Poisson cumulative distribution function

`p = poisscdf(x,lambda)`

p = poisscdf(x,lambda,'upper')

`p = poisscdf(x,lambda)`

returns
the Poisson cdf at each value in `x`

using the corresponding
mean parameters in `lambda`

. `x`

and `lambda`

can
be vectors, matrices, or multidimensional arrays that have the same
size. A scalar input is expanded to a constant array with the same
dimensions as the other input. The parameters in `lambda`

must
be positive.

`p = poisscdf(x,lambda,'upper')`

returns
the complement of the Poisson cdf at each value in `x`

,
using an algorithm that more accurately computes the extreme upper
tail probabilities.

The Poisson cdf is

$$p=F(x|\lambda )={e}^{-\lambda}{\displaystyle \sum _{i=0}^{floor(x)}\frac{{\lambda}^{i}}{i!}}$$

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