The R Journal: accepted article

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Approximating the Sum of Independent Non-Identical Binomial Random Variables PDF download
Boxiang Liu and Thomas Quertermous

Abstract The distribution of sum of independent non-identical binomial random variables is fre quently encountered in areas such as genomics, healthcare, and operations research. Analytical solutions to the density and distribution are usually cumbersome to find and difficult to compute. Several methods have been developed to approximate the distribution, and among these is the saddle point approximation. However, implementation of the saddlepoint approximation is non-trivial and, to our knowledge, an R package is still lacking. In this paper, we implemented the saddlepoint ap proximation in the sinib package. We provide two examples to illustrate its usage. One example uses simulated data while the other uses real-world healthcare data. The sinib package addresses the gap between the theory and the implementation of approximating the sum of independent non-identical binomials.

Received: 2017-12-05; online 2018-05-16, supplementary material, (1.9 Kb)
CRAN packages: stats, EQL, sinib

CC BY 4.0
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  author = {Boxiang Liu and Thomas Quertermous},
  title = {{Approximating the Sum of Independent Non-Identical Binomial
          Random Variables}},
  year = {2018},
  journal = {{The R Journal}},
  url = {}