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Diffstat (limited to 'man/lossdistrib.fft.Rd')
| -rw-r--r-- | man/lossdistrib.fft.Rd | 11 |
1 files changed, 5 insertions, 6 deletions
diff --git a/man/lossdistrib.fft.Rd b/man/lossdistrib.fft.Rd index c4eae10..3843bdc 100644 --- a/man/lossdistrib.fft.Rd +++ b/man/lossdistrib.fft.Rd @@ -1,4 +1,4 @@ -% Generated by roxygen2 (4.1.1): do not edit by hand +% Generated by roxygen2: do not edit by hand % Please edit documentation in R/distrib.R \name{lossdistrib.fft} \alias{lossdistrib.fft} @@ -14,13 +14,12 @@ A vector such that \eqn{q_k=\Pr(S=k)} } \description{ \code{lossdistrib.fft} computes the probability distribution of a sum -of independent Bernouilli variables with unequal probabilities. +of independent Bernouilli variables with unequal probabilities +(also called the Poisson-Binomial distribution). } \details{ We compute the probability distribution of \eqn{S = \sum_{i=1}^n X_i} where \eqn{X_i} is Bernouilli(\eqn{p_i}). -This uses the FFT, thus omplexity is of order \eqn{O(n m) + O(m\log(m))} -where \eqn{m} is the size of the grid and \eqn{n}, the number of probabilities. -It is slower than the recursive algorithm in practice. +This uses the FFT, thus complexity is of order \eqn{O(n \log(n))}, +compared to \eqn{O(n^2)} for the recursive algorithm. } - |