribution
Roger Hui
rhui000 at shaw.ca
Sun Aug 10 00:23:05 HKT 2008
> (Fishman's book is from 1978, and I don't know the
> meaning of "double precision" in that context relative to
> ours.)
"Double precision" in 1978 most likely meant 64 bits.
Likewise today.
----- Original Message -----
From: Brian Schott <schott.brian at gmail.com>
Date: Saturday, August 9, 2008 7:53
Subject: Re: [Jprogramming] general Gamma distribution
To: Programming forum <programming at jsoftware.com>
> Let me add what may be obvious, but I cannot be
> sure. When generating Poisson random variates using the
> routines we have been discussing, people are
> usually interested in cases for which the mean, lambda, is
> quite modest, because when lambda gets larger, the
> Poisson distribution becomes so symmetric (unskewed) as to
> be almost identical to the normal distribution. So it is
> with small lambda, that the skewness of the distribution
> would suggest threshholding as Raul or Fishman are
> suggestiong and I think small lambda is also the case for
> which "double precision" is needed, not for large lambda.
>
> (Fishman's book is from 1978, and I don't know the
> meaning of "double precision" in that context relative to
> ours.)
>
> So I wonder if more could be done to study both the
> threshholding and the precision requirements for
> small lambda.
>
> Would the use of x: produce more precision and could
> that be done exclusively in the definition of possible? If
> so, how?
>
> possible=: (^-y) +/\@:* 1 */\@, y&%
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