The Distribution of a Sum of Binomial Random Variables

Abstract

In this paper we examine the distribution of a sum S of binomial random variables, each with different success probabilities. The distribution arises in reliability analysis and in survival analysis. An algorithm is given to calculate the exact distribution of S, and several approximations are examined. An approximation based on a method of Kolmogorov, and another based on fitting a distribution from the Pearson family, can be recommended.

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Document Details

Document Type
Technical Report
Publication Date
Apr 28, 1993
Accession Number
ADA266969

Entities

People

  • Ken Butler
  • Michael Stephens

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Binomials
  • Discrete Distribution
  • Errors
  • Military Research
  • New York
  • Normal Distribution
  • Probability
  • Probability Distributions
  • Random Variables
  • Reliability
  • Signal Processing
  • Statistics
  • Survival
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Regression Analysis.