The minimum number of terms required in the poissonran function can be established for any mean with:
limit=: 3 : 0 NB. threshold for mean y (+/\(^-y)**/\1,y%}.i.5*y)I.1.0 ) now try: plot (;limit)i.100 The erratic plot is of course due to the behavior of I. when its left argument is slowly approaching its right argument. Do we have a problem? On Sat, Aug 9, 2008 at 12:23 PM, Roger Hui <[EMAIL PROTECTED]> wrote: > > (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 <[EMAIL PROTECTED]> > Date: Saturday, August 9, 2008 7:53 > Subject: Re: [Jprogramming] general Gamma distribution > To: Programming forum <[email protected]> > > > 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&% > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm > ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
