Calculation of the binomial survivor function

Abstract

A method is presented for calculating the binomial SF (cumulative binomial distribution), binfc(k;p,n), especially for a large n, beyond the range of existing tables, where conventional computer programs fail because of underflow and overflow, and Gaussian or Poisson approximations yield insufficient accuracy for the purpose at hand. This method is used to calculate and sum the individual binomial terms while using multiplication factors to avoid underflow; the factors are then divided out of the partial sum whenever it has the potential to overflow. A computer program uses this technique to calculate the binomial SF for arbitrary inputs of k, p, and n. Two other algorithms are presented to determine the value of p needed to yield a specified SF for given values of k and n and calculate the value where p = SF for a given k and n. Reliability applications of each algorithm/program are given, e.g., the value of p needed to achieve a stated k-out-of-n:G system reliability and the value of p for which k-out-of-n:G system reliability equals p.