Computing Poisson probabilities

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1. Computing Poisson probabilities

440 RESEARCH CONTRIBUTIONS Management Science and Operations Research Harvey J Greenberg Editor Computing Poisson Probabilities BENNETT L FOX and PETER W GLYNN ABSTRACT We propose an algorithm to compute the set of individual nonnegligible Poisson probabilities rigorously bound truncation error and guarantee no overflow or underflow Work and space requirements are modest both proportional to the square root of the Poisson parameter Our algorithm appears
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