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cdf(::Skellam, ::Real)
1 parent 46bb0c3 commit abb151cCopy full SHA for abb151c
src/univariate/discrete/skellam.jl
@@ -91,17 +91,13 @@ function cf(d::Skellam, t::Real)
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exp(μ1 * (cis(t) - 1) + μ2 * (cis(-t) - 1))
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end
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-"""
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- cdf(d::Skellam, t::Real)
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-
+#=
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Implementation based on SciPy: https://github.com/scipy/scipy/blob/v0.15.1/scipy/stats/_discrete_distns.py
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Refer to Eqn (5) in On an Extension of the Connexion Between Poisson and χ2 Distributions, N.L Johnson(1959)
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Vol 46, No 3/4, doi:10.2307/2333532
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It relates the Skellam and Non-central chisquare PDFs, which is very similar to their CDFs computation as well.
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-Computing cdf of the Skellam distribution.
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+=#
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function cdf(d::Skellam, t::Integer)
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μ1, μ2 = params(d)
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return if t < 0
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