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
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
收藏
页码:315 / 327
页数:13
相关论文
共 50 条
  • [31] LE CAMS INEQUALITY AND POISSON APPROXIMATIONS
    STEELE, JM
    AMERICAN MATHEMATICAL MONTHLY, 1994, 101 (01): : 48 - 54
  • [32] IMPROVED POISSON APPROXIMATIONS FOR WORD PATTERNS
    GODBOLE, AP
    SCHAFFNER, AA
    ADVANCES IN APPLIED PROBABILITY, 1993, 25 (02) : 334 - 347
  • [33] Signed Poisson approximations for Markov chains
    Cekanavicius, V
    Mikalauskas, M
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1999, 82 (02) : 205 - 227
  • [34] EXPANSION OF A POISSON KERNEL
    LOSSERS, OP
    AMERICAN MATHEMATICAL MONTHLY, 1971, 78 (02): : 203 - &
  • [35] Improving Retrieval of Short Texts Through Document Expansion
    Efron, Miles
    Organisciak, Peter
    Fenlon, Katrina
    SIGIR 2012: PROCEEDINGS OF THE 35TH INTERNATIONAL ACM SIGIR CONFERENCE ON RESEARCH AND DEVELOPMENT IN INFORMATION RETRIEVAL, 2012, : 911 - 920
  • [36] Improving numerical integration through basis set expansion
    Dew A. McCormack
    Evert Jan Baerends
    Erik van Lenthe
    Nicholas C. Handy
    Theoretical Chemistry Accounts, 2004, 112 : 410 - 418
  • [37] Improving numerical integration through basis set expansion
    McCormack, DA
    Baerends, EJ
    van Lenthe, E
    Handy, NC
    THEORETICAL CHEMISTRY ACCOUNTS, 2004, 112 (5-6) : 410 - 418
  • [38] Improving tissue expansion protocols through computational modeling
    Lee, Taeksang
    Vaca, Elbert E.
    Ledwon, Joanna K.
    Bae, Hanah
    Topczewska, Jolanta M.
    Turin, Sergey Y.
    Kuhl, Ellen
    Gosain, Arun K.
    Tepole, Adrian Buganza
    JOURNAL OF THE MECHANICAL BEHAVIOR OF BIOMEDICAL MATERIALS, 2018, 82 : 224 - 234
  • [39] Compound Poisson and signed compound Poisson approximations to the Markov binomial law
    Cekanavicius, V.
    Vellaisamy, P.
    BERNOULLI, 2010, 16 (04) : 1114 - 1136
  • [40] APPROXIMATIONS FOR OVERLAP EXPANSION - COMMENTS
    NAKAZAWA, K
    LETTERE AL NUOVO CIMENTO, 1974, 10 (17): : 784 - 788