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On the accuracy of approximation of the binomial distribution by the Poisson law
S. V. Nagaev Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
Abstract:
We derive many new estimates for the proximity of the binomial distribution to the Poisson distribution in the uniform metric and propose a combined approach to estimating the distance in a uniform metric when, for small $n$ and large $p$, the estimation is performed on using a computer and, for the remaining values of $n$ and $p$, the estimates obtained analytically are used.
Key words:
arithmetic distribution function, Bernoulli random variables, complex analysis, generation function, Poisson law.
Received: 24.12.2020 Revised: 30.03.2021 Accepted: 31.03.2021
Citation:
S. V. Nagaev, “On the accuracy of approximation of the binomial distribution by the Poisson law”, Mat. Tr., 24:2 (2021), 122–149
Linking options:
https://www.mathnet.ru/eng/mt654 https://www.mathnet.ru/eng/mt/v24/i2/p122
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Statistics & downloads: |
Abstract page: | 218 | Full-text PDF : | 78 | References: | 60 | First page: | 11 |
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