Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula
Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula
This paper presents new Gaussian approximations for the cumulative distribution function P( A λ ≤ s ) of a Poisson random variable A λ with mean λ. Using an integral transformation, we first bring the Poisson distribution into quasi-Gaussian form, which permits evaluation in terms of the normal distribution function …