Approximating the Sum of Independent Non-Identical Binomial Random Variables
share
The distribution of sum of independent non-identical binomial random variables is frequently 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 saddlepoint 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 approximation 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.
READ FULL TEXT