Improving Poisson approximations through tilting and expansion

被引：2

作者：

Kathman, SJ ^{[1
]}

Terrell, GR ^{[1
]}

机构：

[1] Virginia Tech, Lawrenceville, GA 30043 USA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2002年 / 104卷 / 02期

关键词：

Poisson approximation; probability generating function; exponential tilting; saddlepoint methods;

D O I：

10.1016/S0378-3758(01)00261-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Random variables defined on the natural numbers may often be approximated by Poisson variables. Just as normal approximations may be improved by saddlepoint methods, Poisson approximations may be substantially improved by tilting and expansion. A finite population relative of the probability generating function turns out to be useful in this process. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：315 / 327

页数：13

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