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Dec 14, 2019 at 20:29 vote accept Chetan
Dec 14, 2019 at 13:24 comment added Chetan Hi, "Φ(a;n,p) is the probability that the binomial random variable takes a value in the range a,a+1,…n", it means it's complementary probability distribution function as per the MatLab site you posted right?
Dec 14, 2019 at 13:17 comment added Carlo Beenakker 2) the cited paper contains two instances of $\Phi$, one instance with probability $p$ (which is the formula I wrote down), and one instance with a different probability $p'=(u/r)p$; then $1-p'=(d/r)(1-p)$ for $d=(r-pu)/(1-p)$.
Dec 14, 2019 at 13:15 comment added Carlo Beenakker 1) $\Phi(a;n,p)$ is the probability that the binomial random variable takes a value in the range $a,a+1,\ldots n$.
Dec 14, 2019 at 12:38 comment added Chetan p′ = (u/r)p and 1 – p′ = (d/r)(1 – p)
Dec 14, 2019 at 12:32 comment added Chetan Hi, thanks for the answer. I will checked it, but it contains same step like the paper I mentioned and I am trying to understand that only. What exactly is complementary binomial distribution function and how this is derived:
Dec 14, 2019 at 12:26 history edited Carlo Beenakker CC BY-SA 4.0
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Dec 14, 2019 at 12:19 history answered Carlo Beenakker CC BY-SA 4.0